//--> //--> //--> //-->
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
~subject:"Asset and Liability Management"
~subject:"Optionsgeschäft"
~subject:"Yield curve"
~subject:"Zinsstruktur"
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
Asset and Liability Management
Optionsgeschäft
Yield curve
Zinsstruktur
Lévy processes
228
Stochastischer Prozess
154
Stochastic process
148
Optionspreistheorie
127
Option pricing theory
126
Volatilität
48
Levy processes
46
Volatility
46
Theorie
29
Derivat
28
Derivative
28
Option pricing
25
Lévy Processes
24
Option trading
23
Theory
23
Benchmarked Asset Management
16
Classical Solutions
16
Dynamic Investment Management
16
Hamilton–Jacobi–Bellman Equations
16
Jump Diffusion Processes
16
Kelly Criterion
16
Portfolio selection
16
Portfolio-Management
16
Risk Sensitive Control
16
Stochastic Control
16
Viscosity Solutions
16
option pricing
16
stochastic volatility
14
Statistical distribution
13
Statistische Verteilung
13
Monte Carlo simulation
12
Scale functions
12
Credit risk
11
multivariate subordinators
11
Barrier options
10
Dividend
10
more ...
less ...
Online availability
All
Undetermined
36
Free
3
Type of publication
All
Article
45
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Working Paper
3
Arbeitspapier
2
Conference paper
2
Graue Literatur
2
Konferenzbeitrag
2
Non-commercial literature
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
33
Undetermined
16
Author
All
Lleo, Sébastien
16
Davis, Mark H. A.
15
Levendorskij, Sergej Z.
4
Eberlein, Ernst
3
Gerhart, Christoph
2
Kirkby, J. Lars
2
Kyriakou, Ioannis
2
Schoutens, Wim
2
Yamazaki, Akira
2
Akahori, Jirô
1
Arai, Takuji
1
Ballotta, Laura
1
Barbachan, José Santiago Fajardo
1
Benth, Fred Espen
1
Biagini, Francesca
1
Bojarčenko, Svetlana I.
1
Bollin, Bartłomiej
1
Boyarchenko, Mitya
1
Bregman, Julia
1
Brignone, Riccardo
1
Budhi Arta Surya
1
Chan, Tat Lung
1
Chen, Jie
1
Cherif, Sidi Mohamed Lalaoui Ben
1
Chiu, Chun-Yuan
1
Crocce, Fabián
1
Davis, Mark H A
1
Eddahbi, M'hamed
1
Fan, Liaoyuan
1
Fusai, Gianluca
1
Gardini, Matteo
1
Germano, G.
1
Gerrard, Russell
1
Hofer, Markus
1
Häppölä, Juho
1
Innocentis, Marco de
1
Junike, Gero
1
Kawanishi, Yasuhiro
1
Kercheval, Alec
1
Kiessling, Jonas
1
more ...
less ...
Institution
All
World Scientific Publishing Co. Pte. Ltd.
1
Published in...
All
Risk-Sensitive Investment Management
15
International journal of theoretical and applied finance
7
Applied mathematical finance
6
Quantitative finance
3
Review of derivatives research
2
The journal of computational finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of finance
1
Annals of financial economics
1
Asia-Pacific financial markets
1
CARF working paper
1
Finance and stochastics
1
International journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics of operations research
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working Paper
1
Working papers
1
World Scientific Books
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
RePEc
16
EconStor
1
Showing
1
-
10
of
49
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Moments of maximum of
Lévy
processes
: application to barrier and lookback option pricing
Li, Yuan
;
Shiraya, Kenichiro
;
Umezawa, Yuji
;
Yamazaki, Akira
-
2022
Persistent link: https://www.econbiz.de/10013271751
Saved in:
2
Variance Gamma model in hedging vanilla and exotic options
Bollin, Bartłomiej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322240
Saved in:
3
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:
4
A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation
Chen, Jie
;
Fan, Liaoyuan
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 189-232
Persistent link: https://www.econbiz.de/10013457614
Saved in:
5
Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
Saved in:
6
Moments of integrated exponential
Lévy
processes
and applications to Asian options pricing
Brignone, Riccardo
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1717-1729
Persistent link: https://www.econbiz.de/10013367942
Saved in:
7
Hedging and pricing early-exercise options with complex fourier series expansion
Chan, Tat Lung
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012666044
Saved in:
8
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities
Phelan, C. E.
;
Marazzina, D.
;
Germano, G.
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 899-918
Persistent link: https://www.econbiz.de/10012262635
Saved in:
9
The Leland-Toft optimal capital structure model under Poisson observations
Palmowski, Zbigniew
;
Pérez, José Luis
;
Budhi Arta Surya
; …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1035-1082
Persistent link: https://www.econbiz.de/10012518151
Saved in:
10
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->