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:"Stochastischer Prozess"
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
Approximation method using bla...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
China
119
Theorie
38
Theory
38
Option pricing theory
34
Optionspreistheorie
34
Innovation
29
Firm performance
23
Stochastic process
22
Unternehmenserfolg
22
Volatility
22
Volatilität
22
International economic relations
18
Internationale Wirtschaftsbeziehungen
18
Innovation management
17
Innovationsmanagement
17
Learning organization
15
Lernende Organisation
15
Börsenkurs
13
Share price
13
EU countries
12
EU-Staaten
12
Strategic management
12
Strategisches Management
12
Transport infrastructure
12
Verkehrsinfrastruktur
12
Lieferantenmanagement
11
New product development
11
Supplier relationship management
11
USA
11
United States
11
Welt
11
World
11
Option trading
10
Optionsgeschäft
10
Produktentwicklung
10
Asia
9
Asien
9
Belt and Road Initiative
9
Business start-up
9
more ...
less ...
Online availability
All
Undetermined
9
Free
5
Type of publication
All
Article
17
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
22
Author
All
Yamazaki, Akira
13
Shiraya, Kenichiro
12
Takahashi, Akihiko
5
Alòs, Elisa
2
Rolloos, Frido
2
Umezawa, Yuji
2
Li, Yuan
1
Toda, Masashi
1
Uenishi, Hiroki
1
Wang, Cong
1
Yamada, Toshihiro
1
more ...
less ...
Published in...
All
Applied mathematical finance
2
CARF working paper
2
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
The journal of futures markets
2
Advances in mathematical economics
1
Asia-Pacific financial markets
1
Finance and stochastics
1
Mathematics of operations research
1
Quantitative finance
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Review of derivatives research
1
The journal of computational finance
1
The journal of computational finance : JFC
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Moments of maximum of Lévy processes : application to barrier and lookback option pricing
Li, Yuan
;
Shiraya, Kenichiro
;
Umezawa, Yuji
;
Yamazaki, Akira
-
2022
Persistent link: https://www.econbiz.de/10013271751
Saved in:
2
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:
3
A general control variate method for time-changed Lévy processes : an application to options pricing
Shiraya, Kenichiro
;
Wang, Cong
;
Yamazaki, Akira
- In:
The journal of computational finance : JFC
27
(
2023
)
1
,
pp. 25-57
Persistent link: https://www.econbiz.de/10014486932
Saved in:
4
Analytical approximation of pricing average options under the Heston model
Yamazaki, Akira
- In:
Recent advances in financial engineering 2011: …
,
(pp. 203-220)
.
2012
Persistent link: https://www.econbiz.de/10009573427
Saved in:
5
Pricing average options under time-changed Lévy processes
Yamazaki, Akira
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 79-111
Persistent link: https://www.econbiz.de/10010519294
Saved in:
6
Efficiency of stochastic transfers in a directed graph
Yamazaki, Akira
- In:
Advances in mathematical economics
2
(
2000
),
pp. 119-135
Persistent link: https://www.econbiz.de/10001745799
Saved in:
7
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
Saved in:
8
A dynamic equilibrium model for U-shaped pricing kernels
Yamazaki, Akira
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 851-875
Persistent link: https://www.econbiz.de/10011907953
Saved in:
9
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:
10
Pricing path-dependent options with discrete monitoring under time-changed Lévy processes
Umezawa, Yuji
;
Yamazaki, Akira
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 133-161
Persistent link: https://www.econbiz.de/10010505145
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
