//--> //--> //-->
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
~person:"Barbachan, José Santiago Fajardo"
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
Optimal stopping of strong Mar...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Lévy processes
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Skewness
2
Volatility
2
Volatilität
2
implied volatility smirk
2
Barrier contracts
1
Contract
1
Option trading
1
Optionsgeschäft
1
Statistical distribution
1
Statistische Verteilung
1
Symmetry
1
Vertrag
1
symmetry
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Conference paper
1
Konferenzbeitrag
1
Language
All
English
3
Author
All
Barbachan, José Santiago Fajardo
Lleo, Sébastien
16
Davis, Mark H. A.
15
Tansel, Aysit
13
Yamazaki, Kazutoshi
8
Fajardo, José
7
McCauley, Joseph L.
7
Mordecki, Ernesto
7
Ozdemir, Zeynel Abidin
7
Stachurski, John
7
Bassler, Kevin E.
6
Eberlein, Ernst
6
Gunaratne, Gemunu H.
6
Herzberg, Frederik
6
Kan, Elif Oznur
6
Kohn, Wolfgang
6
Mandjes, Michel
6
Browning, Martin
5
Carro, Jesus M.
5
Chen, Yu-Fu
5
Luciano, Elisa
5
Petrie, Dennis
5
Ballotta, Laura
4
Chen, Gongyu
4
Gapeev, Pavel V.
4
Garibaldi, Ubaldo
4
Higson, Chris
4
Holly, Sean
4
Hughston, Lane P.
4
Jeon, Junkee
4
Levendorskij, Sergej Z.
4
Macrina, Andrea
4
Packham, Natalie
4
Petrella, Ivan
4
Pérez, José-Luis
4
Scalas, Enrico
4
Schmidt, Wolfgang M.
4
SenGupta, Indranil
4
Vives, Josep
4
Benth, Fred Espen
3
more ...
less ...
Published in...
All
Applied economics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Barrier style contracts under Lévy processes : an alternative approach
Barbachan, José Santiago Fajardo
- In:
Journal of banking & finance
53
(
2015
),
pp. 179-187
Persistent link: https://www.econbiz.de/10011377718
Saved in:
2
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
3
A new factor to explain implied volatility smirk
Barbachan, José Santiago Fajardo
- In:
Applied economics
49
(
2017
)
40
,
pp. 4026-4034
Persistent link: https://www.econbiz.de/10011820005
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->