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
~subject:"Option pricing theory"
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
On Errors and Bias of Fourier...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
55
Theory
54
Optionspreistheorie
48
Stochastischer Prozess
25
USA
25
United States
24
Stochastic process
23
Zinsstruktur
23
Corporate bond
22
Unternehmensanleihe
22
Yield curve
22
Credit risk
21
Kreditrisiko
21
Schätzung
21
Estimation
20
Financial market
18
Finanzmarkt
18
Credit derivative
17
Kreditderivat
17
Rentenmarkt
17
Bond market
16
Option trading
16
Optionsgeschäft
16
Geldpolitik
15
Monetary policy
15
Risiko
15
Risk
15
Financial intermediation
14
Financial market regulation
14
Finanzintermediation
14
Finanzmarktregulierung
14
Entropie
13
Financial crisis
13
Finanzkrise
13
Risikoprämie
13
Entropy
12
Impact assessment
12
Risk premium
12
Wirkungsanalyse
12
more ...
less ...
Online availability
All
Free
26
Undetermined
5
Type of publication
All
Book / Working Paper
28
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
48
Author
All
Levendorskii, Sergei
24
Levendorskij, Sergej Z.
21
Boyarchenko, Svetlana
10
Bojarčenko, Svetlana I.
9
Boyarchenko, Mitya
5
Boyarchenko, Nina
4
Cerrato, Mario
2
Crosby, John
2
Cui, Zhenyu
2
Hodges, Stewart D.
2
Xie, Jiayao
2
de Innocentis, Marco
2
Fuster, Andreas
1
Innocentis, Marco de
1
Kirkby, Justin
1
Kudryavtsev, Oleg
1
Kudryavtsev, Oleg E.
1
Kyrkby, J. Lars
1
Law, Jimmy
1
Lucca, David O.
1
Shek, Justin
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
1
Published in...
All
International journal of theoretical and applied finance
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Applied mathematical finance
2
Staff reports / Federal Reserve Bank of New York
2
Annals of finance
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
Finance and stochastics
1
International economic review
1
The journal of computational finance
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The eigenfunction expansion method in multi-factor quadratic term structure models
Boyarchenko, Nina
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 503-539
Persistent link: https://www.econbiz.de/10003626604
Saved in:
2
Pricing of the American put under Lévy processes
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 303-335
Persistent link: https://www.econbiz.de/10002111463
Saved in:
3
Consistency conditions for affine term structure models : II. option pricing under diffusions with embedded jumps
Levendorskij, Sergej Z.
- In:
Annals of finance
2
(
2006
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10003282260
Saved in:
4
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
Saved in:
5
Practical guide to real options in discrete time
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International economic review
48
(
2007
)
1
,
pp. 311-342
Persistent link: https://www.econbiz.de/10003446769
Saved in:
6
Pricing of first touch digitals under normal inverse Gaussian processes
Kudryavtsev, Oleg
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 915-949
Persistent link: https://www.econbiz.de/10003380303
Saved in:
7
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:
8
Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009756073
Saved in:
9
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
10
Pitfalls of the fourier transform method in affine models, and remedies
Levendorskij, Sergej Z.
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 81-134
Persistent link: https://www.econbiz.de/10011546994
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
