//--> //--> //-->
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 econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Kim, Young Shin"
~subject:"Yield curve"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
Option pricing theory
2
Optionspreistheorie
2
Black-Scholes option pricing
1
CAPM
1
Lévy process
1
Multivariate normal tempered stable process
1
Nikkei 225 dollar options
1
Quanto option
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
Zinsstruktur
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
Kim, Young Shin
Chen, Son-nan
4
Wu, Ting-pin
4
Bjerregaard Pedersen, Morten
1
Brigo, Damiano
1
Chang, Jui-jane
1
Chen, Qiang
1
Chen, Ren-Raw
1
Chiang, Mi-Hsiu
1
Chuang, Ming-Che
1
Dravid, Ajay R.
1
Engle, Robert F.
1
Fabozzi, Frank J.
1
Gouriéroux, Christian
1
Ho, Thomas S. Y.
1
Hull, John
1
Jensen, Malene Shin
1
Leblon, Grégoire
1
Lin, Shih-kuei
1
Lu, Ling
1
Mancini, Cecilia
1
Monfort, Alain
1
Moraleda Novo, Juan Manuel
1
Moraux, Franck
1
Morini, Massimo
1
Pan, Zhiyuan
1
Pelsser, Antoon André Jean
1
Račev, Svetlozar T.
1
Renò, Roberto
1
Ritchken, Peter H.
1
Rosenberg, Joshua V.
1
Sankarasubramanian, L.
1
Sarig, Oded H.
1
Scott, Louis O.
1
Sidenius, Jakob
1
Stoyanov, Stoyan V.
1
Suchintabandid, Sira
1
Svenstrup, Mikkel
1
Uhrig, Marliese
1
Wang, Chun-chao
1
more ...
less ...
Published in...
All
Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Review of derivatives research
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->