//--> //--> //-->
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"
~subject:"American option"
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
American option
option pricing
21
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
10
Stochastischer Prozess
10
Volatility
7
Volatilität
7
stochastic volatility
6
Option pricing
5
Option trading
5
Optionsgeschäft
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Experiment
3
Heston model
3
Monte Carlo methods
3
Option Pricing
3
calibration
3
Hedging
2
Markov chain
2
Markov-Kette
2
Monte Carlo
2
Portfolio selection
2
Portfolio-Management
2
Sampling
2
Simulation
2
Stichprobenerhebung
2
implied volatility
2
regime switching
2
volatility estimate
2
4/2 model
1
Ambiguity Aversion
1
American film industry
1
Analysis
1
Artificial intelligence
1
Asian options
1
B-splines
1
Bayesian statistics
1
Black-Scholes model
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article
1
Language
All
English
1
Author
All
Al-Hadad, Jonas
1
Palmowski, Zbigniew
1
Published in...
All
Journal of Risk and Financial Management
Swiss Finance Institute Research Paper Series
The journal of computational finance
Working Papers / HAL
3
Economics Papers from University Paris Dauphine
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Post-Print / HAL
2
CREA discussion paper
1
Computational Optimization and Applications
1
Computational economics
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
Finance research letters
1
Journal of Economic Dynamics and Control
1
Journal of economic dynamics & control
1
Journal of risk and financial management : JRFM
1
more ...
less ...
Source
All
EconStor
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing perpetual American put options with asset-dependent discounting
Al-Hadad, Jonas
;
Palmowski, Zbigniew
- In:
Journal of Risk and Financial Management
14
(
2021
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012611687
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->