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  • Search: subject_exact:"Heston model"
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Year of publication
Subject
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Stochastic volatility 160 Heston model 152 Stochastische Volatilität 132 Optionspreistheorie 120 Option pricing theory 118 Stochastischer Prozess 118 Stochastic process 115 Volatilität 108 Volatility 103 Theorie 49 Theory 47 Option trading 37 Optionsgeschäft 37 Monte Carlo simulation 34 Monte-Carlo-Simulation 30 Forecasting model 28 Prognoseverfahren 28 Derivat 25 Derivative 25 stochastic volatility 25 Black-Scholes model 20 Black-Scholes-Modell 20 USA 19 United States 19 ARCH model 18 ARCH-Modell 18 Bayes-Statistik 17 Bayesian inference 17 VAR model 17 VAR-Modell 17 Simulation 15 Welt 15 World 15 Schätzung 14 Capital market returns 13 Estimation 13 Estimation theory 13 Kapitalmarktrendite 13 Markov chain 13 Markov-Kette 13
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Online availability
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Undetermined 125 Free 115 CC license 6
Type of publication
All
Article 176 Book / Working Paper 123
Subcategories
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Article in journal 170 Working paper 90 Book section 6 Literature review 1
Language
All
English 246 Undetermined 50 German 3
Author
All
Clark, Todd E. 16 McAleer, Michael 14 Asai, Manabu 11 Huber, Florian 10 Mertens, Elmar 9 Wystup, Uwe 9 Carriero, Andrea 8 Detlefsen, Kai 8 Marcellino, Massimiliano 8 McCracken, Michael W. 8 Aastveit, Knut Are 7 Griebsch, Susanne 6 Peiris, Shelton 6 Alòs, Elisa 5 Chang, Chia-Lin 5 Chiarella, Carl 5 Janek, Agnieszka 5 Kluge, Tino 5 Chan, Jiun Hong 4 Crespo Cuaresma, Jesús 4 Cui, Zhenyu 4 Härdle, Wolfgang 4 Härdle, Wolfgang Karl 4 Jacquier, Antoine 4 Joshi, Mark S. 4 Mickel, Annalena 4 Neuenkirch, Andreas 4 Bernard, Carole 3 Breitung, Jörg 3 Chen, Jinghui 3 Doppelhofer, Gernot 3 Ehrhardt, Matthias 3 Feldkircher, Martin 3 Forde, Martin 3 Günther, Michael 3 Hafner, Christian M. 3 He, Xin-Jiang 3 Jerbi, Yacin 3 Kobayashi, Masahito 3 Li, Jiang-Cheng 3
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Institution
All
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Department of Economics and Business, Universitat Pompeu Fabra 3 Finance Discipline Group, Business School 2 School of Economics and Management, University of Aarhus 2 Birkbeck, Department of Economics, Mathematics & Statistics 1 Department of Economics, Iowa State University 1 Frankfurt School of Finance and Management 1 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 1 National Bureau of Economic Research 1 Society for Computational Economics - SCE 1 Technische Universität Dresden 1 Universität Trier 1
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Published in...
