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~person:"Levendorskij, Sergej Z."
~person:"Shephard, Neil G."
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Search: subject_exact:"Stochastic process"
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Stochastischer Prozess
55
Stochastic process
52
Volatility
27
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22
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22
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17
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Levendorskij, Sergej Z.
Shephard, Neil G.
McAleer, Michael
101
Phillips, Peter C. B.
75
Koopman, Siem Jan
62
Chiarella, Carl
56
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Cui, Zhenyu
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ECONIS (ZBW)
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1
Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012019776
Saved in:
2
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
Saved in:
3
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009732804
Saved in:
4
Basics of Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579331
Saved in:
5
Basics of Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579520
Saved in:
6
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
7
Ultra-fast pricing barrier options and CDSs
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734044
Saved in:
8
Integer-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10008659413
Saved in:
9
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
Saved in:
10
Stoachastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003818421
Saved in:
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