//--> //--> //--> //-->
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
On Errors and Bias of Fourier...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
10
Optionspreistheorie
10
Stochastic process
7
Stochastischer Prozess
7
Option trading
4
Optionsgeschäft
4
Wiener-Hopf factorization
4
Fourier transform
3
barrier options
3
Heston model
2
Laplace inversion
2
Lévy processes
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
conformal deformations
2
credit default swaps
2
parabolic inverse Laplace transform
2
sinh-acceleration
2
B-splines
1
Bias
1
Black-Scholes model
1
Black-Scholes-Modell
1
CGMY
1
CGMY model
1
CIR
1
CIR subordinator
1
Carr's randomization
1
Credit derivative
1
Derivat
1
Derivative
1
Financial market
1
Finanzmarkt
1
Finanzmathematik
1
Gaver-Stehfest method
1
Gaver-Wynn-Rho algorithm
1
KoBoL
1
KoBoL processes
1
Kreditderivat
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
13
Author
All
Levendorskij, Sergej Z.
13
Bojarčenko, Svetlana I.
4
Boyarchenko, Mitya
1
Boyarchenko, Nina
1
Cui, Zhenyu
1
Innocentis, Marco de
1
Kudryavtsev, Oleg
1
Kyrkby, J. Lars
1
Mijatovi´c, Aleksandar
1
Pistorius, Martijn
1
more ...
less ...
Institution
All
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
Published in...
All
International journal of theoretical and applied finance
Staff reports / Federal Reserve Bank of New York
34
FRB of New York Staff Report
23
Staff Report
20
Staff Reports
14
Staff Reports / Federal Reserve Bank of New York
8
Discussion papers / CEPR
7
FRB of NY Staff Report
6
Journal of monetary economics
6
Discussion paper / Centre for Economic Policy Research
5
Economic policy review
5
Finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Papers / arXiv.org
5
Working paper / EERC
3
Working papers / Department of Economics
3
Applied mathematical finance
2
CESifo Working Paper
2
Department of Economics Working Papers / Department of Economics, University of Texas-Austin
2
Economic Policy Review
2
FEDS Working Paper
2
Finance and economics discussion series
2
International economic review
2
Journal of financial economics
2
Journal of mathematical economics
2
MPRA Paper
2
Microeconomics
2
NBER Working Paper
2
NBER working paper series
2
The journal of computational finance
2
The review of financial studies
2
Working paper / National Bureau of Economic Research, Inc.
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
2006 Meeting Papers
1
2009 Meeting Papers
1
2014 Meeting Papers
1
AFA 2009 San Francisco Meetings Paper
1
Annals of Finance
1
Annals of finance
1
Becker Friedman Institute for Research in Economics Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On errors and bias of Fourier transform methods in quadratic term structure models
Boyarchenko, Nina
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 273-306
Persistent link: https://www.econbiz.de/10003441974
Saved in:
2
Pricing of the American put under Lévy processes
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 303-335
Persistent link: https://www.econbiz.de/10002111463
Saved in:
3
Pricing of first touch digitals under normal inverse Gaussian processes
Kudryavtsev, Oleg
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 915-949
Persistent link: https://www.econbiz.de/10003380303
Saved in:
4
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:
5
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
6
Special issue on spectral methods in finance
Levendorskij, Sergej Z.
(
contributor
)
-
Spectral and Cubature Methods in Finance and …
-
2011
Persistent link: https://www.econbiz.de/10009407692
Saved in:
7
Preface: Spectral and cubature methods in finance and econometrics : an Interdisciplinary International Research Workshop University of Leicester, United Kingdom, 18 - 20 June 2009
Levendorskij, Sergej Z.
;
Mijatovi´c, Aleksandar
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 5-7
Persistent link: https://www.econbiz.de/10009408859
Saved in:
8
Method of paired contours and pricing barrier options and CDSs of long maturities
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-58
Persistent link: https://www.econbiz.de/10010437194
Saved in:
9
Efficient pricing and reliable calibration in the Heston model
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-44
Persistent link: https://www.econbiz.de/10009685887
Saved in:
10
Option pricing for truncated Lévy processes
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 549-552
Persistent link: https://www.econbiz.de/10001524333
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->