EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"deep calibration"
Narrow search

Narrow search

Year of publication
Subject
All
FX market 1 Markov chain 1 Markov-Kette 1 Option pricing theory 1 Optionspreistheorie 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1 Yield curve 1 Zinsstruktur 1 affine process 1 branching process 1 deep calibration 1 multi-currency market 1 self-exciting process 1 stochastic volatility 1 time-change 1
more ... less ...
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Type of publication (narrower categories)
All
Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
English 1
Author
All
Fontana, Claudio 1 Gnoatto, Alessandro 1 Szulda, Guillaume 1
Published in...
All
Working paper series 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
CBI-time-changed Lévy processes for multi-currency modeling
Fontana, Claudio; Gnoatto, Alessandro; Szulda, Guillaume - 2021
Persistent link: https://www.econbiz.de/10013347432
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...