//--> //--> //--> //-->
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:"Computational economics"
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
Looking Forward to Pricing Opt...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option trading
30
Optionsgeschäft
30
Option pricing theory
28
Optionspreistheorie
28
Black-Scholes model
10
Black-Scholes-Modell
10
Stochastic process
9
Stochastischer Prozess
9
Volatility
9
Volatilität
9
Derivat
5
Derivative
5
American option
4
Experiment
4
Hedging
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing
4
Barrier option
3
EU countries
3
EU-Staaten
3
European option
3
Simulation
3
American option pricing
2
Convergence
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Markov chain
2
Markov-Kette
2
Mathematical programming
2
Mathematische Optimierung
2
Numerical analysis
2
Numerisches Verfahren
2
Option
2
Quasi-Monte Carlo
2
Stability
2
ARCH model
1
ARCH-Modell
1
Accuracy
1
Algebraic multigrid methods
1
more ...
less ...
Online availability
All
Undetermined
20
Free
3
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Language
All
English
30
Author
All
Adl, A.
1
Aghdam, Y. Esmaeelzade
1
Ahmadian, D.
1
Ahmadian, Davood
1
Ali, Kazim
1
Ballestra, L. V.
1
Beheshti, M. Hossein
1
Bhuruth, Muddun
1
Casas, Isabel
1
Chen, Chien-Ming
1
Chen, Yingzi
1
Doostaki, Reza
1
Erkan, BĂĽnyamin
1
Farnam, B.
1
Farnoosh, Rahman
1
GirĂłn, Luis Eduardo
1
Golbabai, A.
1
Golbabai, Ahmad
1
Hajipour, Mojtaba
1
Hajizadeh, Ehsan
1
He, Xin-Jiang
1
Hosseini, Mohammad Mehdi
1
Huh, Jeonggyu
1
Javid-Jahromi, Roja
1
Jeon, Jaegi
1
Khursheed, Ambreen
1
Kim, Donghyun
1
Koffi, Rock Stephane
1
Kumar, Sumit
1
Kundu, Arindam
1
Li, Yong
1
Lin, Sha
1
Lou, Zhu-Sheng
1
Ma, Chaoqun
1
Ma, Yong
1
Ma, Yong-Ki
1
Mahootchi, Masoud
1
Malek, Alaeddin
1
Mardani, Z.
1
Mehrdoust, F.
1
more ...
less ...
Published in...
All
Computational economics
MPRA Paper
228
The journal of futures markets
194
International journal of theoretical and applied finance
112
IZA Discussion Papers
106
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
GE, Growth, Math methods
83
Review of derivatives research
75
Discussion paper series / IZA
70
CESifo Working Paper
67
IZA Discussion Paper
65
NBER working paper series
65
The journal of computational finance
60
Working Paper
60
Finance research letters
59
NBER Working Papers
59
Quantitative finance
56
Applied mathematical finance
54
Economics Bulletin
53
CESifo working papers
51
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
CREATES Research Papers
46
Finance and stochastics
44
The North American journal of economics and finance : a journal of financial economics studies
43
Journal of financial economics
41
Discussion paper / Tinbergen Institute
40
Cahiers de recherche
36
Research Reports / Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg
35
International review of economics & finance : IREF
34
Journal of financial markets
34
Tinbergen Institute Discussion Paper
33
Working paper
33
CESifo Working Paper Series
32
International journal of financial engineering
32
RePAd Working Paper Series
32
Journal of financial and quantitative analysis : JFQA
31
cemmap working paper
31
CEMMAP working papers / Centre for Microdata Methods and Practice
30
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fast and accurate pricing of discretely monitored barrier options by numerical path integration
Skaug, Christian
;
Naess, Arvid
- In:
Computational economics
30
(
2007
)
2
,
pp. 143-151
Persistent link: https://www.econbiz.de/10003702548
Saved in:
2
Efficient high-order numerical methods for pricing of options
Hajipour, Mojtaba
;
Malek, Alaeddin
- In:
Computational economics
45
(
2015
)
1
,
pp. 31-47
Persistent link: https://www.econbiz.de/10010511343
Saved in:
3
The forecasting performance of corridor implied volatility in the Italian market
Muzzioli, Silvia
- In:
Computational economics
41
(
2013
)
3
,
pp. 359-386
Persistent link: https://www.econbiz.de/10009711323
Saved in:
4
Utility-based pricing, timing and hedging of an American call option under an incomplete market with partial information
Song, Dandan
;
Yang, Zhaojun
- In:
Computational economics
44
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010396234
Saved in:
5
A robust nNumerical scheme for pricing American options under regime switching based on penalty method
Zhang, K.
;
Teo, Kok Lay
;
Swartz, M.
- In:
Computational economics
43
(
2014
)
4
,
pp. 463-483
Persistent link: https://www.econbiz.de/10010396243
Saved in:
6
A modified least-squares simulation approach to value American barrier options
Zhang, Lihua
;
Zhang, Weiguo
;
Xu, Weijun
;
Shi, Xiang
- In:
Computational economics
44
(
2014
)
4
,
pp. 489-506
Persistent link: https://www.econbiz.de/10010489859
Saved in:
7
A highly accurate finite element method to price discrete double barrier options
Golbabai, A.
;
Ballestra, L. V.
;
Ahmadian, D.
- In:
Computational economics
44
(
2014
)
2
,
pp. 153-173
Persistent link: https://www.econbiz.de/10010438023
Saved in:
8
Option pricing by the Legendre wavelets method
Doostaki, Reza
;
Hosseini, Mohammad Mehdi
- In:
Computational economics
59
(
2022
)
2
,
pp. 749-773
Persistent link: https://www.econbiz.de/10013169051
Saved in:
9
Pricing exotic option under jump-diffusion models by the quadrature method
Zhang, Jin-Yu
;
Wu, Wen-Bo
;
Li, Yong
;
Lou, Zhu-Sheng
- In:
Computational economics
58
(
2021
)
3
,
pp. 867-884
Persistent link: https://www.econbiz.de/10012651045
Saved in:
10
A Markov decision process model for optimal trade of options using statistical data
Nasir, Ali
;
Khursheed, Ambreen
;
Ali, Kazim
;
Mustafa, Faisal
- In:
Computational economics
58
(
2021
)
2
,
pp. 327-346
Persistent link: https://www.econbiz.de/10012615007
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->