//--> //--> //-->
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:"Beliaeva, Natalia A."
~subject:"Stochastic process"
~type_genre:"Article in journal"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Option pricing theory
4
Optionspreistheorie
4
Stochastischer Prozess
3
Interest rate derivative
2
Zero-Bond
2
Zero-coupon bond
2
Zinsderivat
2
Bürgschaft
1
China
1
Chinese SOEs
1
Contingent claim
1
European
1
Europäisch
1
Funding cost
1
Implicit guarantee
1
Interest rate
1
Option trading
1
Optionsgeschäft
1
Public enterprise
1
Simulation
1
Surety
1
Theorie
1
Theory
1
Too-big-to-fail
1
USA
1
United States
1
Volatility
1
Volatilität
1
Yield curve
1
Zins
1
Zinsstruktur
1
Öffentliches Unternehmen
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Beliaeva, Natalia A.
McAleer, Michael
27
Escobar, Marcos
24
Asai, Manabu
21
Carr, Peter
21
Todorov, Viktor
19
Cui, Zhenyu
18
Fabozzi, Frank J.
17
Tauchen, George Eugene
17
Wang, Xingchun
17
Elliott, Robert J.
16
Madan, Dilip B.
16
Benth, Fred Espen
15
Hainaut, Donatien
15
Takahashi, Akihiko
15
Chan, Joshua
13
Siu, Tak Kuen
13
Wong, Hoi Ying
13
Fouque, Jean-Pierre
12
Kim, Young Shin
12
Kirkby, J. Lars
12
Levendorskij, Sergej Z.
12
Račev, Svetlozar T.
12
He, Xin-Jiang
11
Kim, Jeong-Hoon
11
Yu, Jun
11
Grasselli, Martino
10
Nguyen, Duy
10
Shiraya, Kenichiro
10
Sircar, Kaushik Ronnie
10
Alòs, Elisa
9
Chiarella, Carl
9
Forde, Martin
9
Hess, Markus
9
Li, Yong
9
Lin, Shih-kuei
9
Mumtaz, Haroon
9
Oosterlee, Cornelis Willebrordus
9
Andersen, Torben
8
Arai, Takuji
8
Bayraktar, Erhan
8
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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
A simple approach to pricing American options under the Heston stochastic
volatility
model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
2
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
3
Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 151-163
Persistent link: https://www.econbiz.de/10009411156
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->