//--> //--> //-->
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:"International Journal of Financial Markets and Derivatives"
~isPartOf:"Post-Print / HAL"
~isPartOf:"Quantitative finance"
~person:"Auster, Johan"
~person:"Ding, Kailin"
~type_genre:"Article in journal"
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
Model risk for barrier options...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
American options
1
Continuous-time Markov chain
1
Local time
1
Lévy models
1
Markov chain
1
Markov-Kette
1
Monte Carlo methods
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing
1
Psychological barriers
1
Skew diffusion
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Target zone
1
Variance reduction
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Auster, Johan
Ding, Kailin
Aguilar, Jean-Philippe
2
Bayer, Christian
2
Godin, Frédéric
2
Baschetti, Fabio
1
Ben Hammouda, Chiheb
1
Bollinger, Thomas R.
1
Bormetti, Giacomo
1
Bégin, Jean-François
1
Carbonneau, Alexandre
1
Cheng, Zhang
1
Csabai, István
1
Cui, Zhenyu
1
Delage, Erick
1
Douady, Raphaël
1
Drapeau, Samuel
1
Dupret, Jean-Loup
1
Elliott, Robert J.
1
Feng, Y.
1
Fu, Weilong
1
Fukasawa, Masaaki
1
Funahashi, Hideharu
1
Fáth, Gábor
1
Gatheral, Jim
1
Glasserman, Paul
1
Hainaut, Donatien
1
He, Xin-Jiang
1
Hirano, Asuto
1
Hirsa, Ali
1
Hua, Qiuling
1
Jaisson, Thibault
1
Jang, Huisu
1
Jiang, Tingfeng
1
Khaliq, Abdul Q. M.
1
Kim, Hyun-Gyoon
1
Kim, Jeong-Hoon
1
Kim, Young Shin
1
Kirkby, Justin Lars
1
Kunsági-Máté, Sándor
1
more ...
less ...
Published in...
All
International Journal of Financial Markets and Derivatives
Post-Print / HAL
Quantitative finance
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
JDOI variance reduction method and the pricing of American-style options
Auster, Johan
;
Mathys, Ludovic
;
Maeder, Fabio
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 639-656
Persistent link: https://www.econbiz.de/10013367843
Saved in:
2
A Markov chain approximation scheme for option pricing under skew diffusions
Ding, Kailin
;
Cui, Zhenyu
;
Wang, Yongjin
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 461-480
Persistent link: https://www.econbiz.de/10012483834
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->