//--> //--> //-->
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 theoretical and applied finance"
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:"Fourier methods"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Fourier methods
1
Local stochastic volatility
1
Lévy process
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
analytical approximation
1
characteristic function
1
partial integro-differential equation
1
more ...
less ...
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
Pagliarani, Stefano
1
Pascucci, Andrea
1
Published in...
All
International journal of theoretical and applied finance
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
MPRA Paper
1
Quantitative finance
1
Statistics & Probability Letters
1
Série des documents de travail
1
The journal of computational finance
1
The journal of computational finance : JFC
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local stochastic volatility with jumps : analytical approximations
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010243616
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->