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
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:"explicit finite difference"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
explicit finite difference
2
Collective defined-contribution and hybrid pension funds
1
Contribution
1
Defined-benefit
1
Explicit finite difference method
1
Explicit finite difference methods
1
Interior point methods
1
Least Squares Monte Carlo method
1
Linear complementarity problem
1
Linear programming methods
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Optimal stopping problems
1
Option
1
Option pricing theory
1
Optionspreistheorie
1
PSOR algorithm
1
Participation decision
1
Pension fund
1
Pensionskasse
1
Perpetual Bermudan options
1
Sustainability
1
binomial option pricing model
1
default option
1
explicit finite difference method
1
inflation-indexed mortgages
1
option pricing
1
real options
1
sensitivity analysis
1
sequential investment
1
stability and convergence
1
time to build
1
trinomial
1
wage-indexed payment mortgage (WIPM)
1
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
Undetermined
3
English
2
Author
All
Beetsma, Roel
1
Berry, R. H.
1
Broeders, Dirk W. G. A.
1
Chen, Damiaan H. J.
1
Erol, Isil
1
Muroi, Yoshifumi
1
Patel, Kanak
1
Pelsser, Antoon André Jean
1
Rubinstein, Mark
1
Yamada, Takashi
1
Zuo, S. X.
1
more ...
less ...
Institution
All
Institute of Business and Economic Research (IBER), Walter A. Haas School of Business
1
Published in...
All
Asia-Pacific Financial Markets
1
Insurance / Mathematics & economics
1
International Real Estate Review
1
Research Program in Finance, Working Paper Series
1
The European Journal of Finance
1
Source
All
RePEc
4
ECONIS (ZBW)
1
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sustainability of participation in collective pension schemes : an option pricing approach
Chen, Damiaan H. J.
;
Beetsma, Roel
;
Broeders, Dirk W. G. A.
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 182-196
Persistent link: https://www.econbiz.de/10011712469
Saved in:
2
Pricing the Default Option of Inflation-Indexed Mortgages Using
Explicit
Finite
Difference
Method
Erol, Isil
;
Patel, Kanak
- In:
International Real Estate Review
10
(
2007
)
1
,
pp. 48-92
pricing method, namely the
explicit
finite
difference
method, we evaluate this unique nflation-indexed mortgage contract from …
Persistent link: https://www.econbiz.de/10005092469
Saved in:
3
Numerical solution of the sequential investment model: a note on Dixit and Pindyck's (1994) analysis
Berry, R. H.
;
Zuo, S. X.
- In:
The European Journal of Finance
16
(
2010
)
8
,
pp. 743-752
for the
explicit
finite
difference
approach used can combine to generate non-convergent, invalid solutions. …
Persistent link: https://www.econbiz.de/10008674483
Saved in:
4
On the Relation Between Binomial and Trinomial Option Pricing Models
Rubinstein, Mark
-
Institute of Business and Economic Research (IBER), …
-
2000
finite
difference
method. …This paper shows that the binomial option pricing model, suitably parameterized, is a special case of the
explicit
…
Persistent link: https://www.econbiz.de/10010537547
Saved in:
5
An
Explicit
Finite
Difference
Approach to the Pricing Problems of Perpetual Bermudan Options
Muroi, Yoshifumi
;
Yamada, Takashi
- In:
Asia-Pacific Financial Markets
15
(
2008
)
3
,
pp. 229-253
Persistent link: https://www.econbiz.de/10005727094
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
