//--> //--> //-->
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: subject:"Chebyshev polynomials"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Chebyshev polynomials
38
Zeitreihenanalyse
11
Time series analysis
10
Theorie
8
Schätztheorie
7
Estimation theory
6
Theory
6
Optionspreistheorie
5
fractional integration
5
Estimation
4
Markov switching
4
New Keynesian model
4
Policy function iteration
4
Schätzung
4
Zero lower bound
4
Epstein-Zin preferences
3
Fractional integration
3
Persistence
3
Time-varying cointegration
3
USA
3
United States
3
long run dependence
3
non-linearities
3
10-year bond yields
2
Black-Scholes model
2
Black-Scholes-Modell
2
CO2 emissions
2
Cointegration
2
Constrained optimal designs
2
Cyclicality
2
D1-optimal designs
2
Demand for gasoline
2
EMAX model
2
EU countries
2
EU-Staaten
2
Economic convergence
2
Fourier functions
2
Fully modified Wald test
2
Fully modified least-squared estimator
2
more ...
less ...
Online availability
All
Undetermined
4
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
Aghdam, Y. Esmaeelzade
2
Mesgarani, H.
2
Adl, A.
1
Bakhshandeh, M.
1
Farnam, B.
1
Frutos, Javier de
1
Gatón, Víctor
1
Gaß, Maximilian
1
Glau, Kathrin
1
Gómez-Aguilar, J. F.
1
Mahlstedt, Mirco
1
Mair, Maximilian
1
more ...
less ...
Published in...
All
Computational economics
2
Computational Management Science : CMS
1
Finance and stochastics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The convergence analysis of the numerical calculation to price the time-fractional black-scholes model
Mesgarani, H.
;
Bakhshandeh, M.
;
Aghdam, Y. Esmaeelzade
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1845-1856
Persistent link: https://www.econbiz.de/10014437608
Saved in:
2
The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade
;
Mesgarani, H.
;
Adl, A.
;
Farnam, B.
- In:
Computational economics
61
(
2023
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
Saved in:
3
Chebyshev interpolation for parametric option pricing
Gaß, Maximilian
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 701-731
Persistent link: https://www.econbiz.de/10011945899
Saved in:
4
Chebyshev reduced basis function applied to option valuation
Frutos, Javier de
;
Gatón, Víctor
- In:
Computational Management Science : CMS
14
(
2017
)
4
,
pp. 465-491
Persistent link: https://www.econbiz.de/10011758932
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->