//--> //--> //-->
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:"Han, Hyunsoon"
~person:"Lyu, Jisang"
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: person:"Lee, Chaeyoung"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Brownian bridge
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Option pricing theory
2
Optionspreistheorie
2
Black–Scholes equation
1
Equity-linked securities
1
Fast Monte Carlo method
1
Interest rate
1
Option pricing
1
Simulation
1
Stochastic process
1
Stochastischer Prozess
1
Time-dependent interest rate
1
Time-dependent volatility
1
Volatility
1
Volatilität
1
Zins
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Han, Hyunsoon
Lyu, Jisang
Kim, Junseok
4
Lee, Chaeyoung
4
Jang, Hanbyeol
2
Jeong, Darae
2
Kim, Sangkwon
2
Ban, Jungyup
1
Han, Junhee
1
Hwang, Youngjin
1
Kwak, Soobin
1
Lee, Seongjin
1
Lee, Wonjin
1
Li, Yibao
1
Park, Eunchae
1
Shin, Jaemin
1
more ...
less ...
Published in...
All
Computational economics
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A practical Monte Carlo method for pricing equity‑linked securities with time‑dependent volatility and interest rate
Kim, Sangkwon
;
Lyu, Jisang
;
Lee, Wonjin
;
Park, Eunchae
; …
- In:
Computational economics
63
(
2024
)
5
,
pp. 2069-2086
Persistent link: https://www.econbiz.de/10014550869
Saved in:
2
Fast Monte Carlo simulation for pricing equity-linked securities
Jang, Hanbyeol
;
Kim, Sangkwon
;
Han, Junhee
;
Lee, Seongjin
; …
- In:
Computational economics
56
(
2020
)
4
,
pp. 865-882
Persistent link: https://www.econbiz.de/10012390481
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->