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
~isPartOf:"International journal of theoretical and applied finance"
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
Snowball Effect of a CDS Marke...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
12
Optionspreistheorie
12
Stochastic process
8
Stochastischer Prozess
8
Option trading
5
Optionsgeschäft
5
Wiener-Hopf factorization
5
Fourier transform
3
barrier options
3
Carr's randomization
2
Credit derivative
2
Heston model
2
Kreditderivat
2
Laplace inversion
2
Lévy processes
2
Option pricing
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
conformal deformations
2
credit default swaps
2
parabolic inverse Laplace transform
2
sinh-acceleration
2
B-splines
1
Bias
1
CGMY
1
CGMY model
1
CIR
1
CIR subordinator
1
Canadization
1
Credit risk
1
Derivat
1
Derivative
1
Econometrics
1
Financial market
1
Finanzmarkt
1
Finanzmathematik
1
Gaver-Stehfest method
1
Gaver-Wynn-Rho algorithm
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
13
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
14
Author
All
Levendorskij, Sergej Z.
13
Bojarčenko, Svetlana I.
5
Boyarchenko, Mitya
2
Boyarchenko, Nina
1
Cui, Zhenyu
1
Innocentis, Marco de
1
Kudryavtsev, Oleg
1
Kyrkby, J. Lars
1
Mijatović, Aleksandar
1
Pistorius, Martijn
1
more ...
less ...
Institution
All
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
Published in...
All
International journal of theoretical and applied finance
Finance
6
Journal of mathematical economics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Papers / arXiv.org
5
Applied mathematical finance
3
Working paper / EERC
3
Annals of finance
2
CARESS working paper
2
Department of Economics Working Papers / Department of Economics, University of Texas-Austin
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
Finance and stochastics
2
Games and economic behavior
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International economic review
2
Journal of Mathematical Economics
2
MPRA Paper
2
Macroeconomics
2
Microeconomics
2
Penn CARESS Working Papers
2
The American economic review
2
The journal of computational finance
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
2006 Meeting Papers
1
Advanced Series on Statistical Science and Applied Probability Ser
1
Advanced series on statistical science & applied probability
1
American Economic Review
1
Annals of Finance
1
Applied Mathematical Finance
1
Computing in Economics and Finance 2004
1
Contributions in Theoretical Economics
1
Contributions to Theoretical Economics
1
Econometric Society 2004 North American Winter Meetings
1
Economic Theory
1
Economic theory
1
Game Theory and Information
1
Games and Economic Behavior
1
International Economic Review
1
Journal of Public Economic Theory
1
Levine's Bibliography
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing for truncated Lévy processes
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 549-552
Persistent link: https://www.econbiz.de/10001524333
Saved in:
2
Sinh-acceleration for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
Saved in:
3
Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009756073
Saved in:
4
Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012019776
Saved in:
5
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
6
Pricing of the American put under Lévy processes
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 303-335
Persistent link: https://www.econbiz.de/10002111463
Saved in:
7
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
8
Special issue on spectral methods in finance
Levendorskij, Sergej Z.
(
contributor
)
-
Spectral and Cubature Methods in Finance and …
-
2011
Persistent link: https://www.econbiz.de/10009407692
Saved in:
9
Preface: Spectral and cubature methods in finance and econometrics : an Interdisciplinary International Research Workshop University of Leicester, United Kingdom, 18 - 20 June 2009
Levendorskij, Sergej Z.
;
Mijatović, Aleksandar
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 5-7
Persistent link: https://www.econbiz.de/10009408859
Saved in:
10
Efficient pricing and reliable calibration in the Heston model
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-44
Persistent link: https://www.econbiz.de/10009685887
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
