//--> //--> //--> //-->
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:"Finance"
~isPartOf:"International journal of theoretical and applied finance"
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:"jump diffusion"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
24
Optionspreistheorie
24
Stochastic process
19
Stochastischer Prozess
19
Volatility
11
Volatilität
11
jump-diffusion
5
Derivat
4
Derivative
4
Option trading
4
Optionsgeschäft
4
Portfolio selection
4
Portfolio-Management
4
jump-diffusion process
4
option pricing
4
Hedging
3
Risiko
3
Risk
3
Statistical distribution
3
Statistische Verteilung
3
stochastic volatility
3
Black-Scholes model
2
Black-Scholes-Modell
2
CAPM
2
Convertible bond
2
Credit risk
2
Financial market
2
Finanzmarkt
2
Greeks
2
Incomplete market
2
Incomplete markets
2
Kreditrisiko
2
Martingal
2
Martingale
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Numerical analysis
2
Numerisches Verfahren
2
Option pricing
2
Risikomaß
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
26
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Undetermined
3
Author
All
Arai, Takuji
1
Bayraktar, Erhan
1
Bhuruth, Muddun
1
Bojarčenko, Svetlana I.
1
Boyarchenko, Mitya
1
Briani, Maya
1
Caramellino, Lucia
1
Cartea, Alvaro
1
Cheang, Gerald H. L.
1
Chen, Li
1
Cherif, Sidi Mohamed Lalaoui Ben
1
Chiarella, Carl
1
Coonjobeharry, Radha Krishn
1
Eddahbi, M'hamed
1
Eriksson, Bjorn
1
Fabozzi, Frank J.
1
Figueroa, Marcelo_Gustavo
1
Florescu, Ionuţ
1
Guambe, Calisto
1
Hellmich, Martin
1
Hepperger, Peter
1
Hofmann, Karl Friedrich
1
Hoogland, Jiri
1
Hoyle, Edward
1
Imai, Yuto
1
Jang, Hyun Jin
1
Jang, Jiwook
1
Kassberger, Stefan
1
Kijima, Masaaki
1
Kufakunesu, Rodwell
1
Lavagnini, Silvia
1
Liu, Rui Hua
1
Lo, Chia Chun
1
Lorig, Matthew
1
Mabitsela, Lesedi
1
Macrina, Andrea
1
Mariani, Maria Cristina
1
Mengütürk, Levent Ali
1
Merino, Raúl
1
Mina, Karl Friedrich
1
more ...
less ...
Institution
All
EconWPA
3
Published in...
All
Finance
International journal of theoretical and applied finance
International Journal of Theoretical and Applied Finance (IJTAF)
21
Insurance / Mathematics & economics
18
Quantitative finance
15
Risk-Sensitive Investment Management
15
Journal of banking & finance
14
Finance and Stochastics
12
Finance research letters
11
Journal of mathematical finance
11
Energy economics
10
European journal of operational research : EJOR
10
Journal of Banking & Finance
10
MPRA Paper
10
Applied Mathematical Finance
9
Journal of economic dynamics & control
9
Computational economics
8
International journal of financial engineering
8
Research Paper Series / Finance Discipline Group, Business School
8
SFB 649 Discussion Papers
8
Applied mathematical finance
7
Insurance: Mathematics and Economics
7
Quantitative Finance
7
Statistics & Probability Letters
7
Review of Derivatives Research
6
Risks : open access journal
6
SFB 649 Discussion Paper
6
The European journal of finance
6
Computational Statistics
5
Energy Economics
5
Mathematical Methods of Operations Research
5
Mathematics and financial economics
5
Operations research letters
5
Review of derivatives research
5
Scandinavian actuarial journal
5
Stochastic Processes and their Applications
5
The journal of computational finance
5
Annals of finance
4
Economic modelling
4
Journal of econometrics
4
Mathematics of operations research
4
more ...
less ...
Source
All
ECONIS (ZBW)
26
RePEc
3
Showing
1
-
10
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Portfolio allocation in a Levy-type
jump-diffusion
model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
2
An ergodic BSDE risk representation in a
jump-diffusion
framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
3
Pricing Asian options with correlators
Lavagnini, Silvia
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012887425
Saved in:
4
Modulated information flows in financial markets
Hoyle, Edward
;
Macrina, Andrea
;
Mengütürk, Levent Ali
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012271037
Saved in:
5
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
6
Catastrophe insurance derivatives pricing using a Cox process with
jump
diffusion
CIR intensity
Jang, Jiwook
;
Park, Jong Jun
;
Jang, Hyun Jin
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011956976
Saved in:
7
Decomposition formula for
jump
diffusion
models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011970979
Saved in:
8
Equilibrium equity price with optimal dividend policy
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
Saved in:
9
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
10
Analytic pricing of CoCo bonds
Turfus, Colin
;
Shubert, Alexander
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011734058
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->