//--> //--> //--> //-->
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:"Stochastic process"
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: person:"Kim, Y."
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
98
Theory
98
South Korea
53
Südkorea
53
Option pricing theory
30
Optionspreistheorie
30
USA
26
United States
26
Estimation
21
Schätzung
21
Stochastischer Prozess
20
Volatility
20
Volatilität
20
Consumer behaviour
19
Konsumentenverhalten
18
Welt
18
World
18
Börsenkurs
17
Share price
17
Economic growth
15
Exchange rate
15
Statistical distribution
15
Statistische Verteilung
15
Wechselkurs
15
Wirtschaftswachstum
15
ARCH model
14
ARCH-Modell
14
China
14
Portfolio selection
14
Portfolio-Management
14
Auslandsinvestition
13
Foreign investment
13
Führungskräfte
13
Managers
13
Schock
13
Shock
13
Financial crisis
12
Finanzkrise
12
Asia
11
more ...
less ...
Online availability
All
Undetermined
8
Free
3
Type of publication
All
Article
18
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Lehrbuch
1
Non-commercial literature
1
Textbook
1
Working Paper
1
more ...
less ...
Language
All
English
20
Author
All
Kim, Young Shin
15
Fabozzi, Frank J.
8
Račev, Svetlozar T.
7
Kim, Yong-jin
3
Bianchi, Michele Leonardo
2
Kim, Yangseon
2
Kunitomo, Naoto
2
Park, Jiho
2
Schmidt, Peter
2
Stoyanov, Stoyan V.
2
Djurić, Petar M.
1
Douady, Raphaël
1
Fallahgoul, Hasan A.
1
Glimm, James
1
Kim, Myungsup
1
Kim, Sung Ik
1
Klingler, Sven
1
Lee, Jaesung
1
Lin, Zuodong
1
Liu, Yuhao
1
Mittnik, Stefan
1
Roh, Kum-Hwan
1
Zaevski, Tsvetelin S.
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
2
Journal of productivity analysis
2
Journal of risk and financial management : JRFM
2
Applied financial economics
1
Applied mathematical finance
1
Computational Management Science : CMS
1
Computational economics
1
Economics letters
1
Finance research letters
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of econometrics
1
Quantitative finance
1
Review of derivatives research
1
The Frank J. Fabozzi series
1
The Japanese economic review : the journal of the Japanese Economic Association
1
Working paper series in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
11
-
20
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
11
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
12
Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
Saved in:
13
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
14
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
15
Financial models with Lévy processes and volatility clustering
Račev, Svetlozar T.
;
Kim, Young Shin
;
Bianchi, Michele …
-
2011
Persistent link: https://www.econbiz.de/10008658750
Saved in:
16
Effects of stochastic interest rates and volatility on contingent claims
Kunitomo, Naoto
;
Kim, Yong-jin
- In:
The Japanese economic review : the journal of the …
58
(
2007
)
1
,
pp. 71-106
Persistent link: https://www.econbiz.de/10003423229
Saved in:
17
On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data
Kim, Myungsup
;
Kim, Yangseon
;
Schmidt, Peter
- In:
Journal of productivity analysis
28
(
2007
)
3
,
pp. 165-181
Persistent link: https://www.econbiz.de/10003617115
Saved in:
18
Option pricing under stochastic interest rates : an empirical investigation
Kim, Yong-jin
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10001722346
Saved in:
19
A review and empirical comparison of Bayesian and classical approaches to inference on efficiency levels in stochastic frontier models with panel data
Kim, Yangseon
;
Schmidt, Peter
- In:
Journal of productivity analysis
14
(
2000
)
2
,
pp. 91-118
Persistent link: https://www.econbiz.de/10001512661
Saved in:
20
Pricing options under stochastic interest rates : a new approach
Kim, Yong-jin
;
Kunitomo, Naoto
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10001506396
Saved in:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->