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:"Volatility"
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
Scaling of Lévy–Student proces...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Lévy processes
234
Stochastischer Prozess
115
Stochastic process
111
Option pricing theory
90
Optionspreistheorie
90
Volatilität
37
Lévy Processes
24
Theorie
22
Derivat
21
Derivative
21
Optionsgeschäft
20
Option trading
19
Theory
18
Asset and Liability Management
16
Benchmarked Asset Management
16
Classical Solutions
16
Dynamic Investment Management
16
Hamilton–Jacobi–Bellman Equations
16
Jump Diffusion Processes
16
Kelly Criterion
16
Risk Sensitive Control
16
Stochastic Control
16
Viscosity Solutions
16
Option pricing
14
Portfolio selection
12
Portfolio-Management
12
Statistical distribution
11
Statistische Verteilung
11
option pricing
10
Markov chain
9
Markov-Kette
9
stochastic volatility
9
Monte Carlo simulation
8
Wiener-Hopf factorization
8
Fourier transform
7
Hedging
7
Swap
7
Time series analysis
7
Zeitreihenanalyse
7
more ...
less ...
Online availability
All
Undetermined
20
Free
3
Type of publication
All
Article
32
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Arbeitspapier
3
Conference paper
3
Graue Literatur
3
Konferenzbeitrag
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
2
Book section
2
Hochschulschrift
1
more ...
less ...
Language
All
English
35
Author
All
SenGupta, Indranil
3
Barbachan, José Santiago Fajardo
2
Benth, Fred Espen
2
Fabozzi, Frank J.
2
Habtemicael, Semere
2
Kallsen, Jan
2
Račev, Svetlozar T.
2
Arai, Takuji
1
Ballotta, Laura
1
Bates, David S.
1
Bianchi, Michele Leonardo
1
Bonfiglioli, Efrem
1
Boyarchenko, Mitya
1
Chan, Tat Lung (Ron)
1
Cheng, Johnson T.-S.
1
Cui, Zhenyu
1
Drahokoupil, Jakub
1
Eberlein, Ernst
1
El-Khatib, Youssef
1
Elliott, Robert J.
1
Farkas, Walter
1
Feng, Zhi-Yuan
1
Fu, Jianping
1
Fusai, Gianluca
1
Gardini, Matteo
1
Glau, Kathrin
1
Goutte, Stéphane
1
Guerra, João
1
Hamza, Kais
1
Hofer, Markus
1
Hofmann, Karl Friedrich
1
Imai, Yuto
1
Innocentis, Marco de
1
Jahncke, Giso
1
Jiang, I-Ming
1
Kawanishi, Yasuhiro
1
Kim, Young Shin
1
Klebaner, Fima C.
1
Klingler, Sven
1
Koekebakker, Steen
1
more ...
less ...
Published in...
All
Applied mathematical finance
5
International journal of theoretical and applied finance
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Asia-Pacific financial markets
2
Finance and stochastics
2
International journal of financial engineering
2
The European journal of finance
2
Annals of financial economics
1
Applied economics
1
Applied financial economics
1
Computational economics
1
FFA Working Papers : FFA working paper
1
Finance research letters
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
IMA journal of management mathematics
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of financial economics
1
Mathematics of operations research
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
Swiss Finance Institute Research Paper
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of risk model validation
1
Working paper series / Centre for Practical Quantitative Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
2
Option pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
3
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
4
Options pricing with time changed Lévy processes under imprecise information
Feng, Zhi-Yuan
;
Cheng, Johnson T.-S.
;
Liu, Yu-Hong
; …
- In:
Fuzzy optimization and decision making : a journal of …
14
(
2015
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011313098
Saved in:
5
Modeling electricity spot prices : combining mean reversion, spikes, and stochastic volatility
Mayer, Klaus
;
Schmid, Thomas
;
Weber, Florian
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 292-315
Persistent link: https://www.econbiz.de/10010528197
Saved in:
6
U.S. stock market crash risk, 1926–2010
Bates, David S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
Saved in:
7
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:
8
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
9
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
10
Quadratic hedging strategies for volatility swaps
Wang, Xingchun
;
Fu, Jianping
;
Wang, Guanying
;
Wang, Yongjin
- In:
Finance research letters
15
(
2015
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
