//--> //--> //-->
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"
~person:"Kirkby, J. Lars"
~subject:"Jump diffusion"
~subject:"Life insurance"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Jump diffusion
Life insurance
Markov chain
7
Markov-Kette
7
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
5
Volatilität
5
Finance
4
Stochastic volatility
3
Asian options
2
CTMC
2
Markov chain approximation
2
Option pricing
2
Option trading
2
Optionsgeschäft
2
Regime-switching
2
Bermudan options
1
Black-Scholes model
1
Black-Scholes-Modell
1
Capital income
1
Cliquet-style guarantee
1
Continuous-time Markov chain
1
Derivat
1
Derivative
1
Equity-linked annuity
1
Exotic option
1
Fourier
1
Heston model
1
Kapitaleinkommen
1
Laplace Transform
1
Lebensversicherung
1
Markov process
1
Regime switching
1
SABR
1
SWIFT
1
Simulation
1
Stochastic differential equation
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Kirkby, J. Lars
Nguyen, Duy
3
Ahmad, Jamaal
2
Bladt, Mogens
2
Buchardt, Kristian
2
Cui, Zhenyu
2
Furrer, Christian
2
Baños, David
1
Bølviken, Erik
1
Chen, Dianfa
1
Chourdakis, Kyriakos
1
Costabile, M.
1
Deng, Jun
1
Djehiche, Boualem
1
Duedahl, Sindre
1
Engler, David
1
Feng, Jianfen
1
Groendyke, Chris
1
Hartman, Brian
1
Hieber, Peter
1
Huang, Hong-Chih
1
Le Courtois, Olivier
1
Löfdahl, Björn
1
Proske, Frank
1
Quittard-Pinon, François
1
Steffensen, Mogens
1
Su, Xiaoshan
1
Wang, Chou-Wen
1
Yang, Shang-Yin
1
Zou, Bin
1
more ...
less ...
Published in...
All
Annals of finance
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Annals of finance
16
(
2020
)
3
,
pp. 307-351
Persistent link: https://www.econbiz.de/10012496337
Saved in:
2
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 381-400
Persistent link: https://www.econbiz.de/10011785790
Saved in:
3
Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011712358
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->