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:"terminal value problem"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Black-Scholes equation
1
Black-Scholes model
1
Black-Scholes-Modell
1
European call option
1
Heston model
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
analytic solution
1
degenerate parabolic equation
1
holomorphic extension
1
stochastic volatility
1
terminal value problem
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
Alziary, Bénédicte
1
Takáč, Peter
1
Published in...
All
Working papers / TSE : WP
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the Heston model with stochastic volatility : analytic solutions and complete markets
Alziary, Bénédicte
;
Takáč, Peter
-
2017
Persistent link: https://www.econbiz.de/10012265761
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
