//--> //--> //-->
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:"Review of derivatives research"
~person:"Benth, Fred Espen"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit derivative
1
Credit derivatives
1
Credit risk
1
Derivat
1
Derivative
1
Kreditderivat
1
Kreditrisiko
1
Normal tempered stable process
1
Option pricing theory
1
Optionspreistheorie
1
Structural model
1
Yield curve
1
Zinsstruktur
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
Benth, Fred Espen
Kim, Young Shin
Subrahmanyam, Marti G.
Wang, Xingchun
4
Cruz, Aricson
2
Dias, José Carlos
2
Dorfleitner, Gregor
2
Escobar, Marcos
2
Gerer, Johannes
2
Ronn, Ehud I.
2
Wang, Hsiao-Chuan
2
Wang, Jr-Yan
2
Aguilar, Jean-Philippe
1
Ano, Katsunori
1
Auer, Benjamin R.
1
Bernard, Carole
1
Boen, Lynn
1
Bondarenko, Oleg
1
Brinkmann, Felix
1
Chance, Don M.
1
Chang, Lung-Fu
1
Chen, Chun-Ying
1
Chen, Jie
1
Chern, Shane
1
Chiang, Shu Ling
1
Cuesdeanu, Horatio
1
Dong, Ziming
1
Drimus, Gabriel
1
Du, Ziping
1
Dyer, James S.
1
Eghbalzadeh, Ramin
1
Fan, Liaoyuan
1
Farkas, Walter
1
Fengler, Matthias
1
Feunou, Bruno
1
Fontaine, Jean-Sébastien
1
Gaillardetz, Patrice
1
Galeeva, Roza
1
Gao, Bin
1
García Mirantes, Andrés
1
Godin, Frédéric
1
Gschnaidtner, Christoph
1
Guillaume, Florence
1
more ...
less ...
Published in...
All
Review of derivatives research
Finance and stochastics
3
International journal of theoretical and applied finance
3
Applied mathematical finance
2
Journal of banking & finance
2
Quantitative finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Computational Management Science : CMS
1
Computational economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Economics letters
1
Finance research letters
1
Journal of econometrics
1
Mathematics and financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tempered stable structural model in pricing credit spread and credit default swap
Kim, Sung Ik
;
Kim, Young Shin
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 119-148
Persistent link: https://www.econbiz.de/10012055733
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->