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
~institution:"Econometric Society"
~institution:"London School of Economics (LSE)"
~person:"Huang, Jing-zhi"
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
THREE-POINT VOLATILITY SMILE C...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Levy processes
1
Option pricing
1
diffusion
1
jumps
1
stochastic volatility
1
time change
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Huang, Jing-zhi
Kardaras, Constantinos
3
Maillet, Bertrand
3
Rahi, Rohit
3
Zigrand, Jean-Pierre
3
Chae, Joon
2
Ellul, Andrew
2
Jennings, Robert
2
Jurczenko, Emmanuel
2
Negrea, Bogdan
2
Sentana, Enrique
2
Taschini, Luca
2
Wang, Albert
2
Ziemba, Bill
2
Andrade, Sandro Canesso de
1
Battalio, Robert
1
Becker, Ralf
1
Bobenrieth
1
Bond, Shaun A.
1
Bordo, Michael
1
Bracke, Philippe
1
Calzorali, Giorgio
1
Cetin, Umut
1
Chang, Eui Jung
1
Cho, Young-Hyun
1
Clements, Adam E
1
Damien, Paul
1
Eugenio S. A.
1
Fajardo, José
1
Fecht, Falko
1
Fernandez, Viviana
1
Fiorentini, Gabriele
1
Goenka, Aditya
1
Grüll, Georg
1
Guimaraes, Bernardo
1
Hashmi, Aamir R.
1
Haubrich, Joseph
1
Heaney, Richard
1
Heinen, Andresas
1
Holden, Craig W.
1
more ...
less ...
Institution
All
Econometric Society
London School of Economics (LSE)
Published in...
All
Econometric Society 2004 North American Winter Meetings
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes
Huang, Jing-zhi
;
Wu, Liuren
-
Econometric Society
-
2004
index
options
, one needs to incorporate an infinite activity jump component in the underlying asset return process, and also …
Persistent link: https://www.econbiz.de/10005699646
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
