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~isPartOf:"International journal of financial engineering"
~subject:"Lévy processes"
~subject:"Yield curve"
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Lévy processes
Yield curve
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
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Stochastischer Prozess
6
Volatility
2
Volatilität
2
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Barndorff-Nielsen and Shephard model
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CGMY model
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Clark–Ocone formula
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Derivat
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Laplace transform
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Levy processes
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Malliavin calculus
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Occupation times
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Option trading
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Ornstein-Uhlenbeck process
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Real options analysis
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Search theory
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Simulation
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Suchtheorie
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Swap
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Unvollkommener Markt
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VG model
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call options
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edgeworth expansion
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finite element method
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Karlsson, Patrik
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Suzuki, Ryoichi
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Wu, Lan
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International journal of financial engineering
Stochastic Processes and their Applications
16
Finance and Stochastics
14
International journal of theoretical and applied finance
14
International Journal of Theoretical and Applied Finance (IJTAF)
13
Applied mathematical finance
10
Physica A: Statistical Mechanics and its Applications
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Finance and stochastics
6
Quantitative finance
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Operations research letters
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CREATES Research Papers
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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The European journal of finance
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The journal of computational finance
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Asia-Pacific financial markets
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Carlo Alberto Notebooks
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IBMEC RJ Economics Discussion Papers
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Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Annals of financial economics
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CPQF Working Paper Series
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Documents de travail du Centre d'Economie de la Sorbonne
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Mathematical Methods of Operations Research
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Review of derivatives research
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Risks
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Risks : open access journal
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Scandinavian actuarial journal
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Statistics & Probability Letters
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Statistics and Econometrics Working Papers
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The North American journal of economics and finance : a journal of financial economics studies
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Occupation times of
Lévy
processes
Wu, Lan
;
Zhang, Xiao
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012655022
Saved in:
2
Finite element based Monte Carlo simulation of options on Lévy driven assets
Karlsson, Patrik
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011922968
Saved in:
3
Pricing spread options by generalized bivariate edgeworth expansion
Kao, Edward P.
;
Xie, Weiwei
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011777833
Saved in:
4
Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets
Habtemicael, Semere
;
SenGupta, Indranil
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011673089
Saved in:
5
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
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