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"
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
Characteristic functions in th...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
13
Optionspreistheorie
13
Stochastic process
10
Stochastischer Prozess
10
characteristic function
8
Fourier transform
6
Volatility
5
Volatilität
5
Option trading
4
Optionsgeschäft
4
Correlation
2
Derivat
2
Derivative
2
Heston model
2
Korrelation
2
Laplace inversion
2
Wiener-Hopf factorization
2
conformal deformations
2
stochastic correlation process
2
Aktienoption
1
American option
1
Analysis of variance
1
Börsenkurs
1
Clearing
1
Counterparty risk
1
Cox process
1
Credit risk
1
Dynamic programming
1
Dynamische Optimierung
1
Elementarschadenversicherung
1
Employee stock options
1
Entropie
1
Entropy
1
Experiment
1
FFT
1
FFTW
1
Financial clearing
1
Financial services
1
Finanzdienstleistung
1
Fourier inversion
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Levendorskij, Sergej Z.
3
Ehrhardt, Matthias
2
Günther, Michael
2
Teng, Long
2
Alfeus, Mesias
1
Assonken, Patrick
1
Bernard, Carole
1
Bojarčenko, Svetlana I.
1
Cui, Zhenyu
1
Deng, Shijie
1
Felbert, Alexander von
1
Fonseca, José da
1
Grasselli, Martino
1
Ielpo, Florian
1
Jang, Hyun Jin
1
Jang, Jiwook
1
Kirkby, J. Lars
1
Ladde, Gangaram S.
1
Leung, Tim
1
McLeish, Don L.
1
Pagliarani, Stefano
1
Park, Jong Jun
1
Pascucci, Andrea
1
Schlögl, Erik
1
Zhou, Yang
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Bank of Finland research discussion papers
15
Physica A: Statistical Mechanics and its Applications
12
International Journal of Theoretical and Applied Finance (IJTAF)
11
Bank of Finland Research Discussion Paper
10
Journal of econometrics
7
Annals of the Institute of Statistical Mathematics
6
Discussion paper / Tinbergen Institute
6
IMF Working Papers
6
The journal of computational finance
6
Tinbergen Institute Discussion Papers
6
Applied Mathematical Finance
5
CPQF Working Paper Series
5
Journal of Multivariate Analysis
5
MPRA Paper
5
Tinbergen Institute Discussion Paper
5
Computational Statistics
4
Computational economics
4
Journal of mathematical finance
4
Metrika
4
Statistics & Probability Letters
4
Working Paper
4
CEMFI working paper
3
Discussion paper / Centre for Economic Policy Research
3
Finance and Stochastics
3
Finance and stochastics
3
Journal of Banking & Finance
3
Journal of banking & finance
3
Journal of economic dynamics & control
3
Oxford bulletin of economics and statistics
3
SpringerLink / Bücher
3
Stochastic Processes and their Applications
3
Working Papers / Department of Economics, University of Waterloo
3
Working paper
3
Working paper / Department of Economics, Lund University
3
Application of operations research to financial markets
2
Applied mathematical finance
2
Banco de Espana Working Paper
2
CEF.UP working paper
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick
;
Ladde, Gangaram S.
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-72
Persistent link: https://www.econbiz.de/10011419362
Saved in:
2
Local stochastic volatility with jumps : analytical approximations
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010243616
Saved in:
3
Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
Saved in:
4
Counterparty credit risk in a clearing network
Felbert, Alexander von
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012496786
Saved in:
5
On the Heston model with stochastic correlation
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011572381
Saved in:
6
Quanto pricing in stochastic correlation models
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011903766
Saved in:
7
Swing option pricing by dynamic programming with B-spline density projection
Kirkby, J. Lars
;
Deng, Shijie
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-53
Persistent link: https://www.econbiz.de/10012183215
Saved in:
8
Catastrophe insurance derivatives pricing using a Cox process with jump diffusion CIR intensity
Jang, Jiwook
;
Park, Jong Jun
;
Jang, Hyun Jin
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011956976
Saved in:
9
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
10
Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009756073
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