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International journal of theoretical and applied finance 20 The journal of futures markets 11 Quantitative finance 9 The journal of computational finance 8 International Journal of Theoretical and Applied Finance (IJTAF) 7 Physica A: Statistical Mechanics and its Applications 7 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 7 Computational economics 6 Department of Economics working paper 6 Econometric Institute research papers 6 MPRA Paper 5 SFB 649 Discussion Paper 5 SFB 649 Discussion Papers 5 Applied mathematical finance 4 Discussion paper / Centre for Economic Policy Research 4 Discussion paper / Tinbergen Institute 4 European journal of operational research : EJOR 4 Finance and Stochastics 4 Review of Derivatives Research 4 BIFEC Book of Abstracts & Proceedings 3 CORE discussion papers : DP 3 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 3 Federal Reserve Bank of Cleveland working paper series 3 Finance and stochastics 3 Insurance 3 International journal of financial engineering 3 Journal of risk 3 Quantitative Finance 3 Working paper 3 Applied Mathematical Finance 2 Asia-Pacific Financial Markets 2 CESifo working papers 2 CPQF Working Paper Series 2 CREATES Research Papers 2 Decisions in economics and finance : DEF ; a journal of applied mathematics 2 Decisions in economics and finance : a journal of applied mathematics 2 Discussion paper series / Centre for Economic Policy Research / Financial economics 2 Discussion paper series / Centre for Economic Policy Research / Monetary economics and fluctuations 2 Finance research letters 2 Financial Innovation 2
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Source
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ECONIS (ZBW) 225 RePEc 62 EconStor 12
Showing 1 - 50 of 239
 
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Options-driven volatility forecasting
Michael, Nikolas; Cucuringu, Mihai; Howison, Sam - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015534108
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An efficient and provable sequential quadratic programming method for American and swing option pricing
Shen, Jinye; Huang, Weizhang; Ma, Jingtang - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014566281
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Signal extraction by the extremum Monte Carlo method
Moussa, Karim - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014512213
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Optimal static hedging of variable annuities with volatility-dependent fees
Tang, Junsen - 2024
Variable annuities (VAs) and other long-term equity-linked insurance products are typically difficult to hedge in the incomplete markets. A state-dependent fee tied with market volatility for VAs is designed to contribute the risk-sharing mechanism between policyholders and insurers. Different...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014480918
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Barrier options pricing under stochastic volatility using Monte Carlo simulation
Jerbi, Yacin; Bouzid, Rania - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618424
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A comparison of neural networks and Bayesian MCMC for the Heston model estimation (forget statistics – machine learning is sufficient!)
Witzany, Jiří; Fičura, Milan - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014338462
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Analysis of numerical integration schemes for the Heston model : a case study based on the pricing of investment certificates
Fusaro, Michelangelo; Giribone, Pier Giuseppe; Tissone, … - 2023
The Heston model is one of the most used techniques for estimating the fair value and the risk measures associated with investment certificates. Typically, the pricing engine implements a significant number of projections of the underlying until maturity, it calculates the pay-off for all the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014383148
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Parameter estimation of the Heston volatility model with jumps in the asset prices
Gruszka, Jarosław; Szwabiński, Janusz - 2023
The parametric estimation of stochastic differential equations (SDEs) has been the subject of intense studies already for several decades. The Heston model, for instance, is based on two coupled SDEs and is often used in financial mathematics for the dynamics of asset prices and their...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014362627
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A closed-form formula for pricing exchange options with regime switching stochastic volatility and stochastic liquidity
He, Xin-Jiang; Wei, Wenting; Lin, Sha - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015608086
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Backward Hedging for American options with transaction costs
Goudenège, Ludovic; Molent, Andrea; Zanette, Antonino - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593597
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The study on option pricing based on Wiener-Itô chaos expansion and generative adversarial networks
Lv, Jian; Wang, Chenxu; Yuan, Wenyong; Zhang, Zhenyi - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015591175
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Efficient computations of prices and Greeks for autocallables under Heston model
Hu, Xiaobo; Xue, Jungong - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015534186
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The Generalized Gamma distribution as a useful RND under Heston's stochastic volatility model
Boukai, Benzion - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014332439
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The Generalized Gamma distribution as a useful RND under Heston's stochastic volatility model
Boukai, Benzion - 2022
Article
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Optimal exercise frontier of Bermudan options by simulation methods
Xie, Dejun; Edwards, David A.; Wu, Xiaoxia - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013367611
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Time-varying dynamics of the german business cycle : a comprehensive investigation
Reif, Magnus - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012818979
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Time-varying dynamics of the German business cycle : a comprehensive investigation
Reif, Magnus - 2021
Book / Working Paper
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On the boundary conditions adopted in stochastic volatility option pricing models
Zhu, Song-Ping; Liu, Chun-Yang - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654982
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Addressing COVID-19 outliers in BVARs with stochastic volatility
