//--> //--> //-->
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 mathematical finance"
~isPartOf:"Post-Print / HAL"
~isPartOf:"Quantitative finance"
~subject:"Lévy process"
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
Model risk for barrier options...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Lévy process
Option pricing theory
47
Optionspreistheorie
47
Option pricing
34
Volatility
27
Volatilität
27
Stochastic process
24
Stochastischer Prozess
24
Option Pricing
16
Option trading
11
Optionsgeschäft
11
Derivat
9
Derivative
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Black-Scholes model
8
Black-Scholes-Modell
8
Experiment
8
option pricing
6
Statistical distribution
5
Statistische Verteilung
5
Stochastic volatility
5
Deep learning
4
Incomplete market
4
Neural networks
4
Neuronale Netze
4
CAC 40
3
Hedging
3
Learning process
3
Lernprozess
3
Markov chain
3
Markov-Kette
3
Monte Carlo
3
Risiko
3
Risk
3
ARCH model
2
ARCH-Modell
2
American option
2
American options
2
Black-Scholes Model
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Aguilar, Jean-Philippe
2
Douady, Raphaël
1
Fu, Weilong
1
Hirsa, Ali
1
Kim, Young Shin
1
Kirkby, Justin Lars
1
Roh, Kum-Hwan
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Post-Print / HAL
Quantitative finance
Finance and Stochastics
3
International journal of theoretical and applied finance
3
Asia-Pacific Financial Markets
2
Risks
2
Risks : open access journal
2
Australian journal of management
1
European journal of operational research : EJOR
1
Finance and stochastics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Journal of Risk and Financial Management
1
Journal of derivatives & hedge funds
1
Journal of risk and financial management : JRFM
1
Politická ekonomie
1
Review of Derivatives Research
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
2
Explicit option valuation in the exponential NIG model
Aguilar, Jean-Philippe
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1281-1299
Persistent link: https://www.econbiz.de/10012608646
Saved in:
3
Closed-form option pricing for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
Saved in:
4
An unsupervised deep learning approach to solving partial integro-differential equations
Fu, Weilong
;
Hirsa, Ali
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1481-1494
Persistent link: https://www.econbiz.de/10013367923
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->