//--> //--> //-->
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:"Journal of banking & finance"
~person:"Beliaeva, Natalia A."
~person:"Cordis, Adriana S."
~subject:"Stochastic process"
~type_genre:"Article in journal"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Stochastischer Prozess
2
Autocorrelation
1
Autokorrelation
1
Discrete autoregressive model
1
Interest rate
1
Interest rate derivative
1
Markov chain
1
Markov-Kette
1
Option pricing theory
1
Optionspreistheorie
1
Probability theory
1
Realized volatility
1
Stochastic volatility
1
Theorie
1
Theory
1
Time series analysis
1
Time-varying transition probabilities
1
Volatility
1
Volatilität
1
Wahrscheinlichkeitsrechnung
1
Yield curve
1
Zeitreihenanalyse
1
Zero-Bond
1
Zero-coupon bond
1
Zins
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Beliaeva, Natalia A.
Cordis, Adriana S.
Leippold, Markus
3
Backwell, Alex
2
Baldeaux, Jan
2
Branger, Nicole
2
Kaeck, Andreas
2
Platen, Eckhard
2
Alexander, Carol
1
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Barbachan, José Santiago Fajardo
1
Barro, Diana
1
Barsotti, Flavia
1
Boloorforoosh, Ali
1
Bregantini, Daniele
1
Caldana, Ruggero
1
Casassus, Jaime
1
Chang, Charles
1
Chavez-Demoulin, Valerie
1
Cheng, Benjamin
1
Christoffersen, Peter F.
1
Chung, Shing Fung
1
Collin-Dufresne, Pierre
1
Consigli, Giorgio
1
Cui, Zhenyu
1
Cummins, Mark
1
Del Viva, Luca
1
Elliott, Robert J.
1
Erdemlioglu, Deniz
1
Escobar, Marcos
1
Fengler, Matthias
1
Ferrando, Sebastian
1
Feunou, Bruno
1
Fuh, Cheng-der
1
Fusai, Gianluca
1
Ge̜bka, Bartosz
1
Goldstein, Bob
1
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 151-163
Persistent link: https://www.econbiz.de/10009411156
Saved in:
2
Discrete stochastic autoregressive
volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->