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language:"eng"
~subject:"Optionspreistheorie"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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subject_exact:"Levy-process"
(90 results)
1
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011563045
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2
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011843791
Saved in:
3
Pricing and hedging variable annuities in a Lévy market : a risk management perspective
Kélani, Abdou
;
Quittard-Pinon, François
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10011658207
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4
Jump and volatility dynamics for the S&P 500 : evidence for infinite-activity jumps with non-affine volatility dynamics from stock and option markets
Yang, Hanxue
;
Kanniainen, Juho
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 811-844
Persistent link: https://www.econbiz.de/10011803307
Saved in:
5
Bounds on the value of barrier options with curved boundaries
Thompson, G. W. P.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736168
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