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 theoretical and applied 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
Particle methods for the estim...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Derivat
2
Derivative
2
Counterparty risk
1
Credit risk
1
Interest rate derivative
1
Kreditrisiko
1
Markov chain
1
Markov-Kette
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Tangent model
1
Volatility
1
Volatilität
1
Weather
1
Wetter
1
X-valuation adjustment (XVA)
1
Zinsderivat
1
backward stochastic differential equation (BSDE)
1
credit valuation adjustment (CVA)
1
debt valuation adjustment (DVA)
1
graphics processing units (GPU)
1
interest rate swap
1
liquidity valuation adjustment (LVA)
1
nested Monte Carlo (NMC)
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Conference paper
1
Konferenzbeitrag
1
Language
All
English
4
Author
All
Carmona, René
2
Crépey, Stéphane
2
Abbas-Turki, Lokman A.
1
Diallo, Babacar
1
Diko, Pavel
1
Gerboud, Rémi
1
Grbac, Zorana
1
Nadtochiy, Sergey
1
Ngor, Nathalie
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International Journal of Theoretical and Applied Finance (IJTAF)
5
Mathematics of operations research
4
Paris Princeton lectures on mathematical finance
4
The journal of computational finance
4
Dynamic games and applications : DGA
3
Finance and Stochastics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematics and financial economics
3
Applied mathematical finance
2
Economics Papers from University Paris Dauphine
2
Indifference pricing : theory and applications
2
Mathematical Finance
2
Princeton series in financial engineering
2
Quantitative finance
2
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
2
Review of derivatives research
2
Risks
2
Risks : open access journal
2
The Oxford handbook of credit derivatives
2
A Chapman & Hall book
1
Centre for Climate Change Economics and Policy working paper
1
Chapman & Hall/CRC financial mathematics series
1
Chapman and Hall/CRC Financial Mathematics Series
1
Documents de travail du Centre d'Economie de la Sorbonne
1
Financial engineering
1
Grantham Research Institute on Climate Change and the Environment working paper
1
International game theory review
1
Lecture notes in mathematics : a collection of informal reports and seminars
1
Lecture notes in mathematics <Berlin>
1
Management Science
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Numerical methods in finance : Bordeaux, June 2010
1
Open Access publications from Université Paris-Dauphine
1
Physica A: Statistical Mechanics and its Applications
1
Princeton Series in Financial Engineering
1
Princeton Series in Financial Engineering Ser
1
Quantitative Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tangent models as a mathematical framework for dynamic calibration
Carmona, René
;
Nadtochiy, Sergey
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 107-135
Persistent link: https://www.econbiz.de/10008908384
Saved in:
2
Pricing precipitation based derivatives
Carmona, René
;
Diko, Pavel
- In:
International journal of theoretical and applied finance
8
(
2005
)
7
,
pp. 959-988
Persistent link: https://www.econbiz.de/10003206788
Saved in:
3
Counterparty risk and funding : the four wings of the TVA
Crépey, Stéphane
;
Gerboud, Rémi
;
Grbac, Zorana
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009748728
Saved in:
4
XVA principles, nested Monte Carlo strategies, and GPU optimizations
Abbas-Turki, Lokman A.
;
Crépey, Stéphane
;
Diallo, Babacar
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011926570
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
