//--> //--> //-->
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:"Computational economics"
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
Stability and convergence of G...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Cox-Ingersoll-Ross model
1
Credit default swap
1
Credit derivative
1
Credit risk
1
Derivat
1
Derivative
1
Filtering methods
1
Kreditderivat
1
Kreditrisiko
1
Lévy processes
1
Markov chain
1
Markov-Kette
1
Non-Gaussian Ornstein-Uhlenbeck processes
1
Option pricing theory
1
Optionspreistheorie
1
Sato processes
1
Stochastic process
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Undetermined
1
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
Bianchi, Michele Leonardo
1
Fabozzi, Frank J.
1
Published in...
All
Computational economics
Mathematics and Computers in Simulation (MATCOM)
13
Computational Optimization and Applications
3
International journal of theoretical and applied finance
3
Energy
2
Finance and stochastics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Quantitative finance
2
Applied Mathematical Finance
1
Applied mathematical finance
1
Discussion Paper / Tilburg University, Center for Economic Research
1
Economics Papers from University Paris Dauphine
1
Energies
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
IMA journal of management mathematics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Les cahiers du GERAD
1
Mathematics and financial economics
1
Operations research letters
1
Physica A: Statistical Mechanics and its Applications
1
Quantitative Economics
1
Renewable Energy
1
Statistics & Probability Letters
1
Stochastic Processes and their Applications
1
Temi di discussione (Economic working papers)
1
The journal of computational 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
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->