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~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Kirkby, J. Lars"
~person:"Tzavalis, Elias"
~subject:"Inflation"
~subject:"Stochastic process"
~subject:"Theorie"
~type:"article"
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ECONIS (ZBW)
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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
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
3
Modeling structural breaks in economic relationships using large shocks
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
34
(
2010
)
3
,
pp. 417-436
Persistent link: https://www.econbiz.de/10003966451
Saved in:
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