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 journal of computational finance"
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
Pricing of First Touch Digital...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Zins
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Bojarčenko, Svetlana I.
1
Levendorskii, Sergei
1
Levendorskij, Sergej Z.
1
Xie, Jiayao
1
Published in...
All
The journal of computational finance
International journal of theoretical and applied finance
13
Finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Papers / arXiv.org
5
Working paper / EERC
3
Applied mathematical finance
2
Department of Economics Working Papers / Department of Economics, University of Texas-Austin
2
International economic review
2
Journal of mathematical economics
2
MPRA Paper
2
Microeconomics
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
2006 Meeting Papers
1
Annals of Finance
1
Annals of finance
1
Contributions to Theoretical Economics
1
Econometric Society 2004 North American Winter Meetings
1
Finance and stochastics
1
Games and economic behavior
1
Journal of Mathematical Economics
1
Levine's Bibliography
1
Macroeconomics
1
Models of investment under uncertainty when shocks are non-Gaussian
1
SpringerLink / Bücher
1
Stochastic Processes and their Applications
1
Studies in Economic Theory
1
Studies in economic theory
1
William Davidson Institute working papers series
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
OLC EcoSci
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
American options in Lévy models with stochastic interest rates
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
The journal of computational finance
12
(
2009
)
4
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009534611
Saved in:
2
Fast pricing and calculation of sensitivities of out-of-the-money European options under Lévy processes
Levendorskii, Sergei
;
Xie, Jiayao
- In:
The journal of computational finance
15
(
2012
)
3
,
pp. 71-135
Persistent link: https://www.econbiz.de/10009968211
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
