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subject:"Deutschland"
~isPartOf:"Computational economics"
~isPartOf:"The journal of computational finance"
~subject:"Interest rate derivative"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Contingent-claims approach"
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Deutschland
Interest rate derivative
Statistische Verteilung
Option pricing theory
361
Optionspreistheorie
361
Stochastic process
135
Stochastischer Prozess
135
Volatility
103
Volatilität
103
Option trading
86
Optionsgeschäft
86
Theorie
70
Theory
70
Monte Carlo simulation
61
Monte-Carlo-Simulation
61
Black-Scholes model
54
Black-Scholes-Modell
54
Derivat
47
Derivative
47
Simulation
26
Experiment
25
Yield curve
24
Zinsstruktur
24
Option pricing
23
Analysis
21
Mathematical analysis
21
Statistical distribution
19
Zinsderivat
19
Hedging
18
Swap
17
stochastic volatility
15
Credit risk
13
Kreditrisiko
13
Markov chain
13
Markov-Kette
13
Numerical analysis
13
Estimation theory
12
Heston model
12
Interest rate
12
Numerisches Verfahren
12
Schätztheorie
12
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Free
1
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Article
38
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38
Aufsatz in Zeitschrift
38
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English
38
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Glasserman, Paul
2
Hafner, Reinhold
2
Joshi, Mark S.
2
Korn, Ralf
2
Oosterlee, Cornelis Willebrordus
2
Piterbarg, Vladimir V.
2
Rebonato, Riccardo
2
Schoenmakers, John
2
Andersen, Leif B. G.
1
Barth, Andrea
1
Bhuruth, Muddun
1
Bianchi, Michele Leonardo
1
Brotherton-Ratcliffe, Rupert
1
Brunner, Bernhard
1
Carr, Peter
1
Coonjobeharry, Radha Krishn
1
Coskun, Sema
1
Daluiso, Roberto
1
Denson, Nick
1
Desmettre, Sascha
1
Erkan, Bünyamin
1
Fabozzi, Frank J.
1
Fuh, Cheng-Der
1
Gogala, Jaka
1
Grzelak, Lech A.
1
Itkin, Andrey
1
Jaeckel, Peter
1
Kennedy, Joanne E.
1
Khorunzhina, Natalia
1
Kiesel, Rüdiger
1
Kim, See-Woo
1
Kumar, Sumit
1
Kundu, Arindam
1
Kurbanmuradov, O.
1
Liang, Qian
1
Luján Fernández, Ignacio
1
Lutz, Matthias
1
Ma, Yong-Ki
1
Mauler, David J.
1
McDonald, James B.
1
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Computational economics
The journal of computational finance
International journal of theoretical and applied finance
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Review of derivatives research
22
The journal of futures markets
21
Applied mathematical finance
19
Quantitative finance
19
Journal of banking & finance
17
International journal of financial engineering
16
Journal of econometrics
16
Finance and stochastics
12
Gabler Edition Wissenschaft
12
Journal of mathematical finance
12
SFB 649 discussion paper
11
European journal of operational research : EJOR
10
Journal of economic dynamics & control
10
Risks : open access journal
9
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
SpringerLink / Bücher
8
Discussion papers of interdisciplinary research project 373
7
Review of quantitative finance and accounting
7
Europäische Hochschulschriften / 5
6
Insurance / Mathematics & economics
6
Kredit und Kapital
6
Lecture notes in economics and mathematical systems : LNEMS
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Advances in futures and options research : a research annual
5
Applied economics
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Economic modelling
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial economics
5
Mathematics and financial economics
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
The journal of finance : the journal of the American Finance Association
5
The journal of fixed income
5
CFS working paper series
4
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ECONIS (ZBW)
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1
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
2
Pricing the correlation skew with normal mean-variance mixture copulas
Luján Fernández, Ignacio
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 83-99
Persistent link: https://www.econbiz.de/10013549659
Saved in:
3
An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
,
pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
Saved in:
4
Computational modeling of non-Gaussian option price using non-extensive Tsallis’ entropy framework
Nayak, Gangadhar
;
Singh, Amit Kumar
;
Senapati, Dilip
- In:
Computational economics
57
(
2021
)
4
,
pp. 1353-1371
Persistent link: https://www.econbiz.de/10012543376
Saved in:
5
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
Saved in:
6
Second-order Monte Carlo sensitivities
Daluiso, Roberto
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012212482
Saved in:
7
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
8
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
9
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
10
Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
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