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~isPartOf:"Applied economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"International review of economics & finance : IREF"
~person:"Boyarchenko, Mitya"
~person:"Chevallier, Julien"
~person:"Lux, Thomas"
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Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
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Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
2
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
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3
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
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4
Forecasting the volatility of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben
;
Lux, Thomas
;
Ajmi, Ahdi Noomen
;
Gupta, …
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 559-571
Persistent link: https://www.econbiz.de/10011626589
Saved in:
5
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
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