Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Exponential measure change"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Elasticity
1
Elastizität
1
Estimation
1
Exponential measure change
1
Greece
1
Greeks
1
Griechenland
1
Growth-rate risk
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Quantile
1
Schätzung
1
Sensitivity
1
Stochastic process
1
Stochastic volatility models
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Cui, Zhenyu
1
Nguyen, Duy
1
Park, Hyungbin
1
Published in...
All
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An integral representation of elasticity and sensitivity for stochastic volatility models
Cui, Zhenyu
;
Nguyen, Duy
;
Park, Hyungbin
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 249-274
Persistent link: https://www.econbiz.de/10011963852
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
