//--> //--> //-->
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
~isPartOf:"Applied economics letters"
~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Ehrhardt, Matthias"
~subject:"artificial boundary conditions"
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
Aktienoptionsbewertung im Spru...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
artificial boundary conditions
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Analysis
2
Experiment
2
Mathematical analysis
2
Volatility
2
Volatilität
2
Black-Scholes model
1
Black-Scholes-Modell
1
Control theory
1
Derivat
1
Derivative
1
Electric power industry
1
Electricity price
1
Elektrizitätswirtschaft
1
Hamilton-Jacobi-Bellman (HJB) equation
1
Heston
1
Heston-Hull-White
1
Kontrolltheorie
1
Strompreis
1
alternating direction implicit scheme
1
augmented Lagrangian active set (ALAS) formulation
1
biquadratic Lagrange finite elements
1
convergence analysis
1
electricity price
1
finite differences
1
semi-Lagrangian method
1
spectral method
1
stochastic control problem (SCP)
1
stochastic volatility models
1
swing options
1
two-dimensional (2D) tree-grid method
1
two-factor uncertain volatility model
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Ehrhardt, Matthias
Calvo-Garrido, M. C.
1
Vázquez, Carlos
1
Published in...
All
Applied economics letters
The journal of computational finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach
Calvo-Garrido, M. C.
;
Ehrhardt, Matthias
;
Vázquez, Carlos
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 81-107
Persistent link: https://www.econbiz.de/10011689686
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->