Springer Finance - Discrete Time Series, Processes, and Applications in Finance
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20

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Published By Springer Berlin Heidelberg

9783642317415, 9783642317422

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Option Pricing

Springer Finance - Discrete Time Series, Processes, and Applications in Finance ◽

10.1007/978-3-642-31742-2_16 ◽

2013 ◽

pp. 233-255

Author(s):

Gilles Zumbach

Keyword(s):

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The Innovation Distributions

Springer Finance - Discrete Time Series, Processes, and Applications in Finance ◽

10.1007/978-3-642-31742-2_13 ◽

2013 ◽

pp. 197-203

Author(s):

Gilles Zumbach

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Logarithmic Versus Relative Random Walks

Springer Finance - Discrete Time Series, Processes, and Applications in Finance ◽

10.1007/978-3-642-31742-2_6 ◽

2013 ◽

pp. 69-84

Author(s):

Gilles Zumbach

Keyword(s):

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Process Overview

Springer Finance - Discrete Time Series, Processes, and Applications in Finance ◽

10.1007/978-3-642-31742-2_5 ◽

2013 ◽

pp. 57-67

Author(s):

Gilles Zumbach

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Notation, Naming, and General Definitions

Springer Finance - Discrete Time Series, Processes, and Applications in Finance ◽

10.1007/978-3-642-31742-2_2 ◽

2013 ◽

pp. 7-16

Author(s):

Gilles Zumbach

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Leverage Effect

Springer Finance - Discrete Time Series, Processes, and Applications in Finance ◽

10.1007/978-3-642-31742-2_14 ◽

2013 ◽

pp. 205-209 ◽

Author(s):

Gilles Zumbach

Keyword(s):

Leverage Effect

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ARCH Processes

Springer Finance - Discrete Time Series, Processes, and Applications in Finance ◽

10.1007/978-3-642-31742-2_7 ◽

2013 ◽

pp. 85-128

Author(s):

Gilles Zumbach

Keyword(s):

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The Processes Compatible with the Stylized Facts

Springer Finance - Discrete Time Series, Processes, and Applications in Finance ◽

10.1007/978-3-642-31742-2_19 ◽

2013 ◽

pp. 295-298

Author(s):

Gilles Zumbach

Keyword(s):

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Time-Reversal Asymmetry

Springer Finance - Discrete Time Series, Processes, and Applications in Finance ◽

10.1007/978-3-642-31742-2_11 ◽

2013 ◽

pp. 163-179

Author(s):

Gilles Zumbach

Keyword(s):

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Regime-Switching Process

Springer Finance - Discrete Time Series, Processes, and Applications in Finance ◽

10.1007/978-3-642-31742-2_9 ◽

2013 ◽

pp. 143-145

Author(s):

Gilles Zumbach

Keyword(s):

Regime Switching ◽

Switching Process

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