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Search: subject_exact:"Levy-Prozess"
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ECONIS (ZBW)
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Optimal prediction problems and the last zero of spectrally negative Lévy processes
Pedraza Ramírez, José Manuel
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2021
Persistent link: https://www.econbiz.de/10012938989
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2
Rough volatility and portfolio optimisation under small transaction costs
Schelling, Denis Matthias
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2019
Persistent link: https://www.econbiz.de/10012533244
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3
On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
-
2018
Persistent link: https://www.econbiz.de/10012533193
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4
Approximate pricing of barrier options in Lévy models
Jahncke, Giso
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2017
Persistent link: https://www.econbiz.de/10011776870
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5
Lévy semistationary models with applications in energy markets
Sauri, Orimar
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2015
Persistent link: https://www.econbiz.de/10011439886
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6
Estimation of continuous time models driven by Lévy Processes
Floor Brix, Anne
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2014
Persistent link: https://www.econbiz.de/10011369534
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7
Nonparametric estimation of the jump component in financial time series
Yener, Serkan
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2012
Persistent link: https://www.econbiz.de/10010408673
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8
Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes
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2017
Persistent link: https://www.econbiz.de/10011638660
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9
A wavelet tour of option pricing
Rometsch, Mario
(
contributor
)
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2011
Persistent link: https://www.econbiz.de/10009125232
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10
The asymptotic behavior of the term structure of interest rates
Härtel, Maximilian
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2015
-
1. Auflage
Persistent link: https://www.econbiz.de/10011416533
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11
Real options valuation : the importance of stochastic process choice in commodity price modelling
Schöne, Max
-
2015
-
Aufl. 2015
Persistent link: https://www.econbiz.de/10010419770
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12
Contributions to short-term financial risk management : volatility in high frequency data, Lévy processes and the dependence of jumps
Grothe, Oliver
-
2008
Persistent link: https://www.econbiz.de/10003790958
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13
Empirischer Vergleich von Optionspreismodellen auf Basis Zeitdeformierter Lévy-Prozesse : Kalibrierung, Hedging, Modellrisiko
Dahlbokum, Achim
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013432982
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14
Lévy processes in finance : the change of measure and non-linear dependence
Wannenwetsch, Jens
-
2005
Persistent link: https://www.econbiz.de/10003139205
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15
Two essays on incomplete markets
Esche, Felix
-
2004
Persistent link: https://www.econbiz.de/10001973372
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