//--> //--> //-->
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:"International journal of financial engineering"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Bojarčenko, Svetlana I."
~subject:"Stochastischer Prozess"
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:"Bernoulli-Prozess"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
CGMY
1
CIR
1
CIR subordinator
1
Canadization
1
Carr's randomization
1
Experiment
1
Heston model
1
KoBoL
1
Kou's model
1
Lévy process
1
Monte Carlo simulation
1
Monte Carlo simulations
1
Monte-Carlo-Simulation
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Probability theory
1
Simulation
1
Sinh-regular Lévy processes
1
Statistical distribution
1
Statistische Verteilung
1
Volatility
1
Volatilität
1
Wahrscheinlichkeitsrechnung
1
Wiener-Hopf factorization
1
analytic method of lines
1
conformal principal components
1
double barrier options
1
double-exponential jump-diffusion
1
double-no-touch options
1
foreign exchange
1
hyper-exponential jump-diffusion
1
regime switching
1
sinh-acceleration
1
sinh-regular distributions
1
stochastic interest rate
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Bojarčenko, Svetlana I.
Gapeev, Pavel V.
7
Jeanblanc, Monique
7
Levendorskij, Sergej Z.
7
Leung, Tim
6
Takahashi, Akihiko
6
Fabozzi, Frank J.
5
Liu, Rui Hua
5
Macrina, Andrea
5
Ahlip, Rehez
4
Arai, Takuji
4
Benth, Fred Espen
4
Cui, Zhenyu
4
Hess, Markus
4
Oosterlee, Cornelis W.
4
Antonelli, Fabio
3
Biagini, Francesca
3
Capriotti, Luca
3
Cartea, Álvaro
3
Chiarella, Carl
3
Dastranj, Elham
3
Forde, Martin
3
Funahashi, Hideharu
3
Grorud, Axel
3
Hughston, Lane P.
3
Jaimungal, Sebastian
3
Kwok, Yue-Kuen
3
Lorig, Matthew
3
Mijatovi´c, Aleksandar
3
Račev, Svetlozar T.
3
Schmidt, Thorsten
3
Semeraro, Patrizia
3
SenGupta, Indranil
3
Stoyanov, Stoyan V.
3
Vives, Josep
3
Yamada, Toshihiro
3
Zhou, Yang
3
Abergel, Frédéric
2
Albanese, Claudio
2
Aly, Sidi Mohamed Ould
2
more ...
less ...
Published in...
All
International journal of financial engineering
International journal of theoretical and applied finance
Applied mathematical finance
1
CARESS working paper
1
Games and economic behavior
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Project flexibility, agency, and competition : new developments in the theory and application of real options
1
The journal of computational finance
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012019776
Saved in:
2
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
3
Option pricing for truncated Lévy processes
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 549-552
Persistent link: https://www.econbiz.de/10001524333
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->