//--> //--> //-->
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:"Elliott, Robert J."
~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
Option pricing theory
2
Optionspreistheorie
2
Stochastischer Prozess
2
Black-Scholes model
1
Black-Scholes-Modell
1
Discrete barrier options
1
Fourier-cosine series
1
Interest rate
1
Interest rate derivative
1
Lévy processes
1
Volatility
1
Volatilität
1
Yield curve
1
Zero-Bond
1
Zero-coupon bond
1
Zins
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
1
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.
Elliott, Robert J.
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
Cordis, Adriana S.
1
Cui, Zhenyu
1
Cummins, Mark
1
Del Viva, Luca
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
Annals of finance
3
Applied mathematical finance
2
International journal of theoretical and applied finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of futures markets
2
European journal of operational research : EJOR
1
Finance and stochastics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic dynamics & control
1
The journal of derivatives : JOD
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes
Lian, Guanghua
;
Zhu, Song-Ping
;
Elliott, Robert J.
; …
- In:
Journal of banking & finance
75
(
2017
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011742159
Saved in:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->