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~isPartOf:"Agricultural economics : the journal of the International Association of Agricultural Economists"
~isPartOf:"Review of derivatives research"
~language:"eng"
~person:"Barros, Carlos Pestana"
~person:"Boen, Lynn"
~person:"Carr, Peter"
~person:"Tsionas, Efthymios G."
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Stochastischer Prozess
Stochastic process
4
Option pricing theory
3
Optionspreistheorie
3
Swap
2
1993-1998
1
Calibration
1
Dairy farming
1
Difference of Gamma processes
1
Milchviehhaltung
1
Multi-name option pricing
1
Multivariate Analyse
1
Multivariate Lévy models
1
Multivariate analysis
1
Multivariate models with Sato marginals
1
Option trading
1
Optionsgeschäft
1
Production function
1
Produktionsfunktion
1
Self-similar processes
1
Spain
1
Spanien
1
Technical efficiency
1
Technische Effizienz
1
Theorie
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Theory
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Article in journal
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4
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English
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Barros, Carlos Pestana
Boen, Lynn
Carr, Peter
Tsionas, Efthymios G.
Escobar, Marcos
3
Brorsen, B. Wade
2
Guillaume, Florence
2
Itkin, Andrey
2
Zagst, Rudi
2
Aguilar, Jean-Philippe
1
Ano, Katsunori
1
Antonelli, Fabio
1
Banik, Pabitra
1
Biermacher, Jon T.
1
Borovkova, Svetlana
1
Branger, Nicole
1
Börner, Jan
1
Chan, Tat Lung
1
Chance, Don M.
1
Chen, Ren-Raw
1
Chern, Shane
1
Clewlow, Les
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Correira-da-Silva, João
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Cousin, Areski
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Crépey, Stéphane
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Dinar, Ariel
1
Dong, Ziming
1
Dorfman, Jeffrey H.
1
Drimus, Gabriel
1
Dyer, James S.
1
Edmonds, Christopher M.
1
Epplin, Francis M.
1
Eraker, Bjørn
1
Fabozzi, Frank J.
1
Faria, Gonçalo
1
Farkas, Walter
1
Fonsah, Esendugue Greg
1
Fonseca, José da
1
Fuwa, Nobuhiko
1
Féron, Olivier
1
García Mirantes, Andrés
1
Geman, Hélyette
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Agricultural economics : the journal of the International Association of Agricultural Economists
Review of derivatives research
European journal of operational research : EJOR
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of financial economics
3
Applied economics
2
Computational economics
2
Finance and stochastics
2
International journal of theoretical and applied finance
2
Journal of productivity analysis
2
The journal of derivatives : JOD
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Environmental and resource economics
1
International journal of forecasting
1
International journal of hospitality management
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of international money and finance
1
Journal of sports economics
1
Omega : the international journal of management science
1
Risks : open access journal
1
The European journal of finance
1
The energy journal
1
The journal of computational finance
1
Transport reviews : TR
1
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ECONIS (ZBW)
4
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1
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4
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date (oldest first)
1
Towards a Δ-Gamma Sato multivariate model
Boen, Lynn
;
Guillaume, Florence
- In:
Review of derivatives research
23
(
2020
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012229781
Saved in:
2
Pricing swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
Saved in:
3
Estimation of input-oriented technical efficiency using a nonhomogeneous stochastic production frontier model
Kumbhakar, Subal
;
Tsionas, Efthymios G.
- In:
Agricultural economics : the journal of the …
38
(
2008
)
1
,
pp. 99-108
Persistent link: https://www.econbiz.de/10003642940
Saved in:
4
A new approach for option pricing under stochastic volatility
Carr, Peter
;
Sun, Jian
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 87-150
Persistent link: https://www.econbiz.de/10003705860
Saved in:
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