//--> //--> //-->
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:"Egami, Masahiko"
~person:"Gardini, Matteo"
~person:"Riedel, Frank"
~subject:"Option pricing theory"
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:"Levy processes"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Lévy processes
4
Energiemarkt
3
Energy market
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Capacity Expansion
2
FFT
2
Monte Carlo
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multivariate Lévy processes
2
Nash equilibrium
2
Scale functions
2
Sequential Irreversible Investment
2
Singular Control Problem
2
energy markets
2
Bank
1
Bank failure
1
Bank regulation
1
Bankenaufsicht
1
Bankenregulierung
1
Banking supervision
1
Bankinsolvenz
1
Capacity expansion
1
Credit default swaps
1
Credit risk management
1
De Finetti’s dividend problem
1
Derivat
1
Derivative
1
Double exponential jump diffusion
1
Energy markets
1
Levy Processes
1
Lévy Processes
1
Meromorphic Lévy processes
1
Optimal stopping
1
Optimal stopping games
1
Option trading
1
Optionsgeschäft
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
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
Egami, Masahiko
Gardini, Matteo
Riedel, Frank
Yamazaki, Kazutoshi
7
Eberlein, Ernst
6
Levendorskij, Sergej Z.
6
Ballotta, Laura
4
Fabozzi, Frank J.
4
Yamazaki, Akira
4
Arai, Takuji
3
Barbachan, José Santiago Fajardo
3
Benth, Fred Espen
3
Chan, Tat Lung
3
Hughston, Lane P.
3
Pérez, José-Luis
3
Sabino, Piergiacomo
3
Suzuki, Ryoichi
3
Ben-Ameur, Hatem
2
Bianchi, Michele Leonardo
2
Bojarčenko, Svetlana I.
2
Bouzianis, George
2
Chérif, Rim
2
Elliott, Robert J.
2
Fusai, Gianluca
2
Gerhart, Christoph
2
Guerra, João
2
Habtemicael, Semere
2
Imai, Yuto
2
Junca, Mauricio
2
Kallsen, Jan
2
Kirkby, J. Lars
2
Kyriakou, Ioannis
2
Michaelsen, Markus
2
Mordecki, Ernesto
2
Noba, Kei
2
Olivera, Federico de
2
Pérez, José Luis
2
Račev, Svetlozar T.
2
Rémillard, Bruno N.
2
Sasso, Emanuela
2
Schmidt, Thorsten
2
Schoutens, Wim
2
more ...
less ...
Published in...
All
Applied mathematical finance
2
Decisions in economics and finance : a journal of applied mathematics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Correlating
Lévy
processes
with self-decomposability : applications to energy markets
Gardini, Matteo
;
Sabino, Piergiacomo
;
Sasso, Emanuela
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
2
,
pp. 1253-1280
Persistent link: https://www.econbiz.de/10012795133
Saved in:
2
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
3
A bivariate normal inverse Gaussian process with stochastic delay : efficient simulations and applications to energy markets
Gardini, Matteo
;
Sabino, Piergiacomo
;
Sasso, Emanuela
- In:
Applied mathematical finance
28
(
2021
)
2
,
pp. 178-199
Persistent link: https://www.econbiz.de/10013171069
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->