//--> //--> //-->
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 mathematical finance"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Duck, Peter W."
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
A PDE system for modeling stoc...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
Black-Scholes model
1
Black-Scholes-Modell
1
Experiment
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Regression analysis
1
Regressionsanalyse
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
american options
1
curtailed range method
1
heston volatility model
1
perpetual options
1
rainbow options
1
stochastic volatility
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Undetermined
2
Author
All
Duck, Peter W.
Newton, David P.
4
Widdicks, Martin
3
Andricopoulos, Ari D.
2
Leung, Yan
2
Batlle, Carlos
1
Brunekreeft, Gert
1
Duck, Peter
1
Evatt, Geoffrey W.
1
Howell, Sydney D.
1
Johnson, Paul
1
Johnson, Paul V.
1
Konstantinidis, Christos
1
Nabe, Christian
1
Neuhoff, Karsten
1
Oggioni, Giorgia
1
Ramirez, Hugo Eduardo
1
Rodilla, Pablo
1
Schwenen, Sebastian
1
Siewierski, Tomasz
1
Strbac, Goran
1
Widdick, Martin
1
more ...
less ...
Published in...
All
Applied mathematical finance
DIW Berlin Discussion Paper
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of financial economics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
The journal of real estate finance and economics
4
Journal of Financial Economics
3
Mathematical Finance
2
The journal of futures markets
2
Applied Mathematical Finance
1
IMA journal of management mathematics
1
Journal of Futures Markets
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
OLC EcoSci
2
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Curtailing the range for lattice and grid methods
Andricopoulos, Ari D.
;
Widdick, Martin
;
Duck, Peter W.
; …
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 55-61
Persistent link: https://www.econbiz.de/10002108943
Saved in:
2
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
3
Enhancing the accuracy of pricing American and Bermudan options
Duck, Peter W.
;
Newton, David P.
;
Widdicks, Martin
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 34-44
Persistent link: https://www.econbiz.de/10003010747
Saved in:
4
Enhancing the Accuracy of Pricing American and Bermudan Options
Duck, Peter W.
;
Newton, David P.
;
Widdicks, Martin
; …
- In:
The journal of derivatives : the official publication …
12
(
2005
)
4
,
pp. 34-44
Persistent link: https://www.econbiz.de/10005921778
Saved in:
5
Curtailing the Range for Lattice and Grid Methods
Andricopoulos, Ari D.
;
Widdicks, Martin
;
Duck, Peter W.
; …
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 55-61
Persistent link: https://www.econbiz.de/10005926804
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->