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
Retain my current filters
~accessRights:"restricted"
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
Modelling VIX and VIX derivati...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
5
Stochastischer Prozess
5
CARMA
2
Option trading
2
Optionsgeschäft
2
Time series analysis
2
Yield curve
2
Zeitreihenanalyse
2
Zinsstruktur
2
eigenfunction expansion
2
stochastic time change
2
Anleihe
1
Bond
1
Correlation
1
Credit Spread Options
1
Credit derivative
1
Credit risk
1
Derivat
1
Derivative
1
Discrete arithmetic Asian options
1
Eigenfunction Expansion
1
Estimation theory
1
Forecasting model
1
Fourier transform
1
Jacobi Process
1
Kalman filter
1
Korrelation
1
Kreditderivat
1
Kreditrisiko
1
Levy subordinator
1
Lévy subordinator
1
Prognoseverfahren
1
Risikoprämie
1
Risk premium
1
Schätztheorie
1
State space model
1
Stochastic Correlation
1
Stochastic Time Change
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Tong, Zhigang
5
Liu, Allen
3
Published in...
All
International journal of financial engineering
3
International journal of bonds and derivatives
1
Journal of mathematical finance
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Term structure modelling with quadratic CARMA processes
Tong, Zhigang
- In:
International journal of bonds and derivatives
2
(
2016
)
4
,
pp. 285-303
Persistent link: https://www.econbiz.de/10011807493
Saved in:
2
Analytical formulas for option prices under time-changed CARMA process
Tong, Zhigang
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014444664
Saved in:
3
Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change
Tong, Zhigang
;
Liu, Allen
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011922948
Saved in:
4
Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change
Tong, Zhigang
;
Liu, Allen
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011778268
Saved in:
5
A stochastic correlation model with time change for pricing credit spread options
Tong, Zhigang
;
Liu, Allen
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 445-466
Persistent link: https://www.econbiz.de/10011673996
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
