//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Aufsatzsammlung"
~subject:"Landwirtschaft"
~subject:"Volatilität"
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
Recent results in stochastic p...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Aufsatzsammlung
Landwirtschaft
Volatilität
Stochastic process
48
Stochastischer Prozess
48
Option pricing theory
32
Optionspreistheorie
32
Volatility
26
Theorie
13
Theory
13
Option trading
9
Optionsgeschäft
9
Stochastic volatility
9
Portfolio selection
7
Portfolio-Management
7
Credit risk
6
Kreditrisiko
6
ARCH model
5
ARCH-Modell
5
Derivat
5
Derivative
5
Estimation
5
Schätzung
5
Esscher transform
4
Experiment
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Swap
4
Barrier option
3
Black-Scholes model
3
Black-Scholes-Modell
3
Forecasting model
3
Hedging
3
Interest rate
3
Markov chain
3
Markov-Kette
3
Option pricing
3
Prognoseverfahren
3
Risikomaß
3
Risk measure
3
Time series analysis
3
Yield curve
3
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Li, Shaoyu
3
Lin, Shih-kuei
2
Ma, Jingtang
2
Aiube, Fernando Antônio Lucena
1
Allen, David E.
1
Bian, Zhicun
1
Campani, Carlos Heitor
1
Chan, Jennifer So-kuen
1
Chan, Tat Lung (Ron)
1
Chang, Chia-Chang
1
Chao, Wei-Hsiung
1
Chen, Carl R.
1
Chen, Dengsheng
1
Chen, Naiwei
1
Chen, Ting-Fu
1
Chiu, Hsin-Yu
1
Deng, Dongya
1
Fan, Jiacheng
1
Faquieri, Winicius Botelho
1
Feng, Yaqin
1
Gong, Xiaoli
1
Göncü, Ahmet
1
He, Xin-Jiang
1
He, Yong
1
Hong, Hui
1
Huang, Henry He
1
Jing, Bo
1
Karahan, Mehmet Oğuz
1
Kim, Jeong-Hoon
1
Kim, See-Woo
1
Kok Haur Ng
1
Kooi Huat Ng
1
Kshatriya, Saranya
1
Kuzubaş, Tolga Umut
1
Labuschagne, Coenraad C. A.
1
Lai, Yongzeng
1
Li, Leon
1
Li, Shenghong
1
Li, Ziqiang
1
Liang, Zhilei
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Discussion paper / Tinbergen Institute
56
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
47
Econometric reviews
44
European journal of operational research : EJOR
41
Finance research letters
39
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
31
The journal of futures markets
31
Energy economics
30
Journal of empirical finance
30
Risks : open access journal
30
Research paper series / Swiss Finance Institute
29
Economics letters
27
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
21
Economic modelling
20
Econometrics : open access journal
18
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
18
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Explicit approximate analytic formulas for timer option pricing with stochastic interest rates
Ma, Jingtang
;
Deng, Dongya
;
Lai, Yongzeng
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011539653
Saved in:
2
Consistent pricing of VIX options with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
Saved in:
3
Jump Interdependencies : stochastic linkages among international stock markets
Kshatriya, Saranya
;
Prasanna, Krishna
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822184
Saved in:
4
Valuation of options on the maximum of two prices with default risk under GARCH models
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012822187
Saved in:
5
Impact of volatility jumps in a mean-reverting model : derivative pricing and empirical evidence
Chiu, Hsin-Yu
;
Chen, Ting-Fu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656907
Saved in:
6
A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
Li, Shaoyu
;
Zhang, Yuanyuan
;
Zhu, Chunhui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013188207
Saved in:
7
Generalized affine transform on pricing quanto range accrual note
Li, Shaoyu
;
Huang, Henry He
;
Zhang, Teng
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012665783
Saved in:
8
Leverage effect on stochastic volatility for option pricing in Hong Kong : a simulation and empirical study
Hong, Hui
;
Bian, Zhicun
;
Chen, Naiwei
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012666125
Saved in:
9
Approximate analytic solution for Asian options with stochastic volatility
Lin, Chung-Gee
;
Chang, Chia-Chang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667176
Saved in:
10
Pricing exotic options using the Wang transform
Labuschagne, Coenraad C. A.
;
Offwood, Theresa M.
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 139-150
Persistent link: https://www.econbiz.de/10009779326
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->