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:"Optionspreistheorie"
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
Stochastic jump intensity mode...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Risiko
3
Risikomanagement
3
Risk
3
Risk management
3
Theorie
3
Theory
3
Regulation
2
Regulierung
2
Stochastic process
2
Stochastischer Prozess
2
Analysis
1
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Convergence in law
1
Fractional and multifractional Brownian motions
1
Gaussian process
1
Gaussian processes
1
Hull & White model
1
Karhunen-Loève
1
Mathematical analysis
1
Option pricing theory
1
Pathwise integral
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risk budget allocation
1
Risk measure
1
S-transform
1
Skorohod integral
1
Volatility
1
Volatilität
1
White noise theory
1
Wick-Itô integral
1
Wick–Itô integral
1
fractional Brownian motion
1
functional quantization
1
llocation
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Corlay, Sylvain
1
Lebovits, Joachim
1
Lévy Véhel, Jacques
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multifractional stochastic volatility models
Corlay, Sylvain
;
Lebovits, Joachim
;
Lévy Véhel, Jacques
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 364-402
Persistent link: https://www.econbiz.de/10010357370
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
