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:"Journal of Risk and Financial Management"
~isPartOf:"Swiss Finance Institute Research Paper Series"
~isPartOf:"The journal of computational finance"
~person:"Ferreira, Eva"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Esscher transform
1
Malliavin calculus
1
Option pricing theory
1
Optionspreistheorie
1
Robbins-Monro algorithm
1
Sampling
1
Stichprobenerhebung
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
option pricing
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Ferreira, Eva
Ho, Shu Wing
2
Kirkby, J. Lars
2
Marsden, Alastair
2
Medvedev, Alexey
2
Al-Hadad, Jonas
1
Boukai, Benzion
1
CHESNEY, Marc
1
CORSI, Fulvio
1
Cakici, Nusret
1
Casanova, Aviva
1
Chan, Leunglung
1
Chatterjee, Sris
1
Chen, Ren-Raw
1
Cheng, Yuyang
1
Das, Sanjiv R.
1
De Diego, Sergio
1
Del Moral, Pierre
1
Escobar, Marcos
1
FILIPOVIC, Damir
1
FUSARI, Nicola
1
Gong, Zhenxian
1
Gulisashvili, Archil
1
HUGHSTON, Lane P.
1
Haghi, Majid
1
Haslip, Gareth G.
1
Heryudono, Alfa
1
KEMPF, Alexander
1
Kaishev, Vladimir K.
1
Kienitz, Jörg
1
Klabjan, Diego
1
LEIPPOLD, Markus
1
Lagunas-Merino, Marc
1
Lauria, Davide
1
Lee, Alan
1
Lee, Alan J.
1
Leitao, Álvaro
1
MACRINA, Andrea
1
Mahr, Till G.
1
Mayerhofer, Antonia Christine
1
more ...
less ...
Published in...
All
Journal of Risk and Financial Management
Swiss Finance Institute Research Paper Series
The journal of computational finance
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Importance sampling applied to Greeks for jump : diffusion models with stochastic volatility
De Diego, Sergio
;
Ferreira, Eva
;
Nualart, Eulàlia
- In:
The journal of computational finance
22
(
2018
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10011890181
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
