//--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Zhang, Yuanyuan"
~subject:"Business cycle"
~subject:"Stochastic volatility"
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:"Stochastic Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Business cycle
Stochastic volatility
Affine model
1
Closed-form solution
1
Fix-income variance swaps
1
Jumps
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Swap
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
Language
All
English
1
Author
All
Zhang, Yuanyuan
Li, Shaoyu
2
Bian, Zhicun
1
Będowska-Sójka, Barbara
1
Chang, Chia-Chang
1
Chen, Naiwei
1
Chen, Ting-Fu
1
Chiu, Hsin-Yu
1
Feng, Yaqin
1
Gong, Xiaoli
1
Guevara, Carlos
1
Hamori, Shigeyuki
1
Hong, Hui
1
Huang, Henry He
1
Kim, Jeong-Hoon
1
Kim, See-Woo
1
Kliber, Agata
1
Li, Leon
1
Lin, Chung-Gee
1
Perez Rodriguez, Gabriel
1
Tian, Shuairu
1
Wang, Min
1
Zhang, Teng
1
Zhang, Yuanqing
1
Zhu, Chunhui
1
Zhuang, Xintian
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
Li, Shaoyu
;
Zhang, Yuanyuan
;
Zhu, Chunhui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013188207
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->