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:"International journal of theoretical and applied finance"
~person:"Boyarchenko, Mitya"
~person:"Chevallier, Julien"
~person:"Lux, Thomas"
~subject:"Simulation"
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
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Simulation
Volatility
3
Volatilität
3
Carr's randomization
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Wiener-Hopf factorization
2
Black-Scholes model
1
Black-Scholes-Modell
1
CGMY model
1
Canadization
1
Experiment
1
Financial market
1
Finanzmarkt
1
KoBoL processes
1
Kou's model
1
Lévy process
1
Lévy processes
1
Market microstructure
1
Marktmikrostruktur
1
Normal Inverse Gaussian processes
1
Option pricing
1
Option pricing; barrier options
1
Speculation
1
Spekulation
1
Theorie
1
Theory
1
Variance Gamma processes
1
analytic method of lines
1
asymptotics
1
double barrier options
1
double-exponential jump-diffusion
1
double-no-touch options
1
first-touch digitals
1
foreign exchange
1
hyper-exponential jump-diffusion
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
Boyarchenko, Mitya
Chevallier, Julien
Lux, Thomas
Oosterlee, Cornelis W.
2
Baldeaux, jan
1
Bernard, Carole
1
Chen, Bin
1
Cui, Zhenyu
1
Grzelak, Lech A.
1
Guhr, Thomas
1
Malham, Simon J. A.
1
Marchesi, Michele
1
McLeish, Don L.
1
Münnix, Michael C.
1
Schäfer, Rudi
1
Stoep, Anthonie W. van der
1
Weide, Hans van der
1
Wiese, Anke
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Discussion paper / B
1
Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
1
Kiel working paper
1
The European journal of finance
1
Volkswirtschaftliche Diskussionsbeiträge
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
