//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivat"
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
Estimation of operational valu...
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
2
Stochastischer Prozess
2
fractional Brownian motion
2
Arbitrage
1
Black-Scholes model
1
Black-Scholes-Modell
1
Derivative
1
European call option prices for inform traders
1
Financial economics
1
Financial market
1
Finanzmarkt
1
Hermite processes
1
Kapitalmarkttheorie
1
Riskless asset
1
Rosenblatt processes
1
Theory of option pricing
1
Volatility
1
Volatilität
1
arbitrage tax
1
jump-diffusion model
1
markets with informed traders
1
no-arbitrage
1
per-petual derivatives
1
stochastic volatility model
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Fabozzi, Frank J.
1
Mittnik, Stefan
1
Račev, Svetlozar T.
1
Stoyanov, Stoyan V.
1
Published in...
All
International journal of theoretical and applied finance
Dynamic Modeling and Econometrics in Economics and Finance
1
Economics letters
1
Energy economics
1
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
1
Journal of economic dynamics & control
1
Springer eBook Collection
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->