//--> //--> //-->
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:"Mayer, Philipp"
~person:"Riedel, Frank"
~person:"Yamazaki, Akira"
~subject:"Derivat"
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
Derivat
Lévy processes
6
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
5
Stochastischer Prozess
5
Volatility
3
Volatilität
3
Affine processes
2
Average options
2
Capacity Expansion
2
Derivative
2
Hedging
2
Option trading
2
Optionsgeschäft
2
Quadratic Gaussian processes
2
Sequential Irreversible Investment
2
Singular Control Problem
2
Time-changed Lévy processes
2
Additive processes
1
CAPM
1
Capacity expansion
1
Credit derivative
1
Credit risk
1
Dividend
1
Dividende
1
Exotic options
1
Experiment
1
Gram-Charlier expansion
1
Gram–Charlier expansion
1
Greeks
1
Insolvency
1
Insolvenz
1
Kreditderivat
1
Kreditrisiko
1
Laplace tranform
1
Levy Processes
1
Lucas model
1
Lévy Processes
1
Monte Carlo simulation
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Mayer, Philipp
Riedel, Frank
Yamazaki, Akira
Ballotta, Laura
2
Eberlein, Ernst
2
Kallsen, Jan
2
Arai, Takuji
1
Benth, Fred Espen
1
Biagini, Francesca
1
Bianchi, Michele Leonardo
1
Blanco, Iván
1
Bollin, Bartłomiej
1
Bonfiglioli, Efrem
1
Bouzianis, George
1
Bregman, Julia
1
Castellano, Rosella
1
Chiu, Chun-Yuan
1
Corallo, Vincenzo
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Fu, Michael
1
Gardini, Matteo
1
Gerhart, Christoph
1
Germano, G.
1
Gerrard, Russell
1
Hofer, Markus
1
Hughston, Lane P.
1
Jahncke, Giso
1
Jiang, Guangxin
1
Kercheval, Alec
1
Kirkby, J. Lars
1
Krühner, Paul
1
Kwok, Yue-Kuen
1
Kyriakou, Ioannis
1
Lo, Harry
1
Marazzina, D.
1
Meyer-Brandis, Thilo
1
Mijatovi´c, Aleksandar
1
Mordecki, Ernesto
1
Morelli, Giacomo
1
Olivera, Federico de
1
Packham, Natalie
1
more ...
less ...
Published in...
All
Applied mathematical finance
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
2
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->