//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Applied mathematical finance"
~person:"Lyons, Terry"
~person:"Michel, Christophe"
~person:"Reutenauer, Victor"
~subject:"Derivat"
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:"Optionspreismodell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Derivative
3
Option pricing theory
3
Optionspreistheorie
3
Hedging
1
Interest rate derivative
1
Interest rate derivatives
1
Model-free pricing
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Numerical analysis
1
Numerisches Verfahren
1
Stochastic process
1
Stochastischer Prozess
1
Zinsderivat
1
financial derivatives
1
optimization
1
rough path theory
1
stochastic algorithms
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Lyons, Terry
Michel, Christophe
Reutenauer, Victor
Sabino, Piergiacomo
3
Cohen, Samuel N.
2
Nejad, Sina
2
Reisinger, Christoph
2
Wang, Sheng
2
Arribas, Imanol Perez
1
Benth, Fred Espen
1
Bossu, Sébastien
1
Bouzianis, George
1
Chiu, Chun-Yuan
1
Cont, Rama
1
Cufaro Petroni, Nicola
1
Eberlein, Ernst
1
Figueroa-López, José E.
1
Gardini, Matteo
1
Gong, Ruoting
1
Houdré, Christian
1
Hughston, Lane P.
1
Jain, Shashi
1
Joshi, Mark S.
1
Karlsson, Patrik
1
Kercheval, Alec
1
Kirkby, J. Lars
1
Ménassé, Clément
1
Oosterlee, Cornelis Willebrordus
1
Perez Arribas, Imanol
1
Pircalabu, Anca
1
Pirjol, Dan
1
Rudmann, Marcus
1
Talay, Denis
1
Tankov, Peter
1
Tanré, Etienne
1
Vuletić, Milena
1
Zeng, Pingping
1
Zheng, Wendong
1
Zhu, Dan
1
more ...
less ...
Published in...
All
Applied mathematical finance
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-parametric pricing and hedging of exotic derivatives
Lyons, Terry
;
Nejad, Sina
;
Perez Arribas, Imanol
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 457-494
Persistent link: https://www.econbiz.de/10012516168
Saved in:
2
Numerical method for model-free pricing of exotic derivatives in discrete time using rough path signatures
Lyons, Terry
;
Nejad, Sina
;
Arribas, Imanol Perez
- In:
Applied mathematical finance
26
(
2019
)
6
,
pp. 583-597
Persistent link: https://www.econbiz.de/10012210427
Saved in:
3
Liquidity costs : a new numerical methodology and an empirical study
Michel, Christophe
;
Reutenauer, Victor
;
Talay, Denis
; …
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 57-79
Persistent link: https://www.econbiz.de/10011546989
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->