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:"Yamazaki, Akira"
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
Power variation from second or...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Lévy process
4
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Black-Scholes formula
1
Black-Scholes model
1
Black-Scholes-Modell
1
Brownian bridge
1
Control variate
1
Event risk
1
Experiment
1
Gaussian process
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Ornstein-Uhlenbeck process
1
Path-dependent options
1
Simulation
1
Volatility
1
Volatilität
1
affine process
1
asymptotic analysis
1
barrier option
1
discretely monitored path-dependent option
1
intertemporal joint distribution
1
multivariate characteristic function
1
proportional hazard model
1
quadratic Gaussian process
1
randomized maturity
1
time-changed Lévy process
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
4
Author
All
Yamazaki, Akira
Podolskij, Mark
23
Barndorff-Nielsen, Ole E.
17
Shephard, Neil
15
Berti, Patrizia
10
Pratelli, Luca
10
Rigo, Pietro
10
Aguilar, Jean-Philippe
9
Kim, Young Shin
9
Vetter, Mathias
8
Crimaldi, Irene
7
Jacod, Jean
7
Todorov, Viktor
7
Klüppelberg, Claudia
6
Pakkanen, Mikko S.
6
Abbring, Jaap H.
5
Kolokolov, Aleksey
5
Mykland, Per A.
5
Andersen, Torben
4
Carr, Peter
4
Corcuera, José Manuel
4
Fusari, Nicola
4
Haug, Stephan
4
Korbel, Jan
4
Liu, Zhi
4
Livieri, Giulia
4
Maller, Ross A.
4
Pirino, Davide
4
Woerner, Jeannette H. C.
4
Andersen, Torben G.
3
Ferrari, Giorgio
3
Ghysels, Eric
3
Goutte, Stéphane
3
Griffin, Philip S.
3
Kappus, Johanna
3
Kirkby, Justin Lars
3
Lee, Roger
3
Li, Shu
3
Li, Yingying
3
Mittnik, Stefan
3
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
2
CARF working paper
1
European journal of operational research : EJOR
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On valuation with stochastic proportional Hazard model in finance
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009756036
Saved in:
2
Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011523937
Saved in:
3
Approximation method using black-scholes formula for barrier option pricing under Lévy models
Li, Yuan
;
Miyachi, Kaimon
;
Shiraya, Kenichiro
; …
-
2021
-
This version : June 7, 2021
Persistent link: https://www.econbiz.de/10012807890
Saved in:
4
A general control variate method for Lévy models in finance
Shiraya, Kenichiro
;
Uenishi, Hiroki
;
Yamazaki, Akira
- In:
European journal of operational research : EJOR
284
(
2020
)
3
,
pp. 1190-1200
Persistent link: https://www.econbiz.de/10012238947
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
