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~person:"Bekri, Mahmoud"
~person:"Lin, Zuodong"
~subject:"ARCH-Modell"
~subject:"Stochastic process"
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Bekri, Mahmoud
Lin, Zuodong
Kim, Young Shin
26
Fabozzi, Frank J.
15
Račev, Svetlozar T.
15
Bianchi, Michele Leonardo
9
Kim, Yong-jin
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International journal of Islamic and Middle Eastern finance and management
1
Review of derivatives research
1
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ECONIS (ZBW)
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Tempered stable models for Islamic finance asset management
Bekri, Mahmoud
;
Kim, Young Shin
;
Račev, Svetlozar T.
- In:
International journal of Islamic and Middle Eastern …
7
(
2014
)
1
,
pp. 37-60
Persistent link: https://www.econbiz.de/10011335135
Saved in:
2
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
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