//--> //--> //-->
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:"Option pricing 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: person:"Pages, Gilles"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
9
Theory
9
Optionspreistheorie
8
Stochastic process
6
Stochastischer Prozess
6
optimal quantization
4
Derivat
3
Derivative
3
Euler scheme
2
Hedging
2
energy
2
stochastic control
2
Algorithm
1
Algorithmus
1
American options
1
Applied mathematical finance
1
Asset allocation
1
Bermudan options
1
Börsenkurs
1
CVaR
1
Central Limit Theorem
1
Control and optimization
1
Credit risk
1
Energiemarkt
1
Energy market
1
Ergodic diffusion
1
Estimation theory
1
Exchange rate
1
Financial market regulation
1
Finanzmarktregulierung
1
Finanzmathematik
1
Greece
1
Greeks
1
Griechenland
1
Kreditrisiko
1
Linear algebra
1
Lineare Algebra
1
Mathematical finance
1
Mathematical programming
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Aufsatz im Buch
2
Book section
2
Language
All
English
8
Author
All
Pagès, Gilles
7
Bardou, Olivier
2
Bouthemy, Sandrine
2
Lemaire, Vincent
2
Montes, Thibaut
2
Bally, Vlad
1
Fayolle, Jean-Michel
1
Gobet, Émmanuel
1
Pagés, Gilles
1
Pironneau, Olivier
1
Printems, Jacques
1
Sall, Guillaume
1
Wilbertz, Benedikt
1
Yor, Marc
1
more ...
less ...
Published in...
All
The journal of computational finance
2
Applied mathematical finance
1
Aspects of mathematical finance
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Numerical methods in finance : Bordeaux, June 2010
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stationary Heston model : calibration and pricing of exotics using product recursive quantization
Lemaire, Vincent
;
Montes, Thibaut
;
Pagès, Gilles
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 611-629
Persistent link: https://www.econbiz.de/10013367839
Saved in:
2
Quantization-based Bermudan option pricing in the foreign exchange world
Fayolle, Jean-Michel
;
Lemaire, Vincent
;
Montes, Thibaut
; …
- In:
The journal of computational finance
25
(
2021
)
2
,
pp. 87-128
Persistent link: https://www.econbiz.de/10012938894
Saved in:
3
Vibrato and automatic differentiation for high-order derivatives and sensitivities of financial options
Pagès, Gilles
;
Pironneau, Olivier
;
Sall, Guillaume
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011976655
Saved in:
4
Optimal delaunay and Voronoi quantization schemes for pricing American style options
Pagès, Gilles
;
Wilbertz, Benedikt
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 171-213)
.
2012
Persistent link: https://www.econbiz.de/10009577194
Saved in:
5
When are swing options bang-bang?
Bardou, Olivier
;
Bouthemy, Sandrine
;
Pagès, Gilles
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 867-899
Persistent link: https://www.econbiz.de/10008905111
Saved in:
6
Optimal quantization for the pricing of swing options
Bardou, Olivier
;
Bouthemy, Sandrine
;
Pagès, Gilles
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 183-217
Persistent link: https://www.econbiz.de/10003847156
Saved in:
7
Mathematics and Finance
Gobet, Émmanuel
;
Pagés, Gilles
;
Yor, Marc
- In:
Aspects of mathematical finance
,
(pp. 63-76)
.
2008
Persistent link: https://www.econbiz.de/10003653411
Saved in:
8
A quantization tree method for pricing and hedging multidimensional American options
Bally, Vlad
;
Pagès, Gilles
;
Printems, Jacques
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 119-168
Persistent link: https://www.econbiz.de/10002583057
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->