//--> //--> //-->
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:"Applied mathematical finance"
~person:"Eberlein, Ernst"
~subject:"Derivat"
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:"Optionspreismodell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Interest rate derivative
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
time-inhomogeneous Lévy processes
2
Derivative
1
Greece
1
Greeks and sensitivity analysis
1
Griechenland
1
Hybrid models
1
Lévy LIBOR model
1
Lévy processes
1
Malliavin calculus
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Swap
1
equity derivatives
1
fast Fourier transform
1
hybrid derivatives
1
interest rate derivatives
1
multiple curve model
1
swap market model
1
swaption pricing
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
Eberlein, Ernst
Sabino, Piergiacomo
3
Cohen, Samuel N.
2
Lyons, Terry
2
Nejad, Sina
2
Reisinger, Christoph
2
Wang, Sheng
2
Arribas, Imanol Perez
1
Benth, Fred Espen
1
Bossu, Sébastien
1
Bouzianis, George
1
Chiu, Chun-Yuan
1
Cont, Rama
1
Cufaro Petroni, Nicola
1
Figueroa-López, José E.
1
Gardini, Matteo
1
Gong, Ruoting
1
Houdré, Christian
1
Hughston, Lane P.
1
Jain, Shashi
1
Joshi, Mark S.
1
Karlsson, Patrik
1
Kercheval, Alec
1
Kirkby, J. Lars
1
Michel, Christophe
1
Ménassé, Clément
1
Oosterlee, Cornelis Willebrordus
1
Perez Arribas, Imanol
1
Pircalabu, Anca
1
Pirjol, Dan
1
Reutenauer, Victor
1
Rudmann, Marcus
1
Talay, Denis
1
Tankov, Peter
1
Tanré, Etienne
1
Vuletić, Milena
1
Zeng, Pingping
1
Zheng, Wendong
1
Zhu, Dan
1
more ...
less ...
Published in...
All
Applied mathematical finance
Quantitative finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hybrid Lévy models : design and computational aspects
Eberlein, Ernst
;
Rudmann, Marcus
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 533-556
Persistent link: https://www.econbiz.de/10012129180
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->