//--> //--> //-->
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:"Optionspreistheorie"
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:"Cubic spline"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
cubic spline
22
state space form
11
Theorie
8
Theory
7
Cubic spline
6
Markov chain Monte Carlo
6
particle filter
6
stochastic volatility
6
Cubic Spline
5
Stochastic process
5
Stochastischer Prozess
5
functional time series
5
Cubic spline interpolation
4
Forecasting model
4
Functional Time Series
4
Japan
4
Prognoseverfahren
4
Schätzung
4
State Space Form
4
Yield curve
4
term structure
4
Estimation
3
Option pricing theory
3
Volatility
3
Volatilität
3
Zustandsraummodell
3
natural cubic spline
3
American options
2
BPV
2
Bid and Ask Curves
2
CIR (1985) model
2
Compound Poisson model
2
Cubic spline function
2
Deutschland
2
Double exponential formula
2
Electronic Limit Order Book
2
Employment
2
European options
2
FSN models
2
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Luo, Xiaolin
2
Shevchenko, Pavel V.
2
Chan, Tat Lung
1
Hubbert, Simon
1
Published in...
All
International journal of financial engineering
1
Journal of financial engineering
1
Review of derivatives research
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fast numerical method for pricing of variable annuities with Guaranteed minimum withdrawal benefit under optimal withdrawal strategy
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403137
Saved in:
2
Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme
Chan, Tat Lung
;
Hubbert, Simon
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 161-189
Persistent link: https://www.econbiz.de/10010529637
Saved in:
3
Fast and simple method for pricing exotic options using Gauss-Hermite quadrature on a
cubic
spline
interpolation
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
Journal of financial engineering
1
(
2014
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010508744
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->