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015073219
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Simulation schemes for the Heston model with Poisson conditioning
Choi, Jaehyuk; Kwok, Yue-Kuen - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014456865
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Option pricing in the Heston model with physics inspired neural networks
Hainaut, Donatien; Casas, Alex - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015188746
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Portfolio optimization with feedback strategies based on artificial neural networks
Kopeliovich, Yaacov; Pokojovy, Michael - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015191872
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On bid and ask pricing of European options via direct discretization of Choquet distorted expectations
Michielon, Matteo - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015196963
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The weak convergence rate of two semi-exact discretization schemes for the Heston model
Mickel, Annalena; Neuenkirch, Andreas - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013200693
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Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning
Guterding, Daniel - 2021
The VSTOXX index tracks the expected 30-day volatility of the EURO STOXX 50 equity index. Futures on the VSTOXX index can, therefore, be used to hedge against economic uncertainty. We investigate the effect of trader inventory on the price of VSTOXX futures through a combination of stochastic...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013162887
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On the valuation of discrete Asian options in high volatility environments
Desmettre, Sascha; Wenzel, Jörg - 2021
In this paper, we are concerned with the Monte Carlo valuation of discretely sampled arithmetic and geometric average options in the Black-Scholes model and the stochastic volatility model of Heston in high volatility environments. To this end, we examine the limits and convergence rates of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013411769
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Empirical Option Pricing Models
Bates, David S. - 2021
This paper is an overview of empirical options research, with primary emphasis on research into systematic stochastic volatility and jump risks relevant for pricing stock index options. The paper reviews evidence from time series analysis, option prices and option price evolution regarding those...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012794582
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Accelerated American Option Pricing with deep neural networks
Anderson, David; Ulrych, Urban - 2021 - This Version: December 2021
Given the competitiveness of a market-making environment, the ability to speedily quote option prices consistent with an ever-changing market environment is essential. Thus, the smallest acceleration or improvement over traditional pricing methods is crucial to avoid arbitrage. We propose a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012800926
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The weak convergence rate of two semi-exact discretization schemes for the Heston model
Mickel, Annalena; Neuenkirch, Andreas - 2021
Inspired by the article Weak Convergence Rate of a Time-Discrete Scheme for the Heston Stochastic Volatility Model, Chao Zheng, SIAM Journal on Numerical Analysis 2017, 55:3, 1243-1263, we studied the weak error of discretization schemes for the Heston model, which are based on exact simulation...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012423114
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The market price of risk for delivery periods: Pricing swaps and options in electricity markets
Kemper, Annika; Schmeck, Maren Diane; Balci, Anna KH. - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012388852
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The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika; Schmeck, Maren D.; Balci, Anna KH. - 2020
In electricity markets, futures contracts typically function as a swap since they deliver the underlying over a period of time. In this paper, we introduce a market price for the delivery periods of electricity swaps, thereby opening an arbitrage-free pricing framework for derivatives based on...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012216375
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The EWMA Heston model
Parent, Léo - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013490955
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Sharp L¹-approximation of the log-Heston stochastic differential equation by Euler-type methods
Mickel, Annalena; Neuenkirch, Andreas - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014486902
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Sharp L¹-approximation of the log-Heston stochastic differential equation by Euler-type methods
Mickel, Annalena; Neuenkirch, Andreas - 2023
Article
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Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
MacKay, Anne; Vachon, Marie-Claude; Cui, Zhenyu - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014321664
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Implied higher order moments in the Heston model : a case study of S&P 500 index
Mehrdoust, Farshid; Noorani, Idin - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014443752
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Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.; McCracken, Michael W.; Mertens, Elmar - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012208035
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Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.; McCracken, Michael W.; Mertens, Elmar - 2018
Book / Working Paper
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Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.; McCracken, Michael W.; Mertens, Elmar - 2017 - This draft: August 31, 2017
Edition: This draft: August 31, 2017
Book / Working Paper
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Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.; McCracken, Michael W.; Mertens, Elmar - 2017
Book / Working Paper
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Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.; McCracken, Michael W.; Mertens, Elmar - 2017 - This draft: August 31, 2017
Edition: This draft: August 31, 2017
Book / Working Paper
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Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Clark, Todd E. - 2019
Book / Working Paper
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Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Clark, Todd E. - 2017
Book / Working Paper
