//--> //--> //-->
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"
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
Volatility and variance swaps...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Financial crisis
1
Finanzkrise
1
Option pricing theory
1
Optionspreistheorie
1
Ornstein-Uhlenbeck process
1
Sampling
1
Sampling frequency
1
Stichprobenerhebung
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Swap
1
Variance swap
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
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, Jeong-Hoon
1
Kim, See-Woo
1
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Computational economics
4
Quantitative finance
3
Finance research letters
2
Quantitative Finance
2
Statistics & Probability Letters
2
Economic modelling
1
Mathematics and financial economics
1
Physica A: Statistical Mechanics and its Applications
1
Stochastic Processes and their Applications
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->