//--> //--> //-->
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:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Kim, Jerim"
~person:"Kirkby, J. Lars"
~subject:"Black-Scholes-Modell"
~subject:"Inflation"
~subject:"Stochastic process"
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:"regime"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Inflation
Stochastic process
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
American options
1
Barrier options
1
Black-Scholes model
1
External barrier option
1
Externalities
1
Externer Effekt
1
First passage time
1
Frame projection
1
Jump diffusion
1
Laplace transform
1
Markov chain
1
Markov-Kette
1
Option price
1
Regime switching
1
Regime-switching
1
Stochastic volatility
1
Sylvester matrix equation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
Author
All
Kim, Jerim
Kirkby, J. Lars
Ghosh, Atish R.
3
Bleaney, M. F.
2
Cevik, Serhan
2
Ghazanchyan, Manuk
2
Mæhle, Nils Øyvind
2
Qureshi, Mahvash Saeed
2
Adedeji, Olumuyiwa
1
Adedeji, Olumuyiwa S.
1
Altansukh, Gantungalag
1
Becker, Ralf
1
Bo, Lijun
1
Bratsiotis, George
1
Chačatjan, Armine
1
Choi, Chi-young
1
Cuevas, Alfredo
1
Cui, Zhenyu
1
Dai, Wei
1
Dendramis, Yiannis
1
Fischer, Felix
1
Forsyth, Peter A.
1
He, Xin-Jiang
1
Insley, Margaret
1
Jahjah, Samir
1
Kapetanios, George
1
Kim, Bara
1
Kim, Jeongsim
1
Klyuev, Vladimir
1
Loungani, Prakash
1
Lundgren, Charlotte
1
Maehle, Nils Øvind
1
Nguyen, Duy
1
Niu, Shilei
1
O'Sullivan, Róisín
1
Osborn, Denise R.
1
Papi, Laura
1
Poghosyan, Tigran
1
Serletis, Apostolos
1
Stotsky, Janet G.
1
more ...
less ...
Published in...
All
IMF Working Papers
IMF working papers
Journal of economic dynamics & control
Annals of finance
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Saved in:
2
Pricing external barrier options in a
regime
-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->