//--> //--> //-->
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
subject:"Monte-Carlo-Simulation"
~isPartOf:"Annals of operations research"
~isPartOf:"Quantitative finance"
~subject:"American options"
~type_genre:"Article in journal"
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:"Calculus"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
American options
Analysis
12
Mathematical analysis
12
Option pricing theory
9
Optionspreistheorie
9
Stochastic process
8
Stochastischer Prozess
8
Black-Scholes model
5
Black-Scholes-Modell
5
Experiment
5
Option trading
4
Optionsgeschäft
4
Derivat
3
Derivative
3
Hedging
3
Monte Carlo simulation
3
Neural networks
3
Neuronale Netze
3
Partial differential equations
3
Stochastic differential equations
3
Delta hedging
2
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
American option pricing
1
Bachelier model
1
Basket options
1
Bermudan option
1
Black & Scholes
1
Callable yield note (CYN)
1
Comonotonicity
1
Correction
1
Deep neural network (DNN)
1
Deep recurrent neural networks
1
Digital option
1
European option
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Cheang, Gerald H. L.
1
Chen, Yangang
1
Cohen, Asaf
1
Garces, Len Patrick Dominic M.
1
Kloeden, Peter E.
1
Neuenkirch, Andreas
1
Pavani, Raffaella
1
Stokes, James
1
Sun, Chuhao
1
Veerapaneni, Shravan
1
Wan, Justin W. L.
1
Yamada, Toshihiro
1
Yamamoto, Kenta
1
Zhao, Tianchen
1
more ...
less ...
Published in...
All
Annals of operations research
Quantitative finance
Applied mathematical finance
2
International journal of theoretical and applied finance
2
International journal of theoretical and applied finance : IJTAF
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of computational finance
2
Asia-Pacific financial markets
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Insurance / Mathematics & economics
1
Mathematics of operations research
1
Operations research
1
Risks : open access journal
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantum-inspired variational algorithms for partial differential equations : application to financial derivative pricing
Zhao, Tianchen
;
Sun, Chuhao
;
Cohen, Asaf
;
Stokes, James
; …
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014551890
Saved in:
2
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
Saved in:
3
Representation of exchange option prices under stochastic volatility jump-diffusion dynamics
Cheang, Gerald H. L.
;
Garces, Len Patrick Dominic M.
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 291-310
Persistent link: https://www.econbiz.de/10012194867
Saved in:
4
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
Saved in:
5
Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
Kloeden, Peter E.
;
Neuenkirch, Andreas
;
Pavani, Raffaella
-
2011
Persistent link: https://www.econbiz.de/10009305696
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->