//--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"International review of economics & finance : IREF"
~subject:"American options"
~subject:"Markov-Kette"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
American options
Markov-Kette
Option pricing theory
27
Optionspreistheorie
27
Stochastic process
22
Stochastischer Prozess
22
Volatility
12
Volatilität
12
Option trading
6
Optionsgeschäft
6
jump-diffusion
5
Derivat
4
Derivative
4
Hedging
4
Portfolio selection
4
Portfolio-Management
4
Statistical distribution
4
Statistische Verteilung
4
jump-diffusion process
4
Black-Scholes model
3
Black-Scholes-Modell
3
Risiko
3
Risk
3
option pricing
3
stochastic volatility
3
Barrier options
2
CAPM
2
Convertible bond
2
Credit risk
2
Experiment
2
Financial market
2
Finanzmarkt
2
Greeks
2
Incomplete market
2
Incomplete markets
2
Kreditrisiko
2
Markov chain
2
Martingal
2
Martingale
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Chen, Son-nan
1
Hsu, Pao-Peng
1
Lo, Chia Chun
1
Skindilias, Konstantinos
1
Published in...
All
International journal of theoretical and applied finance
International review of economics & finance : IREF
Insurance / Mathematics & economics
4
Research Paper Series / Finance Discipline Group, Business School
3
Annals of finance
2
Applied Mathematical Finance
2
Central European journal of economic modelling and econometrics
2
Computing in Economics and Finance 2006
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Quantitative finance
2
Review of quantitative finance and accounting
2
Risks : open access journal
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Annals of financial economics
1
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Computing in Economics and Finance 2004
1
Decisions in economics and finance : a journal of applied mathematics
1
Energy economics
1
Finance and Stochastics
1
Finance research letters
1
Financial markets and portfolio management
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of financial engineering
1
International journal of services technology and management
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of mathematical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Netspar academic series
1
Operations research
1
Research paper series / Swiss Finance Institute
1
Review of Derivatives Research
1
Review of derivatives research
1
SAFE working paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing and hedging barrier options under a Markov-modulated double exponential
jump
diffusion
-CIR model
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 330-346
Persistent link: https://www.econbiz.de/10012033703
Saved in:
2
An improved Markov chain approximation methodology : derivatives pricing and model calibration
Lo, Chia Chun
;
Skindilias, Konstantinos
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010498837
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->