//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research 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"
~isPartOf:"Global finance journal"
~isPartOf:"Quantitative finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Bian, Zhicun"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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
Search: subject_exact:"Markov chain"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Zeitreihenanalyse
Hong Kong
1
Hongkong
1
Leverage
1
Markov Chain Monte Carlo
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option
1
Option pricing theory
1
Optionspreistheorie
1
Simulation
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
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
Bian, Zhicun
Arellano, Miguel Ataurima
1
Asmussen, Søren
1
Bladt, Mogens
1
Chang, Kuang-Liang
1
Chen, Miao-Ling
1
Chen, Naiwei
1
Cui, Zhenyu
1
Cuñado Eizaguirre, Juncal
1
Fan, Jiacheng
1
Felpel, Mike
1
Fereydooni, Ali
1
Gupta, Rangan
1
Guyon, Julien
1
Göncü, Ahmet
1
Hammoudeh, Shawkat
1
Hong, Hui
1
Hsieh, Fushing
1
Hsu, Ching-Chi
1
Ji, Qiang
1
Jiang, Yong
1
Karahan, Mehmet Oğuz
1
Khalifa, Ahmed A. A.
1
Khashanah, Khaldoun
1
Kienitz, Jörg
1
Kirikkaleli, Dervis
1
Koh, You-Beng
1
Kuzubaş, Tolga Umut
1
Lee, Chien-chiang
1
Lee, Hsiang-Tai
1
Lekeufack, Jordan
1
Lin, Ling
1
Liu, Bing-Yue
1
Ma, Jingtang
1
MacKay, Anne
1
Mahootchi, Masoud
1
Manzano-Herrero, Alberto Pedro
1
McWalter, Thomas A.
1
Nastasi, Emanuele
1
Ng, Kok-Haur
1
more ...
less ...
Published in...
All
Global finance journal
Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Leverage effect on stochastic volatility for option pricing in Hong Kong : a simulation and empirical study
Hong, Hui
;
Bian, Zhicun
;
Chen, Naiwei
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012666125
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->