//--> //--> //-->
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
type_genre:"Multi-volume publication"
~person:"Assa, Hirbod"
~person:"Becker, Sebastian"
~person:"Papapantoleon, Antonis"
~source:"econis"
~type_genre:"Bibliography included"
~type_genre:"Konferenzbeitrag"
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:"Wertpapiertermingeschäft"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Derivat
4
Derivative
4
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
2
Volatilität
2
Affine LIBOR models
1
Black-Scholes model
1
Black-Scholes-Modell
1
CEV model
1
CIR model
1
Demand
1
Demand elasticity
1
EU countries
1
EU-Staaten
1
European quanto derivatives
1
Experiment
1
Forward price
1
Interest rate derivative
1
LIBOR
1
LIBOR market models
1
Learning process
1
Lernprozess
1
Lévy forward price models
1
Malliavin calculus
1
Martingal
1
Martingale
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nachfrage
1
Preiselastizität
1
Price elasticity
1
Semimartingales
1
Simulation
1
Theorie
1
Theory
1
Yield curve
1
Zinsderivat
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Multi-volume publication
Bibliography included
Konferenzbeitrag
Article in journal
5
Aufsatz in Zeitschrift
5
Conference paper
4
Aufsatz im Buch
1
Book section
1
Language
All
English
4
Author
All
Assa, Hirbod
Becker, Sebastian
Papapantoleon, Antonis
Bruns, Christoph
3
Meyer-Bullerdiek, Frieder
3
Auspurg, Jan H.
2
Bell, Andreas
2
Burghof, Hans-Peter
2
Cerveny, Frank
2
Diwald, Hans
2
Heidenreich, Markus
2
Kistowski, Jesco von
2
Kotas, Carsten
2
Makowski, Andreas Markus
2
McDonald, Robert L.
2
Menichetti, Marco J.
2
Neubauer, Andreas
2
Patek, Guido Andreas
2
Peterhans, Oswald
2
Pochmann, Günter
2
Rosa-Clot, Marco
2
Strange, Susan
2
Taddei, Stefano
2
Albrecht, Rainer
1
Ali Ahmed, Huson Joher
1
André, Martin
1
Armstrong, John
1
Avellaneda, Marco
1
Azoff, E. M.
1
Bao, Li
1
Bauer, Thomas
1
Baz, Jamil
1
Beckmann, Reinhard
1
Beilner, Thomas
1
Ben-Ameur, Hatem
1
Bennati, Eleonora
1
Benth, Fred Espen
1
Berger, Manfred
1
Besser, Axel
1
Bessler, Wolfgang
1
more ...
less ...
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Agricultural finance review
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Learning the random variables in Monte Carlo simulations with stochastic gradient descent : machine learning for parametric PDEs and financial derivative pricing
Becker, Sebastian
;
Jentzen, Arnulf
;
Müller, Marvin S.
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 90-150
Persistent link: https://www.econbiz.de/10014471160
Saved in:
2
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
3
Financial engineering in pricing agricultural derivatives based on demand and volatility
Assa, Hirbod
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10011695526
Saved in:
4
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->