//--> //--> //-->
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:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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:"equity index"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
benchmark approach
2
Aktienindex
1
Growth optimal portfolio
1
Hedging
1
Index futures
1
Index-Futures
1
Monte Carlo methods
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multi-factor diffusion
1
Simulation
1
Stock index
1
diversified equity index
1
exact simulation
1
long-dated equity index options
1
minimal market model
1
pricing PDE
1
variance reduction
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Platen, Eckhard
2
Fergusson, Kevin
1
Heath, David C.
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Emerging markets review
2
IMF Working Papers
2
International review of financial analysis
2
Research Paper Series / Finance Discipline Group, Business School
2
Research in international business and finance
2
The empirical economics letters : a monthly international journal of economics
2
Working Papers / Griswold Center for Economic Policy Studies, Department of Economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in financial education : journal of the Financial Education Association
1
Bank of Finland Discussion Papers
1
CEPR Discussion Papers
1
CREATES Research Papers
1
China finance review international
1
Computational economics
1
Econometrics
1
Econometrics : open access journal
1
Economic Modelling
1
Economic modelling
1
Economic systems
1
Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Economics letters
1
Economics working paper series
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy Economics
1
Financial innovation : FIN
1
Global business review
1
Global finance journal
1
IMF Staff Country Reports
1
International Journal of Economics
1
International journal of finance & banking studies : JJFBS
1
Journal of Banking & Finance
1
Journal of Risk and Financial Management
1
Journal of banking & finance
1
Journal of behavioral and experimental finance
1
Journal of business ethics : JBE
1
Journal of economic studies
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
MPRA Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Less expensive pricing and hedging of long-dated
equity
index
options when interest rates are stochastic
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344299
Saved in:
2
A Monte Carlo method using PDE expansions for a diversifed
equity
index
model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->