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~subject:"Markov-Kette"
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Markov-Kette
Option pricing theory
7
Optionspreistheorie
7
Option trading
5
Optionsgeschäft
5
Volatility
5
Volatilität
4
Stochastic process
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Stochastischer Prozess
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Correlation
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Markov chain
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Markov-switching method
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Range-based model
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Statistical distribution
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Statistische Verteilung
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finance
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lattice feasibility
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stochastic volatility
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trinomial tree
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two-factor model
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2011-2013
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ARCH model
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ARCH-Modell
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American option
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Analyst forecasts
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Analytical upper bound
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Bivariate Bernoulli (BB) distribution
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Bivariate asymmetric Laplace (BAL) distribution
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Bivariate jumps
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Black-Scholes formula
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Black-Scholes model
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Black-Scholes-Modell
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Capital market returns
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Cox process
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Diffusion process
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Discrete Ornstein–Uhlenbeck process
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Early exercise
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Estimation
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Financial analysis
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English
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Miao, Daniel Wei-Chung
2
Chao, Wan-Ling
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Lin, Xenos Chang-Shuo
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Su, Yi Kai
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Wu, Chun-chou
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Economic modelling
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ECONIS (ZBW)
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Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process
Miao, Daniel Wei-Chung
;
Lin, Xenos Chang-Shuo
;
Chao, …
- In:
Computers & operations research : and their …
65
(
2016
),
pp. 111-124
Persistent link: https://www.econbiz.de/10011410719
Saved in:
2
Regime-switching in volatility and correlation structure using range-based models with Markov-switching
Miao, Daniel Wei-Chung
;
Wu, Chun-chou
;
Su, Yi Kai
- In:
Economic modelling
31
(
2013
),
pp. 87-93
Persistent link: https://www.econbiz.de/10009725779
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