//--> //--> //-->
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
~isPartOf:"Quantitative finance"
~language:"eng"
~language:"spa"
~person:"Bayer, Christian"
~subject:"Supply chain"
~subject:"Volatilität"
~type_genre:"Accompanied by computer file"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
~type_genre:"Übersichtsarbeit"
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:
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Supply chain
Volatilität
Option pricing theory
7
Optionspreistheorie
7
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Stochastic process
4
Stochastischer Prozess
4
Monte Carlo
3
Option trading
3
Optionsgeschäft
3
Volatility
3
Black-Scholes model
2
Black-Scholes-Modell
2
European option pricing
2
Markov chain
2
Markov-Kette
2
Option pricing
2
Quasi-Monte Carlo
2
Richardson extrapolation
2
Search theory
2
Suchtheorie
2
Adaptive sparse grid quadrature
1
Adaptive sparse grids
1
Basket option
1
Basket options
1
Bermudan options
1
Black-Scholes
1
Brownian bridge
1
Brownian bridge construction
1
Computational Finance
1
Distribution functions
1
Dynamic programming
1
Dynamische Optimierung
1
Error bounds
1
Estimation theory
1
Experiment
1
Fractional kernel
1
Greeks
1
Hamilton-Jabcobi-Bellman
1
Linear regression
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Accompanied by computer file
Article in journal
Aufsatz in Zeitschrift
Sammelwerk
Übersichtsarbeit
Language
All
English
Spanish
Author
All
Bayer, Christian
Escobar, Marcos
4
Gatheral, Jim
4
Radoičić, Radoš
4
Sornette, Didier
4
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Lillo, Fabrizio
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Rosenbaum, Mathieu
3
Wehrli, Alexander
3
Aguilar, Jean-Philippe
2
Alexander, Carol
2
Alòs, Elisa
2
Bellini, Fabio
2
Bormetti, Giacomo
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Cheng, Yuyang
2
Cui, Zhenyu
2
De Marco, Stefano
2
Forde, Martin
2
Friz, Peter K.
2
Fukasawa, Masaaki
2
Garces, Len Patrick Dominic M.
2
Glasserman, Paul
2
Gobet, Emmanuel
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
Izzeldin, Marwan
2
Khashanah, Khaldoun
2
Kim, Jeong-Hoon
2
Liu, Xiaoquan
2
Martini, Claude
2
Mercuri, Lorenzo
2
more ...
less ...
Published in...
All
Quantitative finance
International journal of theoretical and applied finance : IJTAF
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
2
Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model
Bayer, Christian
;
Ben Hammouda, Chiheb
;
Tempone, Raúl
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1457-1473
Persistent link: https://www.econbiz.de/10012295614
Saved in:
3
Short-time near-the-money skew in rough fractional volatility models
Bayer, Christian
;
Friz, Peter K.
;
Gulisashvili, Archil
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 779-798
Persistent link: https://www.econbiz.de/10012194716
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->