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:"stochastic volatility model with jumps"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Interest rate
2
Zins
2
Cryptocurrency option
1
Currency derivative
1
Currency option
1
Derivat
1
Derivative
1
Devisenoption
1
Dynamic measure change
1
Esscher transform
1
Exchange rate
1
Forward interest rate
1
Interest rate derivative
1
Markov-modulated Heath-Jarrow-Morton model
1
State-dependent heath–jarrow–morton model
1
State-dependent stochastic volatility model with jumps
1
Swap
1
Two-factor
1
Two-factor Markov-modulated stochastic volatility model with jumps
1
Variance swap
1
Virtual currency
1
Virtuelle Währung
1
Wechselkurs
1
Währungsderivat
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
discrete sampling
1
equilibrium pricing
1
stochastic interest rate
1
stochastic volatility model with jumps
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Chen, Jun-Home
2
Lian, Yu-Min
2
Huang, Nan-Jing
1
Liao, Szu-Lang
1
Yang, Ben-Zhang
1
Yue, Jia
1
Published in...
All
Finance research letters
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
2
Equilibrium price of variance swaps under stochastic volatility with Lévy jumps and stochastic interest rate
Yang, Ben-Zhang
;
Yue, Jia
;
Huang, Nan-Jing
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012030903
Saved in:
3
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
