//--> //--> //--> //-->
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:"Optionspreistheorie"
~subject:"Stochastischer Prozess"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
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:"Levy-Prozess"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Stochastischer Prozess
Levy process
18
Levy-Prozess
18
Theorie
14
Theory
14
Option pricing theory
9
Lévy-Prozess
7
Stochastic process
6
Portfolio selection
4
Portfolio-Management
4
Volatilität
4
Credit derivative
3
Index derivative
3
Indexderivat
3
Kreditderivat
3
USA
3
United States
3
Volatility
3
2005-2008
2
Ausreißer
2
CAPM
2
Estimation
2
Financial crisis
2
Finanzkrise
2
Investitionsrisiko
2
Investment risk
2
Nachhaltigkeit
2
Option trading
2
Optionsgeschäft
2
Outliers
2
Risikoaversion
2
Risikoprämie
2
Risk aversion
2
Risk premium
2
Savings
2
Schätzung
2
Sparen
2
State space model
2
Sustainability
2
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Non-commercial literature
Thesis
Hochschulschrift
10
Graue Literatur
7
Arbeitspapier
3
Working Paper
3
Article in journal
2
Aufsatz in Zeitschrift
2
Bibliografie
2
Collection of articles of several authors
1
Lehrbuch
1
Sammelwerk
1
more ...
less ...
Language
All
English
11
German
1
Author
All
Seo, Sang Byung
2
Wachter, Jessica
2
Dahlbokum, Achim
1
Grothe, Oliver
1
Ho, Tak Yui
1
Härtel, Maximilian
1
Müller, Wolf
1
Rometsch, Mario
1
Schöne, Max
1
Stadler, Johannes
1
Thompson, G. W. P.
1
Wannenwetsch, Jens
1
more ...
less ...
Institution
All
Eric Cuvillier <Firma>
1
Judge Institute of Management Studies
1
Verlag Dr. Kovač
1
Published in...
All
BestMasters
1
MV Wissenschaft
1
Reihe: Finanzierung, Kapitalmarkt und Banken
1
Schriftenreihe Finanzmanagement
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series
1
Working papers / Rodney L. White Center for Financial Research
1
ifa-Schriftenreihe
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
-
2018
Persistent link: https://www.econbiz.de/10012533193
Saved in:
2
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011563045
Saved in:
3
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011843791
Saved in:
4
Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes
-
2017
Persistent link: https://www.econbiz.de/10011638660
Saved in:
5
A wavelet tour of option pricing
Rometsch, Mario
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009125232
Saved in:
6
The asymptotic behavior of the term structure of interest rates
Härtel, Maximilian
-
2015
-
1. Auflage
Persistent link: https://www.econbiz.de/10011416533
Saved in:
7
Real options valuation : the importance of stochastic process choice in commodity price modelling
Schöne, Max
-
2015
-
Aufl. 2015
Persistent link: https://www.econbiz.de/10010419770
Saved in:
8
Bounds on the value of barrier options with curved boundaries
Thompson, G. W. P.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736168
Saved in:
9
Contributions to short-term financial risk management : volatility in high frequency data, Lévy processes and the dependence of jumps
Grothe, Oliver
-
2008
Persistent link: https://www.econbiz.de/10003790958
Saved in:
10
Empirischer Vergleich von Optionspreismodellen auf Basis Zeitdeformierter Lévy-Prozesse : Kalibrierung, Hedging, Modellrisiko
Dahlbokum, Achim
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013432982
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->