//--> //--> //-->
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
~person:"Bayer, Christian"
~person:"Benth, Fred Espen"
~subject:"Asian options"
~subject:"Fourier methods"
~subject:"Monte-Carlo-Simulation"
~subject:"Search theory"
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:"Asian option"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Asian options
Fourier methods
Monte-Carlo-Simulation
Search theory
Option trading
16
Optionsgeschäft
16
Option pricing theory
11
Optionspreistheorie
11
Energiemarkt
6
Energy market
6
Stochastic process
6
Stochastischer Prozess
6
Hedging
5
Volatility
4
Volatilität
4
Derivat
3
Derivative
3
Market structure
3
Marktstruktur
3
Modellierung
3
Monte Carlo simulation
3
Scientific modelling
3
Black-Scholes model
2
Black-Scholes-Modell
2
Experiment
2
Stochastisches Modell
2
Suchtheorie
2
Affine jump models
1
Basket option
1
Basket options
1
Bermudan options
1
Black-Scholes
1
Characteristic function approximations
1
Cointegration
1
Commodity market
1
Dynamic programming
1
Dynamische Optimierung
1
Energy markets
1
Error bounds
1
Fourier option pricing
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Bayer, Christian
Benth, Fred Espen
Joshi, Mark S.
9
Stentoft, Lars
8
Tang, Robert
6
Reesor, R. Mark
4
Schoenmakers, John
4
Bernard, Carole
3
Caramellino, Lucia
3
Charnes, John Martin
3
Ewald, Christian-Oliver
3
Kim, Geonwoo
3
Kwok, Yue-Kuen
3
Pirjol, Dan
3
Wang, Xiaoqun
3
Abbasyan, Abdollah
2
Belomestny, Denis
2
Boire, François-Michel
2
Boyle, Phelim P.
2
Brignone, Riccardo
2
Cai, Ning
2
Cerrato, Mario
2
Chen, Nan
2
Del Moral, Pierre
2
Ekström, Erik
2
Ewald, Christian
2
Gebbia, Nick
2
Ghamami, Samim
2
Henderson, Vicky
2
Hobson, David G.
2
Jeon, Junkee
2
Kahalé, Nabil
2
Kim, Donghyun
2
Kirkby, J. Lars
2
Kitapbayev, Yerkin
2
Lai, Yongzeng
2
Mehrdoust, Farshid
2
Müller, Armin
2
Privault, Nicolas
2
Racicot, François-Éric
2
more ...
less ...
Published in...
All
Quantitative finance
2
Finance and stochastics
1
International journal of theoretical and applied finance
1
The journal of computational finance : JFC
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal damping with a hierarchical adaptive quadrature for efficient Fourier pricing of multi-asset options in Lévy models
Bayer, Christian
;
Ben Hammouda, Chiheb
;
Papapantoleon, …
- In:
The journal of computational finance : JFC
27
(
2023
)
3
,
pp. 43-86
Persistent link: https://www.econbiz.de/10014487037
Saved in:
2
Dynamic programming for optimal stopping via pseudo-regression
Bayer, Christian
;
Redmann, Martin
;
Schoenmakers, John
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012424631
Saved in:
3
Implied stopping rules for American basket options from Markovian projection
Bayer, Christian
;
Häppölä, Juho
;
Tempone, Raúl
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 371-390
Persistent link: https://www.econbiz.de/10012194659
Saved in:
4
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
5
Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets
Benth, Fred Espen
;
Dahl, Lars O.
;
Hvistendahl Karlsen, …
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 865-884
Persistent link: https://www.econbiz.de/10001862191
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->