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Search: subject:"Laplace transform"
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Laplace transform
138
Theorie
35
Option pricing theory
34
Optionspreistheorie
34
Theory
33
Stochastischer Prozess
32
Stochastic process
31
Optionsgeschäft
21
Option trading
20
Risiko
19
Risk
18
Probability theory
12
Wahrscheinlichkeitsrechnung
12
Risk model
11
Volatility
11
Volatilität
11
Laplace Transform
10
Risikomodell
10
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
Fourier transform
5
Laplace transform inversion
5
Lévy process
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
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Online availability
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Undetermined
126
Free
49
CC license
4
Type of publication
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Article
171
Book / Working Paper
36
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Article in journal
81
Aufsatz in Zeitschrift
81
Article
6
Working Paper
6
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3
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Undetermined
107
English
100
Author
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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
Levendorskij, Sergej Z.
4
Pelsser, Antoon
4
Tang, Qihe
4
Wang, Yongjin
4
Wu, Shanle
4
Zhou, Xiaowen
4
Bojarčenko, Svetlana I.
3
Gzyl, Henryk
3
Henze, Norbert
3
Kaas, Rob
3
Laeven, Roger J.A.
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
Boxma, Onno
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
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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
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
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)
84
EconStor
9
Other ZBW resources
2
BASE
1
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207
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11
An improved solution for fully neutrosophic multi-level linear programming problem based on
Laplace
transform
Lachhwani, Kailash
- In:
Opsearch : journal of the Operational Research Society …
61
(
2024
)
2
,
pp. 867-896
Persistent link: https://www.econbiz.de/10015127262
Saved in:
12
Fast and accurate computation of the regime-switching jump-diffusion option prices using
laplace
transform
and compact difference with convergence guarantee
In:
Computational economics
64
(
2024
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10015078003
Saved in:
13
On the pricing of vulnerable Parisian options
Liu, Zheng
;
Li, Dongchen
;
Qian, Linyi
;
Yao, Jing
- In:
Finance research letters
68
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015063624
Saved in:
14
Convergence rate to equilibrium for collisionless transport equations with diffuse boundary operators : a new Tauberian approach
Lods, Bertrand
;
Mokhtar-Kharroubi, Mustapha
-
2021
Persistent link: https://www.econbiz.de/10012514097
Saved in:
15
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:
16
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:
17
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:
18
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:
19
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:
20
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:
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