//--> //--> //-->
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"
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
On Errors and Bias of Fourier...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
Affine models
1
Riccati equations
1
Runge-Kutta method
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
moment explosions
1
parabolic (inverse) Fourier transform
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
Levendorskij, Sergej Z.
2
Bojarčenko, Svetlana I.
1
Published in...
All
Applied mathematical finance
Staff Report
33
Staff reports / Federal Reserve Bank of New York
33
FRB of New York Staff Report
23
International journal of theoretical and applied finance
13
Staff Reports / Federal Reserve Bank of New York
8
Discussion papers / CEPR
7
FRB of NY Staff Report
6
Journal of monetary economics
6
Discussion paper / Centre for Economic Policy Research
5
Economic policy review
5
Finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Papers / arXiv.org
5
Working paper / EERC
3
Working papers / Department of Economics
3
CESifo Working Paper
2
Department of Economics Working Papers / Department of Economics, University of Texas-Austin
2
Economic Policy Review
2
FEDS Working Paper
2
Finance and economics discussion series
2
International economic review
2
Journal of financial economics
2
Journal of mathematical economics
2
MPRA Paper
2
Microeconomics
2
NBER Working Paper
2
NBER working paper series
2
The journal of computational finance
2
The review of financial studies
2
Working paper / National Bureau of Economic Research, Inc.
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
2006 Meeting Papers
1
2009 Meeting Papers
1
2014 Meeting Papers
1
AFA 2009 San Francisco Meetings Paper
1
Annals of Finance
1
Annals of finance
1
Becker Friedman Institute for Research in Economics Working Paper
1
CESifo working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pitfalls of the fourier transform method in affine models, and remedies
Levendorskij, Sergej Z.
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 81-134
Persistent link: https://www.econbiz.de/10011546994
Saved in:
2
American options in the Heston model with stochastic interest rate and its generalizations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 26-49
Persistent link: https://www.econbiz.de/10009737181
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->