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Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Clark, Todd E. - 2017
Book / Working Paper
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Trend fundamentals and exchange rate dynamics
Huber, Florian; Kaufmann, Daniel - 2019
We estimate a multivariate unobserved components stochastic volatility model to explain the dynamics of a panel of six exchange rates against the US Dollar. The empirical model is based on the assumption that both countries' monetary policy strategies may be well described by Taylor rules with a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012118184
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Trend fundamentals and exchange rate dynamics
Huber, Florian; Kaufmann, Daniel - 2016
Book / Working Paper
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Assessing nowcast accuracy of US GDP growth in real time: the role of booms and busts
Siliverstovs, Boriss - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011990793
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Performance measurement for option portfolios in a stochastic volatility framework
Baule, Rainer; Entrop, Oliver; Wessels, Sebastian - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013167776
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An analytical approximation formula for barrier option prices under the heston model
He, Xin-Jiang; Lin, Sha - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013447445
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Automatic differentiation for diffusion operator integral variance reduction
Auster, Johan - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014546286
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Numerical simulation of the Heston Model under stochastic correlation
Teng, Long; Ehrhardt, Matthias; Günther, Michael - 2018
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011996069
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Regime switching rough Heston model
Alfeus, Mesias; Overbeck, Ludger - 2018
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011778197
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Numerical simulation of the Heston Model under stochastic correlation
Teng, Long; Ehrhardt, Matthias; Günther, Michael - 2018
Stochastic correlation models have become increasingly important in financial markets. In order to be able to price vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by imposing stochastic correlations driven by a stochastic...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011848190
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Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu; Chang, Chia-Lin; McAleer, Michael - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011897674
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Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu; Chang, Chia-Lin; McAleer, Michael - 2017 - Revised: April 2017
Edition: Revised: April 2017
Book / Working Paper
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Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu; Chang, Chia-Lin; McAleer, Michael - 2017 - Revised: April 2017
Edition: Revised: April 2017
Book / Working Paper
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Realized Stochastic Volatility with General Asymmetry and Long Memory
Asai, Manabu - 2017
Book / Working Paper
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Comparison of black scholes and Heston models for pricing index options
Chakrabarti, Binay Bhushan; Santra, Arijit - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011656157
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Comparison of Black Scholes and Heston Models for Pricing Index Options
Chakrabarti, Binay - 2017
Book / Working Paper
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Realized stochastic volatility models with generalized Gegenbauer long memory
Asai, Manabu; McAleer, Michael; Peiris, Shelton - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011742720
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Show 2 more versions 2
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Realized stochastic volatility models with generalized Gegenbauer long memory
Asai, Manabu; McAleer, Michael; Peiris, Shelton - 2017
Book / Working Paper
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Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory
Asai, Manabu - 2017
Book / Working Paper
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On the Heston model with stochastic volatility : analytic solutions and complete markets
Alziary, Bénédicte; Takáč, Peter - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012265761
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Structural breaks in Taylor rule based exchange rate models : evidence from threshold time varying parameter models
Huber, Florian - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011762629
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Structural breaks in Taylor rule based exchange rate models : evidence from threshold time varying parameter models
Huber, Florian - 2017
Book / Working Paper
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The macroeconomic effects of international uncertainty shocks
Crespo Cuaresma, Jesús; Huber, Florian; Onorante, Luca - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011632578
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Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton; Asai, Manabu; McAleer, Michael - 2017
This paper considers a flexible class of time series models generated by Gegenbauer polynomials incorporating the long memory in stochastic volatility (SV) components in order to develop the General Long Memory SV (GLMSV) model. We examine the corresponding statistical properties of this model,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011854876
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Show 2 more versions 2
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Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton; Asai, Manabu; McAleer, Michael - 2016
Book / Working Paper
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Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton; Asai, Manabu; McAleer, Michael - 2016
Book / Working Paper
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Testing for volatility co-movement in bivariate stochastic volatility models
Chen, Jinghui; Kobayashi, Masahito; McAleer, Michael - 2017 - Revised: February 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011659216
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Testing for volatility co-movement in bivariate stochastic volatility models
Chen, Jinghui; Kobayashi, Masahito; McAleer, Michael - 2017 - Revised: February 2017
Edition: Revised: February 2017
Book / Working Paper
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