//--> //--> //-->
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
~subject:"Markov chain"
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:"Subordination"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
Subordination
28
subordination
20
Option pricing theory
11
Optionspreistheorie
11
Stochastic process
10
Stochastischer Prozess
10
Theorie
8
Theory
6
Stochastic volatility
5
Econometrics
4
Frauen
4
Lévy process
4
Markov-Kette
4
OU process
4
Statistical distribution
4
Statistische Verteilung
4
Superposition
4
Volatility
4
Volatilität
4
Women
4
stochastic volatility
4
Exploitation
3
Financial market
3
Financial subordination
3
Finanzmarkt
3
Gaussian subordination
3
Gender
3
Geschlecht
3
Levy process
3
Multivariate Analyse
3
Multivariate analysis
3
Option pricing
3
SUBORDINATION
3
Weibliche Arbeitskräfte
3
Women workers
3
cooperation
3
coordination
3
travailleur collectif
3
Anomalous diffusion
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Li, Lingfei
2
Mendoza-Arriaga, Rafael
2
Cui, Zhenyu
1
Kirkby, J. Lars
1
Li, Jing
1
Linetsky, Vadim
1
Nguyen, Duy
1
Zhang, Gongqiu
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Additive
subordination
and its applications in finance
Li, Jing
;
Li, Lingfei
;
Mendoza-Arriaga, Rafael
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 589-634
Persistent link: https://www.econbiz.de/10011531020
Saved in:
2
A general framework for time-changed Markov processes and applications
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 785-800
Persistent link: https://www.econbiz.de/10011987591
Saved in:
3
Error analysis of finite difference and Markov chain approximations for option pricing
Li, Lingfei
;
Zhang, Gongqiu
- In:
Mathematical finance : an international journal of …
28
(
2018
)
3
,
pp. 877-919
Persistent link: https://www.econbiz.de/10011969078
Saved in:
4
Multivariate
subordination
of Markov processes with financial applications
Mendoza-Arriaga, Rafael
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 699-747
Persistent link: https://www.econbiz.de/10011583791
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->