//--> //--> //-->
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
~person:"Chan, Leunglung"
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:"Regime-switching model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
3
Markov-Kette
3
Markov-modulated geometric Brownian motion
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Option trading
2
Optionsgeschäft
2
Regime switching model
2
Barrier option
1
Black-Scholes model
1
Black-Scholes-Modell
1
Call option
1
Derivat
1
Derivative
1
Estimation theory
1
Homotopy analysis method
1
Saddlepoint method
1
Schätztheorie
1
Swap
1
Volatility
1
Volatility swap
1
Volatilität
1
regime switching model
1
saddlepoint approximation method
1
stochastic volatility model
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Chan, Leunglung
Bauer, Thomas K.
5
Bonin, Holger
5
Diebold, Francis X.
5
Sunde, Uwe
5
Ahrens, Ralf
4
Bilgili, Faik
4
Dias, José G.
4
Doğan, İbrahim
4
Janczura, Joanna
4
Lanne, Markku
4
Luetkepohl, Helmut
4
Mittnik, Stefan
4
Nielsen, Steen
4
Paraschiv, Florentina
4
Piger, Jeremy Max
4
Weron, Rafal
4
Wilfling, Bernd
4
Audrino, Francesco
3
Chen, Fei
3
De Grauwe, Paul
3
Fic, Tatiana
3
Fleten, Stein-Erik
3
Ghate, Chetan
3
Kim, Young Shin
3
Kriwoluzky, Alexander
3
Müller, Gernot J.
3
Nakajima, Jouchi
3
Nguyen, Duc Khuong
3
Nilsson, Birger
3
Ramos, Sofia B.
3
Schorfheide, Frank
3
Schürle, Michael
3
Trueck, Stefan
3
Vansteenkiste, Isabel
3
Wolf, Martin
3
Zhu, Song-Ping
3
Abid, Fathi
2
Aliyu, Shehu U. R.
2
Atukeren, Erdal
2
more ...
less ...
Published in...
All
Annals of finance
1
International journal of financial engineering
1
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Saddlepoint approximations to option price in a
regime-switching
model
Zhang, Mengzhe
;
Chan, Leunglung
- In:
Annals of finance
12
(
2016
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011555421
Saved in:
2
Pricing volatility swaps in the Heston's stochastic volatility model with regime switching : a saddlepoint approximation method
Zhang, Mengzhe
;
Chan, Leunglung
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011673092
Saved in:
3
An explicit analytic formula for pricing barrier options with regime switching
Chan, Leunglung
;
Zhu, Song-Ping
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 29-37
Persistent link: https://www.econbiz.de/10010500699
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->