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Search: subject:"Jump–diffusion model"
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Optionspreistheorie
58
Option pricing theory
57
Stochastic process
54
Stochastischer Prozess
53
Volatility
35
Volatilität
35
jump-diffusion model
27
Option trading
22
Optionsgeschäft
22
Jump-diffusion model
20
CAPM
17
Jump diffusion model
14
Portfolio selection
14
Portfolio-Management
14
jump diffusion model
12
Börsenkurs
10
Monte Carlo simulation
10
Share price
10
Black-Scholes model
9
Black-Scholes-Modell
9
Theorie
9
Theory
9
Derivat
8
Derivative
8
Markov chain
8
Markov-Kette
8
Monte-Carlo-Simulation
8
Schätztheorie
8
Estimation theory
7
Risk
7
Option pricing
6
Risiko
6
Statistische Verteilung
6
Time series analysis
6
Zeitreihenanalyse
6
Bayes-Statistik
5
Bayesian inference
5
Capital income
5
Estimation
5
Kapitaleinkommen
5
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Undetermined
55
Free
39
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Article
90
Book / Working Paper
31
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Article in journal
60
Aufsatz in Zeitschrift
60
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12
Graue Literatur
8
Non-commercial literature
8
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7
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3
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3
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English
89
Undetermined
31
German
1
Author
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Stübinger, Johannes
5
Aboura, Sofiane
4
Björk, Tomas
4
Fabozzi, Frank J.
4
Forbes, Catherine Scipione
4
Kostrzewski, Maciej
4
Maneesoonthorn, Worapree
4
Martin, Gael M.
4
Chen, Jun-Home
3
Endres, Sylvia
3
Framstad, Nils Chr.
3
Hainaut, Donatien
3
Lian, Yu-Min
3
Muroi, Yoshifumi
3
Siu, Tak Kuen
3
Suda, Shintaro
3
Vasiljević, Nikola
3
Xu, Weijun
3
Branger, Nicole
2
Chakrabarty, Anindya
2
Chekenya, Nixon S.
2
Chesney, Marc
2
Chin, Seong Tah
2
Dong, Yinghui
2
Dubey, Rameshwar
2
Fard, Farzad Alavi
2
Gapeev, Pavel V.
2
Grith, Maria
2
Hulley, Hardy
2
Jiang, Shan
2
Juma, Mussa
2
Kabanov, Yuri
2
Kaldasch, Joachim
2
Krätschmer, Volker
2
Ku, Hyejin
2
Kyriakou, Ioannis
2
Larsen, Linda Sandris
2
Lee, Min Cherng
2
Leippold, Markus
2
Li, Hongyi
2
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Université Paris-Dauphine (Paris IX)
3
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Bank for International Settlements (BIS)
1
Colwell, David , Banking & Finance, Australian School of Business, UNSW
1
Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW)
1
EconWPA
1
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
Lee, Brendan Chee-Seng, Banking & Finance, Australian School of Business, UNSW
1
Society for Computational Economics - SCE
1
Université Paris-Dauphine
1
Økonomisk institutt, Universitetet i Oslo
1
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Computational economics
4
Finance research letters
4
Insurance / Mathematics & economics
4
International journal of theoretical and applied finance
4
Central European journal of economic modelling and econometrics
3
Economics Papers from University Paris Dauphine
3
Quantitative finance
3
SSE/EFI Working Paper Series in Economics and Finance
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Applied economics letters
2
Applied mathematical finance
2
Cogent Economics & Finance
2
Cogent economics & finance
2
Energy economics
2
Finance and Stochastics
2
Insurance: Mathematics and Economics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of financial engineering
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of mathematical finance
2
MPRA Paper
2
Management Science
2
SFB 649 Discussion Paper
2
SFB 649 Discussion Papers
2
Statistics & Probability Letters
2
The European journal of finance
2
Applied Mathematical Finance
1
BIS Working Papers
1
Business Process Management Journal
1
Business process management journal
1
Central European Journal of Economic Modelling and Econometrics
1
Computing in Economics and Finance 2003
1
EconStor Preprints
1
Econometrics
1
EconomiX Working Papers
1
Economic modelling
1
Energy Economics
1
European journal of operational research : EJOR
1
FAU Discussion Papers in Economics
1
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Source
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ECONIS (ZBW)
71
RePEc
37
EconStor
9
BASE
2
Other ZBW resources
2
Showing
41
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50
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121
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41
Pricing short-dated foreign equity options with a bivariate
jump-diffusion
model
with correlated fat-tailed jumps
Ulyah, Siti Maghfirotul
;
Lin, Xenos Chang-Shuo
;
Miao, …
- In:
Finance research letters
24
(
2018
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011982515
Saved in:
42
Pairs trading with a mean-reverting
jump-diffusion
model
on high-frequency data
Stübinger, Johannes
;
Endres, Sylvia
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1735-1751
Persistent link: https://www.econbiz.de/10012261908
Saved in:
43
Bayesian DEJD model and detection of asymmetry in jump sizes
Kostrzewski, Maciej
- In:
Central European journal of economic modelling and …
7
(
2015
)
1
,
pp. 43-70
Persistent link: https://www.econbiz.de/10011305742
Saved in:
44
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
45
Continuous mixed-laplace jump diffusion models for stocks and commodities
Hainaut, Donatien
- In:
Quantitative finance and economics
1
(
2017
)
2
,
pp. 145-173
Persistent link: https://www.econbiz.de/10012137762
Saved in:
46
Modeling positive electricity prices with arithmetic jump-diffusions
Hess, Markus
- In:
Energy economics
67
(
2017
),
pp. 496-507
Persistent link: https://www.econbiz.de/10011898003
Saved in:
47
Pricing and disentanglement of American puts in the hyper-exponential
jump-diffusion
model
Leippold, Markus
;
Vasiljević, Nikola
- In:
Journal of banking & finance
77
(
2017
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011814354
Saved in:
48
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
49
Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
50
Evolutionary Model of Non-Durable Markets
Kaldasch, Joachim
-
Deutsche Zentralbibliothek für …
-
2011
, the evolutionary model can be linked to a stochastic
jump-diffusion
model
. …
Persistent link: https://www.econbiz.de/10009321683
Saved in:
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