//--> //--> //--> //-->
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
~language:"eng"
~person:"Kim, Young Shin"
~source:"econis"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
33
Optionspreistheorie
33
Stochastic process
15
Stochastischer Prozess
15
Volatility
10
Volatilität
10
Lévy process
7
Statistical distribution
6
Statistische Verteilung
6
ARCH model
5
ARCH-Modell
5
Option pricing
5
Theorie
5
Theory
5
CAPM
4
Derivat
4
Derivative
4
Markov chain
4
Markov-Kette
4
Capital income
3
Kapitaleinkommen
3
Option trading
3
Optionsgeschäft
3
Finanzmathematik
2
Mathematical finance
2
Method of moments
2
Momentenmethode
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Stochastic volatility
2
Tempered stable process
2
Yield curve
2
Zinsstruktur
2
option pricing
2
stochastic volatility
2
American option
1
Barrier option pricing
1
Binomial tree model
1
Black-Scholes option pricing
1
Classical tempered stable distribution
1
more ...
less ...
Online availability
All
Undetermined
11
Free
7
Type of publication
All
Article
23
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
2
Aufsatz im Buch
2
Book section
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Conference paper
1
Konferenzbeitrag
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
Author
All
Kim, Young Shin
Madan, Dilip B.
93
Cui, Zhenyu
73
Fabozzi, Frank J.
67
Joshi, Mark S.
67
Carr, Peter
64
Härdle, Wolfgang
63
Schoutens, Wim
61
Takahashi, Akihiko
59
Chiarella, Carl
53
Elliott, Robert J.
52
Stentoft, Lars
52
Jacobs, Kris
46
Benth, Fred Espen
39
Jarrow, Robert A.
39
Kwok, Yue-Kuen
39
Oosterlee, Cornelis W.
36
Fusai, Gianluca
34
Schlögl, Erik
34
Platen, Eckhard
33
Siu, Tak Kuen
33
Christoffersen, Peter F.
32
Schoenmakers, John
32
Wystup, Uwe
32
Hull, John
31
Wang, Xingchun
31
Zhang, Jin E.
31
Barone-Adesi, Giovanni
30
Ewald, Christian-Oliver
30
Perrakis, Stylianos
30
Schwartz, Eduardo S.
30
Chesney, Marc
29
Korn, Ralf
29
Račev, Svetlozar T.
29
Alghalith, Moawia
28
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Wilmott, Paul
28
Wong, Hoi Ying
28
Yang, Zhaojun
28
more ...
less ...
Published in...
All
Journal of banking & finance
3
International journal of theoretical and applied finance
2
Journal of risk and financial management : JRFM
2
Review of derivatives research
2
The Frank J. Fabozzi series
2
Working paper series in economics
2
Applied financial economics
1
Applied mathematical finance
1
Computational Management Science : CMS
1
Computational economics
1
Economics letters
1
Finance research letters
1
Frank J. Fabozzi Ser
1
International review of financial analysis
1
Journal of econometrics
1
Mathematical methods of operations research
1
New developments in financial modelling
1
Quantitative finance
1
Risk assessment : decisions in banking and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Reward-risk momentum strategies using classical tempered stable distribution
Choi, Jaehyung
;
Kim, Young Shin
;
Mitov, Ivan
- In:
Journal of banking & finance
58
(
2015
),
pp. 194-213
Persistent link: https://www.econbiz.de/10011543976
Saved in:
2
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
3
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
4
Tempered stable process, first passage time, and path-dependent option pricing
Kim, Young Shin
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 187-215
Persistent link: https://www.econbiz.de/10011993461
Saved in:
5
Long-range dependence in the risk-neutral measure for the market on Lehman Brothers Collapse
Kim, Young Shin
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 309-322
Persistent link: https://www.econbiz.de/10011704246
Saved in:
6
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
7
Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
Saved in:
8
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:
9
A modified tempered stable distribution with volatility clustering
Kim, Young Shin
;
Račev, Svetlozar T.
;
Chung, Dong Myung
; …
- In:
New developments in financial modelling
,
(pp. 344-365)
.
2008
Persistent link: https://www.econbiz.de/10003981863
Saved in:
10
Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->