//--> //--> //-->
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 financial economics"
~person:"Fabozzi, Frank J."
~person:"Schwartz, Eduardo S."
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Lévy processes
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
option pricing
1
stochastic volatility
1
stochastic-time change
1
tempered stable distributions
1
more ...
less ...
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
Fabozzi, Frank J.
Schwartz, Eduardo S.
Sorwar, Ghulam
3
Kanniainen, Juho
2
Liao, Szu-Lang
2
Satchell, Stephen
2
Wang, Janchung
2
Allen, David E.
1
Athanassakos, George
1
Balbás de la Corte, Alejandro
1
Berg, Egil
1
Bhuyan, Rafiqul
1
Bo, Hong
1
Brevik, Trond
1
Brockman, Paul
1
Cardinali, Alessandro
1
Chan, Howard Wei-hong
1
Chen, Ming-da
1
Chen, Shiau-hung
1
Chowdhury, Mustafa
1
Chung, San-Lin
1
Fornari, Fabio
1
Fukuta, Yuichi
1
Gallagher, Liam
1
Giamouridis, Daniel
1
Halme, Tero
1
Hansen, Charlotte S.
1
Hsu, Hsinan
1
Huang, Han-Ching
1
Huang, Hung-hsi
1
Hutchinson, Mark C.
1
Jacobs, Jan
1
Jacobsen, Brian
1
Juneja, Januj
1
Kim, Young Shin
1
Klingler, Sven
1
Kruse, Susanne
1
Lai, Yi-hsun
1
Larikka, Mauri
1
Levy, Haim
1
Li, Steven
1
more ...
less ...
Published in...
All
Applied financial economics
International journal of theoretical and applied finance
5
The journal of fixed income
5
Valuation, financial modeling, and quantitative tools
5
Computational economics
3
Interest rate, term structure, and valuation modeling
3
Journal of economic dynamics & control
3
The Frank J. Fabozzi series
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Bank of Italy Temi di Discussione (Working Paper)
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
Journal of energy finance & development
2
Journal of financial and quantitative analysis : JFQA
2
Review of derivatives research
2
The handbook of fixed income securities
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
The theory and practice of investment management
2
Working paper series in economics
2
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
Econometric reviews
1
Economics letters
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Financial markets and instruments
1
Finanzmarkt und Portfolio-Management
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Latin American journal of economics : LAJE
1
Mathematical methods of operations research
1
NBER Working Paper
1
NBER working paper series
1
Options : classic approaches to pricing and modelling
1
Publications from Department of Management
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->