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Finanzmathematik
Theorie
506
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487
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440
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377
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3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
52
USB Cologne (EcoSocSci)
3
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1
Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012587815
Saved in:
2
Numerical
ruin probability in the dual risk model with risk-free investments
Loke, Sooie-Hoe
;
Thomann, Enrique
- In:
Risks : open access journal
6
(
2018
)
4
,
pp. 1-13
, Pareto and discrete gains are considered. Finally, the same
numerical
method is applied to the Laplace transform of the time …
Persistent link: https://www.econbiz.de/10011906144
Saved in:
3
Volatility and correlation in financial markets : theoretical developments and
numerical
analysis
Pisani, Camilla
-
2015
Persistent link: https://www.econbiz.de/10011526981
Saved in:
4
Fast
Numerical
Method for Pricing of Variable Annuities with Guaranteed Minimum Withdrawal Benefit Under Optimal Withdrawal Strategy
Luo, Xiaolin
-
2015
Gauss-Hermite quadrature applied on a cubic spline interpolation.
Numerical
results from the new algorithm for a series of …
Persistent link: https://www.econbiz.de/10013032020
Saved in:
5
Numerical
methods and optimization in finance
Gilli, Manfred
;
Maringer, Dietmar G.
;
Schumann, Enrico
-
2019
-
Second edition
Persistent link: https://www.econbiz.de/10012386902
Saved in:
6
The source of error behavior for the solution of Black-Scholes PDE by finite difference and finite element methods
Özer, H. Ünsal
;
Duran, Ahmet
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011923061
Saved in:
7
High-performance computing in finance : problems, methods, and solutions
Kanniainen, Juho
-
2018
Persistent link: https://www.econbiz.de/10011749595
Saved in:
8
Numerical
computation of convex risk measures
Papayiannis, G. I.
;
Yannacopoulos, Athanasios N.
- In:
Advances of OR in commodities and financial modeling
,
(pp. 417-435)
.
2018
Persistent link: https://www.econbiz.de/10011871424
Saved in:
9
Optimal portfolio allocation of commodity related assets using a controlled forward-backward algorithm
Ludwig, Stephan Ernst
-
2013
Persistent link: https://www.econbiz.de/10009746647
Saved in:
10
Numerical
methods for optimization in finance : optimized hedges for options and optimized options for hedging
Lipp, Tobias
-
2013
Persistent link: https://www.econbiz.de/10010203082
Saved in:
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