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~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Broadie, Mark"
~person:"Duck, Peter W."
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
5
Optionspreistheorie
5
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Aktienoption
1
Black-Scholes model
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Derivat
1
Derivative
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Option pricing
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Option trading
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Optionsgeschäft
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Stock option
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american options
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curtailed range method
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heston volatility model
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Aufsatz in Zeitschrift
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Broadie, Mark
Duck, Peter W.
Chen, Son-nan
7
Wu, Ting-pin
7
Eberlein, Ernst
6
Hull, John
6
White, Alan
6
Kwok, Yue-Kuen
5
Sircar, Kaushik Ronnie
5
Tian, Yisong Sam
5
Zagst, Rudi
5
Benth, Fred Espen
4
Carr, Peter
4
Chiarella, Carl
4
Ederington, Louis H.
4
Escobar, Marcos
4
Fabozzi, Frank J.
4
Howison, Sam
4
Madan, Dilip B.
4
Rebonato, Riccardo
4
Ritchken, Peter H.
4
Russo, Emilio
4
Sabino, Piergiacomo
4
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4
Wu, Liuren
4
Atkinson, Colin
3
Avellaneda, Marco
3
Bermin, Hans-Peter
3
Bernard, Carole
3
Boyle, Phelim P.
3
Chaput, J. Scott
3
Chesney, Marc
3
Cohen, Samuel N.
3
Elliott, Robert J.
3
Glau, Kathrin
3
Kennedy, Joanne E.
3
Klein, Peter
3
Lehnert, Thorsten
3
Newton, David P.
3
Oosterlee, Cornelis Willebrordus
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Applied mathematical finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Journal of economic dynamics & control
3
Journal of financial economics
2
The journal of computational finance
2
The journal of real estate finance and economics
2
The review of financial studies
2
Finance and stochastics
1
Journal of econometrics
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
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Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
2
Enhanced Monte Carlo estimates for American
option
prices
Broadie, Mark
- In:
The journal of derivatives : the official publication …
5
(
1997
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001226468
Saved in:
3
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
4
Enhancing the accuracy of pricing American and Bermudan options
Duck, Peter W.
;
Newton, David P.
;
Widdicks, Martin
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 34-44
Persistent link: https://www.econbiz.de/10003010747
Saved in:
5
Curtailing the range for lattice and grid methods
Andricopoulos, Ari D.
;
Widdick, Martin
;
Duck, Peter W.
; …
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 55-61
Persistent link: https://www.econbiz.de/10002108943
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