//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational Management Science : CMS"
~subject:"GARCH"
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Levy process"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
GARCH
Option pricing theory
Barrier option pricing
1
First passage time
1
Lévy process
1
Optionspreistheorie
1
Perpetual American option pricing
1
Stochastic process
1
Stochastischer Prozess
1
Tempered stable process
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
1
Author
All
Kim, Young Shin
1
Published in...
All
Computational Management Science : CMS
Insurance / Mathematics & economics
11
International journal of theoretical and applied finance
10
Quantitative finance
6
Journal of risk and financial management : JRFM
5
Computational economics
4
Finance and stochastics
4
Applied mathematical finance
3
European journal of operational research : EJOR
3
International journal of financial engineering
3
Risks : open access journal
3
Journal of econometrics
2
Mathematics and financial economics
2
Review of derivatives research
2
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
2
Annals of finance
1
Annals of financial economics
1
Australian journal of management
1
CARF working paper
1
Chapman & Hall/CRC financial mathematics series
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Economic modelling
1
Energy economics
1
Finance research letters
1
International journal of economics and finance
1
International journal of theoretical and applied finance : IJTAF
1
Journal of Financial Economics
1
Journal of banking & finance
1
Journal of derivatives & hedge funds
1
Journal of financial economics
1
Journal of mathematical finance
1
Journal of risk finance : the convergence of financial products and insurance
1
MPRA Paper
1
Mathematics of operations research
1
NBER Working Paper
1
NBER working paper series
1
Operations research
1
Reihe: Finanzierung, Kapitalmarkt und Banken
1
Review of finance : journal of the European Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Tempered stable process, first passage time, and path-dependent option pricing
Kim, Young Shin
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 187-215
Persistent link: https://www.econbiz.de/10011993461
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->