//--> //--> //-->
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 : IJTAF"
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:"Closed-form solution"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Log-normal stochastic volatility
1
Option pricing theory
1
Optionspreistheorie
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
closed-form solution
1
cryptocurrency derivatives
1
moment generating function
1
nonaffine models
1
quadratic variance
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
Rakhmonov, Parviz
1
Sepp, Artur
1
Published in...
All
International journal of theoretical and applied finance : IJTAF
Economic Modelling
3
Computational economics
2
Economic modelling
2
Journal of Economic Dynamics and Control
2
Journal of Economics
2
Journal of mathematical finance
2
Review of Derivatives Research
2
Annals of Economics and Finance
1
Annals of financial economics
1
Applied Mathematical Finance
1
CESifo Working Paper
1
CESifo Working Paper Series
1
Discussion Paper Series / Institute of Economic Research, Korea University
1
Discussion Papers / Department of Economics and Related Studies, University of York
1
Discussion paper / Centre for Economic Policy Research
1
Economia internazionale
1
Economics Bulletin
1
European journal of operational research : EJOR
1
Finance and Economics Discussion Series
1
Finance and Stochastics
1
Finance research letters
1
Financial innovation : FIN
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
International Journal of Financial Research
1
International Journal of Financial Studies
1
International Journal of Financial Studies : open access journal
1
Journal for Economic Forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economics
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Marketing Science
1
Operations Research Perspectives
1
Operations research letters
1
Operations research perspectives
1
Papers / Facultatea de Finante şi Banci, Universitatea Spiru Haret
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Log-normal stochastic volatility model with quadratic drift
Sepp, Artur
;
Rakhmonov, Parviz
- In:
International journal of theoretical and applied …
26
(
2023
)
8
,
pp. 1-63
Persistent link: https://www.econbiz.de/10014500285
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->