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:"Optionspreistheorie"
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
Pricing of First Touch Digital...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Option pricing theory
49
Stochastischer Prozess
29
Stochastic process
26
Option trading
24
Optionsgeschäft
24
Theorie
21
Theory
21
Credit derivative
9
Kreditderivat
9
Real options analysis
9
Realoptionsansatz
9
Decision under uncertainty
8
Entscheidung unter Unsicherheit
8
Search theory
6
Suchtheorie
6
Wiener-Hopf factorization
6
Yield curve
6
Zinsstruktur
6
embedded options
6
Credit risk
5
Fourier transform
5
Kreditrisiko
5
Lévy processes
5
Risiko
5
Risk
5
Derivat
4
Derivative
4
Game theory
4
Interest rate
4
Real options
4
Spieltheorie
4
Statistical distribution
4
Statistische Verteilung
4
Volatility
4
Volatilität
4
Zins
4
barrier options
4
capital expansion
4
expected present value operators
4
more ...
less ...
Online availability
All
Free
23
Undetermined
6
Type of publication
All
Book / Working Paper
26
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
50
Author
All
Levendorskij, Sergej Z.
25
Levendorskii, Sergei
23
Bojarčenko, Svetlana I.
14
Boyarchenko, Svetlana
8
Boyarchenko, Mitya
5
Boyarchenko, Nina
2
Cui, Zhenyu
2
Kudryavtsev, Oleg
2
Levendorskiǐ, Sergei
2
Xie, Jiayao
2
de Innocentis, Marco
2
Innocentis, Marco de
1
Kirkby, Justin
1
Kudryavtsev, Oleg E.
1
Kyrkby, J. Lars
1
Law, Jimmy
1
Shek, Justin
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
1
Published in...
All
International journal of theoretical and applied finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and stochastics
3
Annals of finance
2
Applied mathematical finance
2
Advanced series on statistical science & applied probability
1
International economic review
1
The journal of computational finance
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
49
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pseudodiffusions and quadratic term structure models
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 393-424
Persistent link: https://www.econbiz.de/10002983089
Saved in:
2
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
Saved in:
3
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:
4
Consistency conditions for affine term structure models : II. option pricing under diffusions with embedded jumps
Levendorskij, Sergej Z.
- In:
Annals of finance
2
(
2006
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10003282260
Saved in:
5
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:
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
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:
8
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
9
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:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
