//--> //--> //-->
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:"Riedel, Frank"
~person:"SenGupta, Indranil"
~person:"Yamazaki, Akira"
~subject:"Insolvenz"
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
Insolvenz
Lévy processes
8
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
5
Stochastischer Prozess
5
Volatility
5
Volatilität
5
Swap
3
Affine processes
2
Average options
2
Capacity Expansion
2
Financial market
2
Finanzmarkt
2
Ornstein-Uhlenbeck process
2
Quadratic Gaussian processes
2
Sequential Irreversible Investment
2
Singular Control Problem
2
Time-changed Lévy processes
2
stochastic volatility
2
Artificial intelligence
1
Barndorff-Nielsen & Shephard model
1
Barndorff-Nielsen and Shephard model
1
CAPM
1
Capacity expansion
1
Characteristic function
1
Credit derivative
1
Credit risk
1
Derivat
1
Derivative
1
Dividend
1
Dividende
1
Estimation
1
Exit time
1
Experiment
1
Gamma processes
1
Gram-Charlier expansion
1
Gram–Charlier expansion
1
Insolvency
1
Kreditderivat
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Riedel, Frank
SenGupta, Indranil
Yamazaki, Akira
Budhi Arta Surya
1
Palmowski, Zbigniew
1
Pérez, José Luis
1
Yamazaki, Kazutoshi
1
Published in...
All
Applied mathematical finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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...
//-->