//--> //--> //-->
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
~isPartOf:"Applied mathematical finance"
~isPartOf:"Risks : open access journal"
~isPartOf:"The journal of computational finance"
~isPartOf:"The review of financial studies"
~isPartOf:"Working papers"
~person:"Kercheval, Alec"
~subject:"Credit risk"
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:"Optionspreistheorie"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Derivat
1
Derivative
1
Kreditrisiko
1
Lévy processes
1
Modellierung
1
Option pricing theory
1
Optionspreistheorie
1
Scientific modelling
1
Stochastic process
1
Stochastischer Prozess
1
Yield curve
1
Zinsstruktur
1
affine processes
1
more ...
less ...
Online availability
All
Undetermined
1
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
Kercheval, Alec
Jain, Shashi
2
Kandhai, Drona
2
Karlsson, Patrik
2
Oosterlee, Cornelis Willebrordus
2
Sircar, Kaushik Ronnie
2
Abdelghani, Mohamed N.
1
Aguilar, Jean-Philippe
1
Antes, S.
1
Ballestra, Luca Vincenzo
1
Bujok, Karolina
1
Caramellino, Lucia
1
Chen, Yuwei
1
Chiu, Chun-Yuan
1
Choong, Lilly
1
Christara, Christiana C.
1
Crépey, Stéphane
1
Diop, Sidy
1
Dixon, Matthew F.
1
Duffie, Darrell
1
Elliott, Robert J.
1
Fang, Fang
1
Feng, Qian
1
Francesco, Marco Di
1
Graaf, Cornelis S. L. de
1
Hoek, John van der
1
Ilg, M.
1
Iovino, Maria Gabriella
1
Ivanov, Roman V.
1
James, Victor
1
Jarrow, Robert A.
1
Jönsson, Henrik
1
Lando, David
1
Maglione, Federico
1
Mancino, Maria Elvira
1
Marchi, Gian Luca De
1
McKenzie, George
1
Melʹnikov, Aleksandr V.
1
Muroi, Yoshifumi
1
Okhrati, Ramin
1
more ...
less ...
Published in...
All
Applied mathematical finance
Risks : open access journal
The journal of computational finance
The review of financial studies
Working papers
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->