//--> //--> //--> //-->
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:"Finance and stochastics"
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 compound real option approac...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
218
Optionspreistheorie
218
Theorie
118
Theory
118
Stochastic process
85
Stochastischer Prozess
85
Volatility
42
Volatilität
42
Martingal
32
Martingale
32
Hedging
29
Monte Carlo simulation
28
Monte-Carlo-Simulation
28
Option trading
28
Optionsgeschäft
28
Derivat
23
Derivative
23
Portfolio selection
22
Portfolio-Management
22
Black-Scholes model
19
Black-Scholes-Modell
19
Yield curve
19
Zinsstruktur
19
CAPM
18
Transaction costs
16
Transaktionskosten
16
Mathematical programming
14
Mathematische Optimierung
14
Search theory
10
Suchtheorie
10
Arbitrage Pricing
9
Arbitrage pricing
9
Interest rate derivative
9
Risiko
9
Risk
9
Zinsderivat
9
Analysis
8
Markov chain
8
Markov-Kette
8
Mathematical analysis
8
more ...
less ...
Online availability
All
Undetermined
67
Free
11
Type of publication
All
Article
232
Type of publication (narrower categories)
All
Article in journal
232
Aufsatz in Zeitschrift
232
Mehrbändiges Werk
2
Multi-volume publication
2
Language
All
English
232
Author
All
Carr, Peter
6
Glasserman, Paul
6
Filipović, Damir
5
Hobson, David G.
5
Kabanov, Jurij M.
5
Belomestny, Denis
4
Cox, Alexander M. G.
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Touzi, Nizar
4
Alòs, Elisa
3
Benth, Fred Espen
3
Bouchard, Bruno
3
Brigo, Damiano
3
Cuchiero, Christa
3
Keller-Ressel, Martin
3
Li, Lingfei
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Nutz, Marcel
3
Soner, Halil Mete
3
Ackerer, Damien
2
Arai, Takuji
2
Beiglböck, Mathias
2
Bender, Christian
2
Biagini, Francesca
2
Carmona, René
2
Cont, Rama
2
Dassios, Angelos
2
Detering, Nils
2
Eberlein, Ernst
2
Figueroa-López, José E.
2
Fontana, Claudio
2
Forde, Martin
2
Fouque, Jean-Pierre
2
Fournié, Éric
2
Giles, Michael B.
2
Glau, Kathrin
2
Gobet, Emmanuel
2
more ...
less ...
Published in...
All
Finance and stochastics
International journal of theoretical and applied finance
486
The journal of computational finance
268
The journal of futures markets
266
Mathematical finance : an international journal of mathematics, statistics and financial theory
259
Applied mathematical finance
246
European journal of operational research : EJOR
244
Journal of banking & finance
242
Journal of economic dynamics & control
226
Quantitative finance
218
The journal of derivatives : the official publication of the International Association of Financial Engineers
208
Journal of econometrics
198
Review of derivatives research
171
Insurance / Mathematics & economics
161
Computational economics
158
Finance research letters
147
Discussion paper / Tinbergen Institute
137
Energy economics
128
Working paper
128
Risks : open access journal
125
International journal of financial engineering
119
Journal of mathematical finance
115
Economics letters
112
Economic modelling
111
NBER working paper series
108
Working paper / National Bureau of Economic Research, Inc.
104
The European journal of finance
101
Applied economics
99
Physica A: Statistical Mechanics and its Applications
99
Research paper series / Swiss Finance Institute
99
The North American journal of economics and finance : a journal of financial economics studies
95
Journal of financial economics
94
Asia-Pacific financial markets
85
NBER Working Paper
82
Journal of risk and financial management : JRFM
79
Management science : journal of the Institute for Operations Research and the Management Sciences
77
SpringerLink / Bücher
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Review of quantitative finance and accounting
74
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
71
more ...
less ...
Source
All
ECONIS (ZBW)
232
Showing
1
-
10
of
232
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quasi-Monte Carlo methods with applications in finance
L'Ecuyer, Pierre
- In:
Finance and stochastics
13
(
2009
)
3
,
pp. 307-349
Persistent link: https://www.econbiz.de/10003899308
Saved in:
2
Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
Giles, Michael B.
;
Higham, Desmond J.
;
Mao, Xuerong
- In:
Finance and stochastics
13
(
2009
)
3
,
pp. 403-413
Persistent link: https://www.econbiz.de/10003899321
Saved in:
3
Additive and multiplicative duals for American option pricing
Chen, Nan
;
Glasserman, Paul
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 153-179
Persistent link: https://www.econbiz.de/10003439750
Saved in:
4
Pricing options under stochastic volatility : a power series approach
Antonelli, Fabio
;
Scarlatti, Sergio
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 269-303
Persistent link: https://www.econbiz.de/10003939521
Saved in:
5
Unbiased and efficient Greeks of financial options
Lyuu, Yuh-dauh
;
Teng, Huei-wen
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 141-181
Persistent link: https://www.econbiz.de/10008824129
Saved in:
6
Dual pricing of multi-exercise options under volume constraints
Bender, Christian
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10008824146
Saved in:
7
Optimal importance sampling with explicit formulas in continuous time
Guasoni, Paolo
;
Robertson, Scott
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003592542
Saved in:
8
Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing
Zanger, Daniel Z.
- In:
Finance and stochastics
17
(
2013
)
3
,
pp. 503-534
Persistent link: https://www.econbiz.de/10009756026
Saved in:
9
Iterative construction of the optimal Bermudan stopping time
Kolodko, Anastasia
;
Schoenmakers, John
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 27-49
Persistent link: https://www.econbiz.de/10003234943
Saved in:
10
An analysis of a least squares regression method for American option pricing
Clément, Emmanuelle
;
Lamberton, Damien
;
Protter, Philip
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 449-471
Persistent link: https://www.econbiz.de/10001702781
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...
//-->