//--> //--> //-->
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
~person:"Mehalla, Sophian"
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: person:"Boumezoued, Alexandre"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Expansion series
1
Gram-Charlier expansion
1
Interest rate derivative
1
Jacobi dynamics
1
LIBOR market model
1
Option pricing theory
1
Optionspreistheorie
1
Polynomial processes
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
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
Mehalla, Sophian
Boumezoued, Alexandre
11
Devineau, Laurent
3
Angoua, Yoboua
2
Boisseau, Jean-Philippe
2
El Karoui, Nicole
2
Arnold-Gaille, Séverine
1
Arrouy, Pierre-Edouard
1
Balland, Fabrice
1
Bessy-Roland, Yannick
1
Elfassihi, Amal
1
Habart, Marine
1
Hillairet, Caroline
1
Hoffmann, Marc
1
Jeunesse, Paulien
1
Labit Hardy, Héloïse
1
Lapeyre, Bernard
1
Loisel, Stéphane
1
Popa, Tom
1
more ...
less ...
Published in...
All
Finance and stochastics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->