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
~isPartOf:"Applied economics"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Boyarchenko, Mitya"
~person:"Chevallier, Julien"
~person:"Lux, Thomas"
~subject:"Lévy process"
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
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Lévy process
Volatility
4
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
Carr's randomization
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Wiener-Hopf factorization
2
Aktienmarkt
1
Americas
1
Asia
1
Asien
1
Black-Scholes model
1
Black-Scholes-Modell
1
CGMY model
1
Canadization
1
Comparison
1
Cross-country
1
Estimation
1
Europe
1
Experiment
1
Financial market
1
Finanzmarkt
1
KoBoL processes
1
Kou's model
1
Lévy processes
1
Market microstructure
1
Markov chain
1
Markov-Kette
1
Markov-switching model
1
Marktmikrostruktur
1
Normal Inverse Gaussian processes
1
Option pricing
1
Option pricing; barrier options
1
Schätzung
1
Simulation
1
Speculation
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Boyarchenko, Mitya
Chevallier, Julien
Lux, Thomas
Aguilar, Jean-Philippe
1
Bojarčenko, Svetlana I.
1
Goutte, Stéphane
1
Hess, Markus
1
Jafari, Hossein
1
Mehra, Mani
1
Pagliarani, Stefano
1
Pascucci, Andrea
1
Patel, Kuldip Singh
1
Rahimi, Ghazaleh
1
more ...
less ...
Published in...
All
Applied economics
International journal of theoretical and applied finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
