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
~subject:"CAPM"
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
Asymptotic equivalence in Lee'...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Volatility
13
Volatilität
13
Stochastic process
12
Stochastischer Prozess
12
Option pricing theory
9
Optionspreistheorie
9
Theorie
7
Theory
7
Option trading
3
Optionsgeschäft
3
Statistical distribution
3
Statistische Verteilung
3
implied volatility
3
CEV model
2
Implied volatility
2
Models with atoms
2
Stochastic volatility
2
left-wing asymptotics
2
Aktienkurs
1
Arbeitskampf
1
Asymptotic expansions
1
Black-Scholes model
1
Black-Scholes-Modell
1
Börsenkurs
1
Call and put pricing functions
1
Chi-squared variates
1
Derivat
1
Derivative
1
Derivatives pricing
1
Dichte <Stochastik>
1
Differential equations
1
European option pricing
1
Financial economics
1
Heston model
1
Industrial action
1
Kapitalmarkttheorie
1
Karhunen-Loève expansion
1
Large strike
1
Lee's moment formulas
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Gulisashvili, Archil
1
Stein, Elias M.
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic behavior of distribution densities in models with stochastic volatility
Gulisashvili, Archil
;
Stein, Elias M.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 447-477
Persistent link: https://www.econbiz.de/10008667060
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
