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:"Jump Diffusion Model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
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
more ...
less ...
Online availability
All
Undetermined
55
Free
39
Type of publication
All
Article
90
Book / Working Paper
31
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Working Paper
12
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
7
Article
3
Aufsatz im Buch
3
Book section
3
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
Thesis
1
research-article
1
more ...
less ...
Language
All
English
89
Undetermined
31
German
1
Author
All
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
more ...
less ...
Institution
All
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
more ...
less ...
Published in...
All
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
more ...
less ...
Source
All
ECONIS (ZBW)
71
RePEc
37
EconStor
9
BASE
2
Other ZBW resources
2
Showing
121
-
121
of
121
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
121
Siegel's paradox and the pricing of currency options
Dumas, Bernard
- In:
Journal of international money and finance
14
(
1995
)
2
,
pp. 213-223
Persistent link: https://www.econbiz.de/10001181120
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
13
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
