//--> //--> //-->
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
~type_genre:"Konferenzbeitrag"
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:"variance gamma"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Variance gamma model
2
Black Scholes
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Capital income
1
Correlation
1
Derivat
1
Derivative
1
Derivatives
1
Estimation
1
Estimation theory
1
Exchange traded funds
1
Exponential Levy models
1
Greece
1
Greeks
1
Griechenland
1
Independent components analysis
1
Index derivative
1
Indexderivat
1
Kapitaleinkommen
1
Korrelation
1
Levy processes
1
Lewis pricing formula
1
Local correlation
1
Merton model
1
Option pricing
1
Option pricing theory
1
Optionspreistheorie
1
Schätztheorie
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Konferenzbeitrag
Article in journal
79
Aufsatz in Zeitschrift
79
Working Paper
10
Arbeitspapier
7
Graue Literatur
6
Non-commercial literature
6
Article
5
Thesis
4
Aufsatz im Buch
3
Book section
3
Conference paper
2
research-article
1
more ...
less ...
Language
All
English
2
Author
All
Madan, Dilip B.
1
Mordecki, Ernesto
1
Olivera, Federico de
1
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
Saved in:
2
Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de
;
Mordecki, Ernesto
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 99-121)
.
2016
Persistent link: https://www.econbiz.de/10011800675
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->