//--> //--> //-->
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:"Asia-Pacific Financial Markets"
~person:"Roynette, B."
~person:"Tankov, Peter"
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
PRICING PATH-DEPENDENT OPTIONS...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing
2
CGMY model
1
First passage times
1
Last passage times
1
Local times
1
Lévy process
1
Monte Carlo
1
Tempered stable process
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Language
All
Undetermined
2
Author
All
Roynette, B.
Tankov, Peter
Takahashi, Akihiko
2
Takaoka, Koichiro
2
Chourdakis, Kyriakos
1
Chung, Tsz-Kin
1
Fouque, Jean-Pierre
1
Fuh, Cheng-Der
1
Futami, Hidenori
1
Hayashi, Masafumi
1
Iyer, Srikanth
1
Kumar, Swapnil
1
Lin, Shih-Kuei
1
Madan, D.
1
Matsuoka, Ryosuke
1
Nagashima, Kazuki
1
Nanda, Seema
1
Papanicolaou, George
1
Poirot, Jérémy
1
Sircar, K.
1
Takezawa, Naoya
1
Takezawa, Nobuya
1
Tanaka, Keiichi
1
Uchida, Yoshihiko
1
Wang, Ren-Her
1
Yamamoto, Kyo
1
Yor, M.
1
more ...
less ...
Published in...
All
Asia-Pacific Financial Markets
Working Papers / HAL
1
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes
Poirot, Jérémy
;
Tankov, Peter
- In:
Asia-Pacific Financial Markets
13
(
2006
)
4
,
pp. 327-344
Persistent link: https://www.econbiz.de/10005075679
Saved in:
2
Unifying Black–Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon
Madan, D.
;
Roynette, B.
;
Yor, M.
- In:
Asia-Pacific Financial Markets
15
(
2008
)
2
,
pp. 97-115
Persistent link: https://www.econbiz.de/10005547712
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->