//--> //--> //-->
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 mathematical finance"
~person:"Ambros, Maximilian"
~person:"Grobys, Klaus"
~person:"Nie, He"
~person:"Wang, Xingchun"
~subject:"Volatilität"
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
Aktienoptionsbewertung im Spru...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Currency derivative
1
Currency option
1
Devisenoption
1
Esscher transform
1
Exchange rate
1
Option pricing theory
1
Optionspreistheorie
1
Schock
1
Shock
1
Spot foreign exchange rate
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Wechselkurs
1
Währungsderivat
1
currency option
1
rare shock
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
Ambros, Maximilian
Grobys, Klaus
Nie, He
Wang, Xingchun
Avellaneda, Marco
3
Escobar, Marcos
3
Zagst, Rudi
3
Alòs, Elisa
2
Carr, Peter
2
Forsyth, Peter A.
2
Fouque, Jean-Pierre
2
Götz, Barbara
2
Howison, Sam
2
Kwok, Yue-Kuen
2
Lorig, Matthew
2
Lépinette, Emmanuel
2
Papanicolaou, Andrew
2
Pravosud, Makar
2
Sircar, Kaushik Ronnie
2
Vetzal, Kenneth R.
2
Yamazaki, Akira
2
Zheng, Wendong
2
Achdou, Yves
1
Ahlip, Rehez
1
Aihara, Shinichi
1
Aly, Sidi Mohamed Ould
1
Badran, Alexander
1
Bagchi, Arunabha
1
Baldeaux, Jan
1
Baptiste, Julien
1
Benth, Fred Espen
1
Bernard, Carole
1
Bojarčenko, Svetlana I.
1
Borovykh, Anastasia
1
Bouchaud, Jean-Philippe
1
Brody, Dorje C.
1
Buff, Robert
1
Chan, Leunglung
1
Cheridito, Patrick
1
Ching, Stephen
1
Choi, Jaehyuk
1
Clarke, Nigel
1
Cont, Rama
1
Costabile, Massimo
1
more ...
less ...
Published in...
All
Applied mathematical finance
Applied economics letters
6
Finance research letters
4
Review of derivatives research
3
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of international financial markets, institutions & money
1
Review of quantitative finance and accounting
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Rare shock, two-factor stochastic volatility and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->