المؤلفون: Adiele, Ugochukwu Oliver

Thesis Advisors: Song, Kai-Sheng, Iaia, Joseph, Liu, Jianguo

مصطلحات موضوعية: Jump-diffusion process, L\'evy process, option pricing, parameter estimation, leptokurtic feature

وصف الملف: Text

الاتاحة: https://digital.library.unt.edu/ark:/67531/metadc2257741/

المؤلفون: Wajih Abbasi, Petr Hájek, Diana Ismailova, Saira Yessimzhanova, Zouhaier Ben Khelifa, Kholnazar Amonov

المصدر: International Journal of Economics and Financial Issues, Vol 6, Iss 4, Pp 1918-1929 (2016)

مصطلحات موضوعية: jump-diffusion, kou model, leptokurtic feature, trust-region-reflective algorithm, us index options, Business, HF5001-6182, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://dergipark.org.tr/tr/pub/ijefi/issue/32045/354739?publisher=http-www-cag-edu-tr-ilhan-ozturk; https://doaj.org/toc/2146-4138

URL الوصول: https://doaj.org/article/9b82ab56aa574589a5c2abf1b2e3ac81

المؤلفون: Abbasi, Wajih, Hájek, Petr, Ismailova, Diana, Yessimzhanova, Saira, Khelifa, Zouhaier Ben, Amonov, Kholnazar

المصدر: Volume: 6, Issue: 4 1918-1929
International Journal of Economics and Financial Issues

مصطلحات موضوعية: Jump-diffusion,Kou model,Leptokurtic feature,Trust-region-reflective algorithm,US index options

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=tubitakulakb::2c32d0307cb4c100eafb519727753780
https://dergipark.org.tr/tr/pub/ijefi/issue/32045/354739

المؤلفون: Cai, Ning, Yang, Xuewei

مصطلحات موضوعية: international reserves, shocks, leptokurtic feature, management strategy, limited capability of raising reserves, drift switching, reflected jump-diffusion

Relation: http://repository.ust.hk/ir/Record/1783.1-69627; Social Science Research Network, 26 January 2016, number 2488530; https://doi.org/10.2139/ssrn.2488530; http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=&rft.volume=&rft.issue=&rft.date=2014&rft.spage=&rft.aulast=Cai&rft.aufirst=Ning&rft.atitle=The%20Cost%20of%20Shocks%20in%20Reserve%20Management&rft.title=Social%20Science%20Research%20Network

الاتاحة: http://repository.ust.hk/ir/Record/1783.1-69627
https://doi.org/10.2139/ssrn.2488530
http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=&rft.volume=&rft.issue=&rft.date=2014&rft.spage=&rft.aulast=Cai&rft.aufirst=Ning&rft.atitle=The%20Cost%20of%20Shocks%20in%20Reserve%20Management&rft.title=Social%20Science%20Research%20Network

المؤلفون: Berhane, Tesfahun^1,1, Adam, Molalign¹, Awgichew, Guriju¹, Haile, Eshetu¹

المصدر: Journal of Resources and Ecology 11(1):111-120. 2020

المؤلفون: Cai, Ning, Yang, Xuewei

مصطلحات الفهرس: international reserves, shocks, leptokurtic feature, management strategy, limited capability of raising reserves, drift switching, reflected jump-diffusion, Preprint

URL: http://repository.hkust.edu.hk/ir/Record/1783.1-69627
https://doi.org/10.2139/ssrn.2488530
http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=&rft.volume=&rft.issue=&rft.date=2014&rft.spage=&rft.aulast=Cai&rft.aufirst=Ning&rft.atitle=The%20Cost%20of%20Shocks%20in%20Reserve%20Management&rft.title=Social%20Science%20Research%20Network