//--> //--> //-->
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:"The journal of computational finance"
~subject:"Zins"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zins
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
3
Stochastischer Prozess
3
Derivat
2
Derivative
2
Option trading
2
Optionsgeschäft
2
jump diffusion
2
American-type options
1
Anleihe
1
Arbitrage-free Condition
1
Barone-Adesi and Whaley approximation
1
Bond
1
Energy derivatives
1
Estimation theory
1
HJM Models
1
Hamilton-Jacobi-Bellman equations
1
Interest rate
1
Interest rate derivative
1
Jump diffusion
1
Jump-Diffusion Models
1
Schätztheorie
1
Simpson's quadrature
1
Transaction costs
1
Transaktionskosten
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
bond
1
derivatives pricing
1
electricity spot and forward
1
exotic options
1
finite difference
1
free-boundary problems
1
homogeneity
1
interest rate option
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bhuruth, Muddun
1
Coonjobeharry, Radha Krishn
1
Tangman, Désiré Yannick
1
Published in...
All
Finance
The journal of computational finance
Dissertation.de
1
Economies : open access journal
1
Lecture notes in economics and mathematical systems : LNEMS
1
Research paper series / Swiss Finance Institute
1
Review of quantitative finance and accounting
1
Série de trabalhos para discussão
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
Coonjobeharry, Radha Krishn
;
Tangman, Désiré Yannick
; …
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 129-161
Persistent link: https://www.econbiz.de/10011441273
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->