//--> //--> //-->
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
~subject:"Derivat"
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:"Bermudan options"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
Bermudan options
32
Optionspreistheorie
20
Option pricing theory
18
Monte Carlo simulation
15
American and Bermudan options
9
Monte-Carlo-Simulation
7
Optimal stopping times
6
Regression methods
6
LIBOR market model
5
Option trading
5
Optionsgeschäft
5
American options
4
Derivative
4
Monte Carlo
4
Simulation
4
Stochastic process
4
Stochastischer Prozess
4
Boundary condition
3
Conditional probabilistic representations
3
Consumption process
3
Deltas
3
Dynamic programming
3
Option pricing
3
Regression
3
Callability
2
Credit risk
2
Dual bounds
2
Dynamische Optimierung
2
Early exercise
2
Expected exposure
2
Finance
2
Heston
2
Interest rate derivative
2
Kreditrisiko
2
Low and Upper bounds
2
Mixed exercise
2
Monte Carlo simulations
2
PSOR algorithm
2
Perpetual Bermudan options
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Joshi, Mark S.
2
Feng, Qian
1
Germano, G.
1
Graaf, Cornelis S. L. de
1
Kandhai, Drona
1
Marazzina, D.
1
Oosterlee, Cornelis W.
1
Phelan, C. E.
1
Tang, Robert
1
Wiguna, Alexander
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities
Phelan, C. E.
;
Marazzina, D.
;
Germano, G.
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 899-918
Persistent link: https://www.econbiz.de/10012262635
Saved in:
2
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
Saved in:
3
Efficient computation of exposure profiles for counterparty credit risk
Graaf, Cornelis S. L. de
;
Feng, Qian
;
Kandhai, Drona
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010391508
Saved in:
4
Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->