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:"European Journal of Operational Research"
~isPartOf:"European journal of operational research : EJOR"
~person:"Kirkby, J. Lars"
~person:"Recchioni, Maria Cristina"
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
Jeremie program, mint a magyar...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Finance
7
Stochastic process
6
Stochastischer Prozess
6
Option pricing theory
5
Optionspreistheorie
5
Markov chain
4
Markov-Kette
4
Volatility
4
Volatilität
4
Option pricing
3
Derivat
2
Derivative
2
Theorie
2
Theory
2
Anleihe
1
Bermudan options
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
CTMC
1
Capital income
1
Continuous-time Markov chain
1
EU countries
1
EU-Staaten
1
Early warning indicator
1
Early warning system
1
Euro area
1
Eurozone
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
Frühwarnsystem
1
Incomplete market
1
Jump diffusion
1
Kapitaleinkommen
1
Laplace Transform
1
Markov chain approximation
1
Markov process
1
Merton’s portfolio
1
Opportunity cost
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Kirkby, J. Lars
Recchioni, Maria Cristina
Cui, Zhenyu
5
Feinstein, Zachary
4
Guidolin, Massimo
4
Kyriakou, Ioannis
4
Marazzina, Daniele
4
Nguyen, Duy
4
Balter, Anne G.
3
Date, P.
3
Fusai, Gianluca
3
Hanke, Michael
3
Jardin, Philippe du
3
Liu, Yong-Jun
3
Ma, Guiyuan
3
Mulvey, John M.
3
Nishihara, Michi
3
Ponomareva, K.
3
Roman, D.
3
Shibata, Takashi
3
Wang, Huamao
3
Yang, Zhaojun
3
Alexander, Carol
2
Amini, Hamed
2
Ausín, M. Concepción
2
Azevedo, Alcino
2
Ballotta, Laura
2
Barrieu, Pauline
2
Basso, Antonella
2
Baule, Rainer
2
Bianchi, Daniele
2
Bichuch, Maxim
2
Blomvall, Jörgen
2
Braouezec, Yann
2
Chiu, Mei Choi
2
Chockalingam, Arun
2
Delaney, Laura
2
Dias, José Carlos
2
Fabozzi, Frank J.
2
Feng, Haolin
2
more ...
less ...
Published in...
All
European Journal of Operational Research
European journal of operational research : EJOR
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1046-1062
Persistent link: https://www.econbiz.de/10012495249
Saved in:
2
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
3
A general framework for time-changed Markov processes and applications
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 785-800
Persistent link: https://www.econbiz.de/10011987591
Saved in:
4
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 381-400
Persistent link: https://www.econbiz.de/10011785790
Saved in:
5
Merton's portfolio problem including market frictions : a closed-form formula supporting the shadow price approach
Mariani, Francesca
;
Recchioni, Maria Cristina
;
Ciommi, …
- In:
European journal of operational research : EJOR
275
(
2019
)
3
,
pp. 1178-1189
Persistent link: https://www.econbiz.de/10011993680
Saved in:
6
From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
Saved in:
7
Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation
Kirkby, J. Lars
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 961-978
Persistent link: https://www.econbiz.de/10013482166
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
