//--> //--> //--> //-->
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"
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
What can be learned from the f...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
244
Optionspreistheorie
244
Volatility
117
Volatilität
117
Stochastic process
103
Stochastischer Prozess
103
Theorie
94
Theory
94
Derivat
67
Derivative
67
Option trading
53
Optionsgeschäft
53
Hedging
36
Black-Scholes model
33
Black-Scholes-Modell
33
Yield curve
26
Zinsstruktur
26
Portfolio selection
20
Portfolio-Management
20
Swap
19
CAPM
16
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
stochastic volatility
15
Credit risk
14
Experiment
14
Kreditrisiko
14
Risiko
12
Risk
12
Simulation
12
Interest rate derivative
11
Zinsderivat
11
Martingal
10
Martingale
10
Statistical distribution
10
Statistische Verteilung
10
Estimation
9
Schätzung
9
Incomplete market
8
Lévy processes
8
more ...
less ...
Online availability
All
Undetermined
83
Free
9
Type of publication
All
Article
288
Type of publication (narrower categories)
All
Article in journal
288
Aufsatz in Zeitschrift
288
Language
All
English
288
Author
All
Sircar, Kaushik Ronnie
7
Eberlein, Ernst
6
Avellaneda, Marco
5
Benth, Fred Espen
5
Chiarella, Carl
4
Howison, Sam
4
Kwok, Yue-Kuen
4
Sabino, Piergiacomo
4
Zagst, Rudi
4
Ahn, Hyungsok
3
Atkinson, Colin
3
Baldeaux, Jan
3
Bermin, Hans-Peter
3
Cohen, Samuel N.
3
Elliott, Robert J.
3
Escobar, Marcos
3
Fouque, Jean-Pierre
3
Glau, Kathrin
3
Madan, Dilip B.
3
Oosterlee, Cornelis Willebrordus
3
Reisinger, Christoph
3
Siu, Tak Kuen
3
Wang, Sheng
3
Zheng, Wendong
3
Alexander, Carol
2
Alòs, Elisa
2
Baptiste, Julien
2
Buchen, Peter W.
2
Carr, Peter
2
Cheang, Gerald H. L.
2
Chesney, Marc
2
Dang, Duy Minh
2
Ericsson, Jan
2
Forde, Martin
2
Forsyth, Peter A.
2
Gardini, Matteo
2
Götz, Barbara
2
Jackson, Kenneth R.
2
Jacquier, Antoine
2
Jaimungal, Sebastian
2
more ...
less ...
Published in...
All
Applied mathematical finance
Energy economics
719
Finance research letters
693
International journal of theoretical and applied finance
567
NBER working paper series
566
The journal of futures markets
548
Working paper / National Bureau of Economic Research, Inc.
541
Journal of banking & finance
522
NBER Working Paper
479
Journal of econometrics
465
International review of financial analysis
450
Applied economics
445
Economic modelling
399
International review of economics & finance : IREF
392
The North American journal of economics and finance : a journal of financial economics studies
375
Working paper
341
Economics letters
333
Applied economics letters
312
Quantitative finance
300
Discussion paper / Tinbergen Institute
299
Research in international business and finance
298
Mathematical finance : an international journal of mathematics, statistics and financial theory
297
Applied financial economics
296
Journal of empirical finance
292
The journal of computational finance
281
Discussion paper / Centre for Economic Policy Research
276
Journal of economic dynamics & control
272
Finance and stochastics
264
The journal of derivatives : the official publication of the International Association of Financial Engineers
251
Journal of international financial markets, institutions & money
249
Journal of international money and finance
249
Journal of risk and financial management : JRFM
244
Journal of financial economics
242
Computational economics
229
The European journal of finance
226
European journal of operational research : EJOR
220
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
211
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
200
Risks : open access journal
196
CESifo working papers
193
more ...
less ...
Source
All
ECONIS (ZBW)
288
Showing
1
-
10
of
288
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Sues, Scott
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 175-215
Persistent link: https://www.econbiz.de/10011815225
Saved in:
2
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011704227
Saved in:
3
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
Saved in:
4
Comment on "Correcting for simulation bias in Monte Carlo methods to value exotic options in models driven by Lévy processes" by C. Ribeiro and N. Webber
Becker, Martin
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 133-146
Persistent link: https://www.econbiz.de/10003975363
Saved in:
5
A simple derivation of and improvements to Jamshidian's and Roger's upper bound methods for Bermudan options
Joshi, Mark S.
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 197-205
Persistent link: https://www.econbiz.de/10003542984
Saved in:
6
Correcting for simulation bias in Monte Carlo methods to value exotic options in models driven by Lévy processes
Ribeiro, Claudia
;
Webber, Nick
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 333-352
Persistent link: https://www.econbiz.de/10003396211
Saved in:
7
Bias reduction for pricing American options by least-squares Monte Carlo
Kan, Kin Hung Felix
;
Reesor, R. Mark
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 195-217
Persistent link: https://www.econbiz.de/10009711007
Saved in:
8
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.
;
Zhu, Dan
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
Saved in:
9
Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Mohammadi, Mohammadreza
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 522-552
Persistent link: https://www.econbiz.de/10011490623
Saved in:
10
A new variance reduction technique for estimating value-at-risk
Korn, Ralf
;
Pupashenko, Mykhailo
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 83-98
Persistent link: https://www.econbiz.de/10010505164
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->