//--> //--> //--> //-->
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:"Black-Scholes-Modell"
~subject:"Heston model"
~subject:"Mathematical finance"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Heston model
Mathematical finance
Option trading
60
Optionsgeschäft
60
Option pricing theory
58
Optionspreistheorie
58
Stochastic process
17
Stochastischer Prozess
17
Theorie
15
Theory
15
Volatility
13
Volatilität
13
Black-Scholes model
11
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
barrier options
6
Derivat
5
Derivative
5
stochastic volatility
5
Experiment
4
Hedging
4
Numerical analysis
4
Numerisches Verfahren
4
American options
3
Analysis
3
Asian options
3
Finanzmathematik
3
Mathematical analysis
3
option pricing
3
American option
2
European options
2
Markov chain
2
Markov-Kette
2
Mathematics
2
Mathematik
2
Monte Carlo
2
Portfolio selection
2
Portfolio-Management
2
Sampling
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Bain, Alan
1
Bhatoo, Omishwary
1
Burkovska, Olena
1
Chevalier, Etienne
1
Davis, Jesse
1
Devos, Laurens
1
Dubois, François
1
Escobar, Marcos
1
Fusai, Gianluca
1
Ganesan, Narayan
1
Glau, Kathrin
1
Grossinho, Maria do Rosário
1
Gulisashvili, Archil
1
Heritage, J. P.
1
Hientzsch, Bernhard
1
Kirkby, J. Lars
1
Kord, Yaser
1
Lagunas-Merino, Marc
1
Leduc, Guillaume
1
Leitao, Álvaro
1
Lelièvre, Tony
1
Ly Vath, Vathana
1
Mahlstedt, Mirco
1
Mariapragassam, Matthieu
1
Mazzon, Andrea
1
Merino, Raúl
1
Mnif, Mohamed
1
Nakatsu, Tomonori
1
Ortiz-Garcia, Luis
1
Palmer, Kenneth J.
1
Panz, Sven
1
Pascucci, Andrea
1
Peer, Arshad Ahmud Iqbal
1
Reisinger, Christoph
1
Reyners, Sofie
1
Saib, Aslam Aly El Faidal
1
Schoutens, Wim
1
Tadmor, Eitan
1
Tangman, Désiré Yannick
1
Vives, Josep
1
more ...
less ...
Published in...
All
The journal of computational finance
International journal of theoretical and applied finance
23
Applied mathematical finance
12
Computational economics
12
Review of derivatives research
11
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Quantitative finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Finance and stochastics
6
Journal of banking & finance
6
Applied economics
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Journal of derivatives & hedge funds
5
The journal of futures markets
5
Asia-Pacific financial markets
4
European journal of operational research : EJOR
4
Finance research letters
4
International journal of theoretical and applied finance : IJTAF
4
Journal of risk and financial management : JRFM
4
Annals of finance
3
Journal of econometrics
3
Journal of emerging market finance
3
Journal of financial economics
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Risks : open access journal
3
The European journal of finance
3
Working paper series / Centre for Practical Quantitative Finance
3
Applied financial economics
2
Cogent economics & finance
2
Discussion paper / B
2
Economic modelling
2
Financial innovation : FIN
2
Finanzmarkt und Portfolio-Management
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Investment management and financial innovations
2
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing barrier options with deep backward stochastic differential equation methods
Ganesan, Narayan
;
Yu, Yajie
;
Hientzsch, Bernhard
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014546284
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
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:
8
Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary
;
Peer, Arshad Ahmud Iqbal
;
Tadmor, Eitan
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 71-101
Persistent link: https://www.econbiz.de/10012042237
Saved in:
9
Complexity reduction for calibration to American options
Burkovska, Olena
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 25-60
Persistent link: https://www.econbiz.de/10012064981
Saved in:
10
Path-dependent American options
Chevalier, Etienne
;
Ly Vath, Vathana
;
Mnif, Mohamed
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 61-95
Persistent link: https://www.econbiz.de/10012064988
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->