//--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Kim, Young Shin"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes option pricing
1
Lévy process
1
Multivariate normal tempered stable process
1
Nikkei 225 dollar options
1
Option pricing theory
1
Optionspreistheorie
1
Quanto option
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
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
Kim, Young Shin
Todorov, Viktor
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
2
Park, Yang-Ho
2
Wang, Bin
2
Abbring, Jaap H.
1
Amengual, Dante
1
Andersen, Torben
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Baldovin, Fulvio
1
Barone-Adesi, Giovanni
1
Bondarenko, Oleg
1
Bormetti, Giacomo
1
Bégin, Jean-François
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Choi, Seungmoon
1
Corradi, Valentina
1
Corsi, Fulvio
1
Dalderop, Jeroen
1
Fearnley, Marcus
1
Fisher, Adlai
1
Forbes, Catherine Scipione
1
Fusari, Nicola
1
Gouriéroux, Christian
1
Hong, Han
1
Jarrow, Robert A.
1
Kwok, Simon Sai Man
1
Lee, Jaesung
1
Leippold, Markus
1
Li, Chen Xu
1
Li, Chenxu
1
Lieberman, Offer
1
Ling, Shiqing
1
Luo, Junwen
1
Mahajan, Aprajit
1
Majewski, Adam A.
1
more ...
less ...
Published in...
All
Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Applied mathematical finance
1
Computational Management Science : CMS
1
Computational economics
1
Economics letters
1
Finance research letters
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Quantitative finance
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->