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Search: subject:"Laplace transform"
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Subject
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Laplace transform
135
Theorie
35
Theory
33
Option pricing theory
32
Optionspreistheorie
32
Stochastischer Prozess
31
Stochastic process
30
Optionsgeschäft
20
Option trading
19
Risiko
18
Risk
17
Probability theory
12
Wahrscheinlichkeitsrechnung
12
Risk model
11
Risikomodell
10
Volatility
10
Volatilität
10
Laplace Transform
9
Statistical distribution
9
Statistische Verteilung
9
Estimation theory
8
Markov chain
8
Schätztheorie
8
Markov-Kette
7
Lévy processes
6
Option pricing
6
Stochastic volatility
6
option pricing
6
Finanzmathematik
5
Laplace transform inversion
5
MRP theory
5
Mathematical finance
5
Parisian options
5
Ruin probability
5
Simulation
5
Wiener-Hopf factorization
5
laplace transform
5
ruin probability
5
Additivity
4
Cauchy's Residue Theorem
4
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Online availability
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Undetermined
124
Free
47
CC license
3
Type of publication
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Article
167
Book / Working Paper
36
Type of publication (narrower categories)
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Article in journal
78
Aufsatz in Zeitschrift
78
Working Paper
6
Article
5
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
research-article
1
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Language
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Undetermined
107
English
96
Author
All
Grubbström, Robert W.
10
Todorov, Viktor
7
Willmot, Gordon E.
6
Dassios, Angelos
5
Loke, Sooie-Hoe
5
Tauchen, George
5
Bogataj, Marija
4
Goovaerts, Marc J.
4
Grynkiv, Iaryna
4
Landriault, David
4
Pelsser, Antoon
4
Tang, Qihe
4
Wang, Yongjin
4
Wu, Shanle
4
Zhou, Xiaowen
4
Gzyl, Henryk
3
Henze, Norbert
3
Kaas, Rob
3
Laeven, Roger J.A.
3
Levendorskij, Sergej Z.
3
Li, Shuanming
3
Mandjes, Michel
3
Sendova, Kristina P.
3
Song, Shiyu
3
Tang, Ou
3
Thomann, Enrique
3
Wu, Lan
3
Avram, Florin
2
Bojarčenko, Svetlana I.
2
Chinthalapati, V. L. Raju
2
Constantinescu, Corina
2
Cui, Zhenyu
2
Feng, Runhuan
2
Gapeev, Pavel V.
2
Gouriéroux, Christian
2
Gruntjes, Paul
2
Hounyo, Ulrich
2
Iseger, Peter
2
Jin, Haibo
2
Kallsen, Jan
2
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Institution
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Duke University, Department of Economics
4
HAL
3
London School of Economics (LSE)
3
Banque de France
2
Facultat d'Economia i Empresa, Universitat de Barcelona
2
Tinbergen Institute
2
Tinbergen Instituut
2
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
China Economics and Management Academy, Central University of Finance and Economics (CUFE)
1
Department of Economics and Related Studies, University of York
1
Dipartimento di Economia, Università degli Studi di Perugia
1
EconWPA
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Finance Discipline Group, Business School
1
Tilburg University, Center for Economic Research
1
University of Bonn, Germany
1
Université Paris-Dauphine (Paris IX)
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Published in...
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Statistics & Probability Letters
14
Insurance / Mathematics & economics
12
Insurance: Mathematics and Economics
8
European journal of operational research : EJOR
6
International Journal of Theoretical and Applied Finance (IJTAF)
6
Physica A: Statistical Mechanics and its Applications
6
Annals of the Institute of Statistical Mathematics
5
International journal of theoretical and applied finance
5
Risks : open access journal
5
International journal of production economics
4
Risks
4
Scandinavian actuarial journal
4
Tinbergen Institute Discussion Papers
4
Working Papers / Duke University, Department of Economics
4
Finance and Stochastics
3
International Journal of Production Economics
3
International journal of production research
3
Journal of econometrics
3
LSE Research Online Documents on Economics
3
Metrika
3
Operations research letters
3
Stochastic Processes and their Applications
3
Working Papers / HAL
3
Applied Mathematical Finance
2
Bonn Econ Discussion Papers
2
Computational economics
2
Discussion paper / Tinbergen Institute
2
Finance and stochastics
2
International journal of financial engineering
2
Journal of Economic Dynamics and Control
2
Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Operations Research and Decisions
2
Opsearch : journal of the Operational Research Society of India
2
Quantitative finance
2
Research Papers Faculty of Materials Science and Technology Slovak University of Technology
2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
2
Tinbergen Institute Discussion Paper
2
Water Resources Management
2
Working Papers in Economics
2
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Source
All
RePEc
111
ECONIS (ZBW)
81
EconStor
8
Other ZBW resources
2
BASE
1
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11
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20
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203
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11
Pricing double-barrier Parisian options
Liu, Chun-Yang
;
Zhu, Song-Ping
;
Zhang, Shu-Hua
- In:
IMA journal of management mathematics
34
(
2023
)
4
,
pp. 633-660
Persistent link: https://www.econbiz.de/10014389016
Saved in:
12
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
13
The Gerber-Shiu discounted penalty function : a review from practical perspectives
He, Yue
;
Kawai, Reiichiro
;
Shimizu, Yasutaka
;
Yamazaki, …
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014282466
Saved in:
14
Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes
Nguyen, Duy Phat
;
Borovkov, Konstantin A.
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 72-81
Persistent link: https://www.econbiz.de/10014282476
Saved in:
15
Potential densities for taxed spectrally negative Lévy risk processes
Wang, Wenyuan
;
Zhou, Xiaowen
- In:
Risks
7
(
2019
)
3
,
pp. 1-11
in Kyprianou and Zhou (2009). A joint
Laplace
transform
is found concerning the first down-crossing time below level 0 …
Persistent link: https://www.econbiz.de/10013200503
Saved in:
16
On the laplace transforms of the first hitting times for drawdowns and drawups of diffusion-type processes
Gapeev, Pavel V.
;
Rodosthenous, Neofytos
; …
- In:
Risks
7
(
2019
)
3
,
pp. 1-15
We obtain closed-form expressions for the value of the joint
Laplace
transform
of the running maximum and minimum of a …
Persistent link: https://www.econbiz.de/10013200505
Saved in:
17
On the laplace transforms of the first hitting times for drawdowns and drawups of diffusion-type processes
Gapeev, Pavel V.
;
Rodosthenous, Neofytos
; …
- In:
Risks : open access journal
7
(
2019
)
3/87
,
pp. 1-15
We obtain closed-form expressions for the value of the joint
Laplace
transform
of the running maximum and minimum of a …
Persistent link: https://www.econbiz.de/10012126486
Saved in:
18
Potential densities for taxed spectrally negative Lévy risk processes
Wang, Wenyuan
;
Zhou, Xiaowen
- In:
Risks : open access journal
7
(
2019
)
3/85
,
pp. 1-11
Kyprianou and Zhou (2009). A joint
Laplace
transform
is found concerning the first down-crossing time below level 0. The …
Persistent link: https://www.econbiz.de/10012126580
Saved in:
19
Laplace estimator of integrated volatility when sampling times are endogenous
Cui, Wenhao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 651-663
Persistent link: https://www.econbiz.de/10013534035
Saved in:
20
The transient blended queue
Legros, Benjamin
- In:
Operations research letters
50
(
2022
)
3
,
pp. 287-294
Persistent link: https://www.econbiz.de/10013364093
Saved in:
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