//--> //--> //-->
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:"Kwok, Yue-Kuen"
~subject:"Derivat"
~subject:"Statistical distribution"
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_exact:"Brownian bridge"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Statistical distribution
Stochastic process
11
Stochastischer Prozess
11
Option pricing theory
9
Optionspreistheorie
9
Volatility
9
Volatilität
9
Derivative
5
Simulation
3
Control theory
2
Kontrolltheorie
2
Swap
2
discrete sampling
2
stochastic volatility models
2
(B) finance
1
3/2-model
1
Analysis of variance
1
Anleihe
1
Asian options
1
Bond
1
CAPM
1
Credit-sensitive derivatives
1
Duopol
1
Duopoly
1
Estimation theory
1
Exact simulation
1
Finite-maturity timer options
1
Fourier transform
1
Gamma expansion
1
Heston model
1
Hilbert transform
1
Hilbert transform method
1
Industrial research
1
Industrieforschung
1
Knowledge
1
Knowledge stocks
1
Knowledge transfer
1
Lévy jumps
1
Mixed duopoly
1
Option trading
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Kwok, Yue-Kuen
Benth, Fred Espen
13
McAleer, Michael
13
Fabozzi, Frank J.
11
Escobar, Marcos
10
Chiarella, Carl
9
Cui, Zhenyu
8
Fouque, Jean-Pierre
8
Perrakis, Stylianos
8
Račev, Svetlozar T.
8
Schmidt, Wolfgang M.
8
Cheng, Benjamin
7
Kim, Young Shin
7
Linton, Oliver
7
Madan, Dilip B.
7
Nikitopoulos, Christina Sklibosios
7
Schlögl, Erik
7
Avanzi, Benjamin
6
Barndorff-Nielsen, Ole E.
6
Caporin, Massimiliano
6
Itkin, Andrey
6
Packham, Natalie
6
Papanicolaou, George
6
Schoutens, Wim
6
Stoyanov, Stoyan V.
6
Wang, Xingchun
6
Whang, Yoon-jae
6
Wong, Bernard
6
Asai, Manabu
5
Bianchi, Michele Leonardo
5
Capriotti, Luca
5
Chang, Chia-Lin
5
Craig, Ben R.
5
Crépey, Stéphane
5
Hainaut, Donatien
5
Jeanblanc, Monique
5
Kallsen, Jan
5
Koopman, Siem Jan
5
Oosterlee, Cornelis Willebrordus
5
Platen, Eckhard
5
more ...
less ...
Published in...
All
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research letters
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps
Zeng, Pingping
;
Xu, Ziqing
;
Jiang, Pingping
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 842-890
Persistent link: https://www.econbiz.de/10014329916
Saved in:
2
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
Saved in:
3
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
Saved in:
4
Recursive algorithms for pricing discrete variance options and volatility swaps under time-changed Lévy processes
Zheng, Wendong
;
Yuen, Chi Hung
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011455019
Saved in:
5
Equity-credit modeling under affine jump-diffusion models with jump-to-default
Chung, Tsz Kin
;
Kwok, Yue-Kuen
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010508080
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->