//--> //--> //--> //-->
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:"Statistical distribution"
~subject:"Theory"
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 process"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
Theory
Lévy process
202
Stochastischer Prozess
114
Stochastic process
111
Option pricing theory
103
Optionspreistheorie
103
Levy process
91
Theorie
42
Volatility
39
Volatilität
39
Levy-Prozess
37
Stochastic volatility
21
Portfolio selection
20
Portfolio-Management
20
Lévy-Prozess
18
Hedging
15
Option pricing
15
stochastic volatility
15
Statistische Verteilung
14
option pricing
14
Derivat
13
Derivative
13
Option trading
13
Optionsgeschäft
13
Zeitreihenanalyse
12
Mathematical finance
11
Risk premium
10
Time series analysis
10
Credit derivative
9
Esscher transform
9
Experiment
9
Finanzmathematik
9
Kreditderivat
9
Risiko
9
Martingal
8
Martingale
8
Risikoprämie
8
Risk
8
Schätztheorie
8
more ...
less ...
Online availability
All
Undetermined
22
Free
11
Type of publication
All
Article
29
Book / Working Paper
21
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Graue Literatur
11
Non-commercial literature
11
Hochschulschrift
9
Arbeitspapier
7
Thesis
7
Working Paper
7
Bibliografie
1
Lehrbuch
1
more ...
less ...
Language
All
English
48
German
1
French
1
Author
All
Aguilar, Jean-Philippe
2
Kim, Young Shin
2
Seo, Sang Byung
2
Stadler, Johannes
2
Wachter, Jessica
2
Abbring, Jaap H.
1
Abraham, Rebecca
1
Barndorff-Nielsen, Ole E.
1
Bito, Christian
1
Bladt, Mogens
1
Brockwell, Peter J.
1
Callander, Steven
1
Chen, Yu-Fu
1
Chernozhukov, Victor
1
Chetverikov, Denis
1
Cont, Rama
1
Dahlbokum, Achim
1
Douady, Raphaël
1
Dumas, Bernard
1
Esche, Felix
1
Funke, Michael
1
Griffin, Philip S.
1
Grothe, Oliver
1
Haug, Stephan
1
Hitaj, Asmerilda
1
Ho, Tak Yui
1
Härtel, Maximilian
1
Itkin, Andrey
1
James, Victor
1
Jevtić, Petar
1
Kabanov, Jurij M.
1
Kamihigashi, Takashi
1
Kato, Kengo
1
Kirkby, Justin Lars
1
Klüppelberg, Claudia
1
Lalit, Prasad Narahar
1
Lee, Jaesung
1
Li, Jinzhu
1
Lindner, Alexander
1
Lépinette, Emmanuel
1
more ...
less ...
Institution
All
Eric Cuvillier <Firma>
1
Judge Institute of Management Studies
1
Verlag Dr. Kovač
1
Published in...
All
Journal of econometrics
4
Quantitative finance
3
Insurance / Mathematics & economics
2
International journal of financial engineering
2
Advanced series on statistical science & applied probability
1
American economic journal : a journal of the American Economic Association
1
Annals of finance
1
Applied mathematical finance
1
BestMasters
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Chapman & Hall/CRC financial mathematics series
1
Computational economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
1
Dundee discussion papers in economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk finance : the convergence of financial products and insurance
1
MV Wissenschaft
1
Pseudo-differential operators : theory and application
1
Reihe: Finanzierung, Kapitalmarkt und Banken
1
Risks : open access journal
1
Scandinavian actuarial journal
1
Schriftenreihe Finanzmanagement
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of operational risk
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Theoretical economics letters
1
Wiley series in probability and statistics
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series
1
Working papers
1
Working papers / Rodney L. White Center for Financial Research
1
ifa-Schriftenreihe
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multi-population mortality modeling with Lévy processes
Jevtić, Petar
;
Qin, Chengwei
;
Zhou, Hongjuan
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
2
,
pp. 583-609
Persistent link: https://www.econbiz.de/10014443756
Saved in:
2
Closed-form option pricing for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
Saved in:
3
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
4
European option pricing using Gumbel distribution
Purohit, Seema Uday
;
Lalit, Prasad Narahar
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013188781
Saved in:
5
Crypto-assets portfolio selection and optimization : a COGARCH-Rvine approach
Mba, Jules Clement
;
Mwambi, Sutene Mwambetania
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 173-190
Persistent link: https://www.econbiz.de/10013334682
Saved in:
6
Lévy processes on the cryptocurrency market
Zięba, Damian
-
2019
Persistent link: https://www.econbiz.de/10012196575
Saved in:
7
On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
-
2018
Persistent link: https://www.econbiz.de/10012533193
Saved in:
8
The likelihood of mixed hitting times
Abbring, Jaap H.
;
Salimans, Tim
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
Saved in:
9
A structural approach to default modelling with pure jump processes
Aguilar, Jean-Philippe
;
Pesci, Nicolas
;
James, Victor
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 48-78
Persistent link: https://www.econbiz.de/10012625981
Saved in:
10
No country for old distributions? : on the comparison of implied option parameters between the Brownian motion and variance gamma process
Ulze, Markus
;
Stadler, Johannes
;
Rathgeber, Andreas W.
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 163-184
Persistent link: https://www.econbiz.de/10013258472
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->