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  • Search: subject:"Characteristic functions"
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Year of publication
Subject
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Characteristic functions 14 characteristic functions 10 Option pricing theory 6 Optionspreistheorie 6 Volatility 6 Volatilität 6 Stochastic process 5 Stochastischer Prozess 5 option pricing 5 Economic models 4 Stochastic volatility 4 characteristic function 4 equation 4 kurtosis 4 martingale 4 probability 4 skewness 4 stochastic differential equation 4 time series 4 Estimation theory 3 Lévy processes 3 Schätztheorie 3 computation 3 conditional expectation 3 diffusion model 3 diffusion process 3 equations 3 poisson process 3 probabilities 3 probability density 3 probability density function 3 probability distribution 3 statistics 3 stochastic process 3 stochastic processes 3 stochastic volatility 3 Average operating characteristic functions 2 CIR model 2 Characteristic Functions 2 Compound options 2
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Online availability
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Undetermined 17 Free 9 CC license 1
Type of publication
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Article 20 Book / Working Paper 13 Other 2
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10 Thesis 1
Language
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Undetermined 19 English 16
Author
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Krichene, Noureddine 3 Bierens, Herman J. 2 Carr, Peter 2 Fernández, Arturo J. 2 Semenova, Maria 2 Uhlich, Gerald 2 Wu, Liuren 2 Yu, Jung-Suk 2 Agastia, Murali 1 Alim, Md. Abdul 1 Ayache, Antoine 1 Baczynski, Jack 1 Biswas, Md. Haider Ali 1 Braun, W. John 1 Carr, Pete 1 Chang, Chien-Hung 1 Chang, Chien-hung 1 Cheng, Jun 1 Cui, Zhenyu 1 Ding, Kailin 1 Goutte, Stéphane 1 Griebsch, Susanne 1 Griebsch, Susanne A. 1 Guichardet, A. 1 Ibraimi, Meriton 1 Jang, Hyun Jin 1 Jang, Jiwook 1 Jayakumar, G. S. David Sam 1 Korolev, Alexey V. 1 Leippold, Markus 1 Li, Wei 1 Lin, Yueh-Neng 1 Lin, Yueh-neng 1 Liu, Qingfeng 1 Liu, Yanchu 1 Madan, Dilip 1 Matovu, John 1 Mondal, Mitun Kumar 1 Nishiyama, Yoshihiko 1 Oudjane, Nadia 1
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Institution
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International Monetary Fund (IMF) 4 University of Bonn, Germany 2 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 ESRC Centre for Economic Learning and Social Evolution (ELSE), Department of Economics 1 EconWPA 1 Swiss Finance Institute 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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IMF Working Papers 4 Journal of Multivariate Analysis 2 Statistics & Probability Letters 2 Asia-Pacific Financial Markets 1 Discussion Paper Serie A 1 Discussion Paper Serie B 1 ELSE working papers 1 Econometric reviews 1 Economics Papers from University Paris Dauphine 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 FAME Research Paper Series 1 Finance 1 Finance research letters 1 International Journal of Financial Markets and Derivatives : IJFMD 1 International Journal of Financial Studies : open access journal 1 International game theory review : IGTR 1 Journal of Econometrics 1 Journal of Economic Dynamics and Control 1 Journal of economic dynamics & control 1 Journal of mathematical finance 1 Mathematics and Computers in Simulation (MATCOM) 1 RePAd Working Paper Series 1 Review of Derivatives Research 1 Review of derivatives research 1 Swiss Finance Institute Research Paper Series 1 The journal of futures markets 1
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Source
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RePEc 22 ECONIS (ZBW) 10 BASE 3
Showing 31 - 35 of 35
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On a Theorem of T. Gneiting on [alpha]-Symmetric Multivariate Characteristic Functions
zu Castell, Wolfgang - In: Journal of Multivariate Analysis 75 (2000) 2, pp. 269-278
]d(2) and [Phi]d(1) of 2- and 1-symmetric characteristic functions on d, respectively. We will give a straightforward proof …
Persistent link: https://www.econbiz.de/10005152810
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Adaptive Play in Multiplayer Bargaining Situations
Agastia, Murali - ESRC Centre for Economic Learning and Social Evolution …
We study the dual issues of allocation and coalition formation in a model of so-cial learning. For a class of economies which can be expressed in terms of a real valued char-acteristic function, we first show that all self-perpetuating (steady-state) allocations realized froma simple bargaining...
Persistent link: https://www.econbiz.de/10005417212
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Order of strength and exhaustivity as additional hypothese in theories for three-person characteristic function games
Selten, Reinhard; Uhlich, Gerald - University of Bonn, Germany - 1986
Persistent link: https://www.econbiz.de/10004993149
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Cover Image
Cohomology of topological groups and positive definite functions
Guichardet, A. - In: Journal of Multivariate Analysis 3 (1973) 3, pp. 249-261
topological groups. This theory can be viewed as a new method for determining the class of such characteristic functions which …
Persistent link: https://www.econbiz.de/10005006444
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An area theory for experimentaltwo-person characteristic function games
Uhlich, Gerald - University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005032194
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