//--> //--> //--> //-->
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
isPartOf:"The journal of computational finance"
~subject:"American options"
~subject:"Black-Scholes-Modell"
~subject:"Markov-Kette"
~subject:"Mathematical finance"
~subject:"Optionspreistheorie"
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
Search: subject_exact:"American option"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
American options
Black-Scholes-Modell
Markov-Kette
Mathematical finance
Optionspreistheorie
Option trading
59
Optionsgeschäft
59
Option pricing theory
57
Stochastic process
16
Stochastischer Prozess
16
Theorie
15
Theory
15
Volatility
13
Volatilität
13
Black-Scholes model
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Derivat
5
Derivative
5
barrier options
5
stochastic volatility
5
Numerical analysis
4
Numerisches Verfahren
4
Asian options
3
Experiment
3
Finanzmathematik
3
Hedging
3
Heston model
3
option pricing
3
American option
2
Analysis
2
European options
2
Markov chain
2
Mathematical analysis
2
Mathematics
2
Mathematik
2
Monte Carlo
2
Portfolio selection
2
Portfolio-Management
2
Sampling
2
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
58
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Language
All
English
58
Author
All
Kirkby, J. Lars
3
Forsyth, Peter A.
2
Hafner, Reinhold
2
Vetzal, Kenneth R.
2
Zvan, R.
2
AitSahlia, Farid
1
Andersen, Leif B. G.
1
Bain, Alan
1
Becker, Martin
1
Benhamou, Eric
1
Bernard, Carole
1
Bhatoo, Omishwary
1
Bhuruth, M.
1
Bojarčenko, Svetlana I.
1
Bourgey, Florian
1
Brunner, Bernhard
1
Burkovska, Olena
1
Chalasani, Prasad
1
Chevalier, Etienne
1
Chhabra, Ashvin
1
Christara, Christina C.
1
Cont, Rama
1
Crocce, Fabián
1
Cui, Zhenyu
1
Dang, Duy Minh
1
Davis, Jesse
1
De Marco, Stefano
1
Del Moral, Pierre
1
Devos, Laurens
1
Drimus, Gabriel
1
Dubois, François
1
Escobar, Marcos
1
Farkas, Walter
1
Fu, Michael
1
Fusai, Gianluca
1
Gaudenzi, Marcellino
1
Gerstner, Thomas
1
Glau, Kathrin
1
Gourier, Elise
1
Graaf, Cornelis S. L. de
1
more ...
less ...
Published in...
All
The journal of computational finance
International journal of theoretical and applied finance
92
The journal of futures markets
84
Review of derivatives research
60
The journal of derivatives : the official publication of the International Association of Financial Engineers
54
Applied mathematical finance
51
Quantitative finance
49
Journal of banking & finance
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
Finance research letters
41
Journal of economic dynamics & control
39
The North American journal of economics and finance : a journal of financial economics studies
36
Finance and stochastics
31
International journal of financial engineering
31
Computational economics
28
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Journal of financial economics
21
Asia-Pacific financial markets
20
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Risks : open access journal
18
The European journal of finance
18
Review of quantitative finance and accounting
17
The journal of derivatives : JOD
16
Economic modelling
15
Insurance / Mathematics & economics
15
Applied economics
14
Journal of risk and financial management : JRFM
14
Swiss Finance Institute Research Paper
14
Annals of finance
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
13
Journal of financial markets
11
Energy economics
10
International review of financial analysis
10
Journal of derivatives & hedge funds
10
Journal of econometrics
10
Journal of risk
10
Operations research letters
10
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model
Bourgey, Florian
;
De Marco, Stefano
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 53-82
Persistent link: https://www.econbiz.de/10013549658
Saved in:
2
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
3
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
4
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
5
High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
Saved in:
6
Pricing American call options using the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 93-113
Persistent link: https://www.econbiz.de/10012212488
Saved in:
7
On extensions of the Barone-Adesi and Whaley method to price American-type options
Mathys, Ludovic
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 33-76
Persistent link: https://www.econbiz.de/10012543615
Saved in:
8
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
9
Monte Carlo pathwise sensitivities for barrier options
Gerstner, Thomas
;
Harrach, Bastian von
;
Roth, Daniel
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 75-99
Persistent link: https://www.econbiz.de/10012295868
Saved in:
10
An adaptive Monte Carlo approach for pricing Parisian options with general boundaries
Gűr, Sercan
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012295871
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->