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Power variation from second or...
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Podolskij, Mark
23
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17
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15
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10
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10
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10
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9
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8
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7
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RePEc
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201
Pricing swaps on discrete realized higher moments under the lévy process
Zhu, Wenli
;
Ruan, Xinfeng
- In:
Computational economics
53
(
2019
)
2
,
pp. 507-532
Persistent link: https://www.econbiz.de/10012134734
Saved in:
202
Lévy processes on the cryptocurrency market
Zięba, Damian
-
2019
Persistent link: https://www.econbiz.de/10012196575
Saved in:
203
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
204
Equilibrium approach of asset and option pricing under Lévy process and stochastic volatility
Li, Shuang
;
Zhou, Yanli
;
Wu, Yonghong
;
Ge, Xiangyu
- In:
Australian journal of management
42
(
2017
)
2
,
pp. 276-295
Persistent link: https://www.econbiz.de/10011774879
Saved in:
205
Pricing European options and risk measurement under exponential Lévy models : a practical guide
Salhi, Khaled
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011777826
Saved in:
206
A numerical method to approximate multi-asset option pricing under exponential Lévy model
Khodayari, Leila
;
Ranjbar, Mojtaba
- In:
Computational economics
50
(
2017
)
2
,
pp. 189-205
Persistent link: https://www.econbiz.de/10011762378
Saved in:
207
Double asymptotics for explosive continuous time models
Wang, XiaoHu
;
Yu, Jun
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
Saved in:
208
Tempered stable process, first passage time, and path-dependent option pricing
Kim, Young Shin
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 187-215
Persistent link: https://www.econbiz.de/10011993461
Saved in:
209
Pricing discrete double barrier options under Lévy processes : an extension of the method by Milev and Tagliani
Xiao, Shuang
;
Ma, Shihua
- In:
Finance research letters
19
(
2016
),
pp. 67-74
Persistent link: https://www.econbiz.de/10011657452
Saved in:
210
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
Zhao, Yongxia
;
Chen, Ping
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 135-146
Persistent link: https://www.econbiz.de/10011712427
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