//--> //--> //--> //-->
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:"Option pricing theory"
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
Option pricing theory
option pricing
21
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
American option
1
Analysis
1
Artificial intelligence
1
Asian options
1
B-splines
1
Bayesian statistics
1
Black-Scholes model
1
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Kirkby, J. Lars
2
De Diego, Sergio
1
Del Moral, Pierre
1
Ferreira, Eva
1
Gulisashvili, Archil
1
Haghi, Majid
1
Haslip, Gareth G.
1
Heryudono, Alfa
1
Kaishev, Vladimir K.
1
Kienitz, Jörg
1
Klabjan, Diego
1
Lagunas-Merino, Marc
1
Leitao, Álvaro
1
Mayerhofer, Antonia Christine
1
McWalter, Thomas A.
1
Merino, Raúl
1
Mollapourasl, Reza
1
Nualart, Eulàlia
1
Ortiz-Garcia, Luis
1
Platen, Eckhard
1
Rieke, Rebecca
1
Roberts, Stephen
1
Rudd, Ralph
1
Shevchenko, Pavel V.
1
Sun, Weifeng
1
Takahashi, Akihiko
1
Tegnér, Martin
1
Tsuzuki, Yukihiro
1
Urban, Karsten
1
Vives, Josep
1
Wang, Hui
1
Warin, Xavier
1
Zeng, Yaxiong
1
more ...
less ...
Published in...
All
Journal of Risk and Financial Management
Swiss Finance Institute Research Paper Series
The journal of computational finance
International journal of theoretical and applied finance
40
Quantitative finance
32
Computational economics
24
International journal of financial engineering
20
European journal of operational research : EJOR
18
Review of derivatives research
17
Risks : open access journal
16
Journal of mathematical finance
15
Finance research letters
12
Applied mathematical finance
11
Research paper series / Swiss Finance Institute
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of banking & finance
9
Journal of risk and financial management : JRFM
9
The journal of futures markets
9
Finance and stochastics
6
Journal of econometrics
6
Journal of economic dynamics & control
6
Journal of financial econometrics
6
Mathematical finance
6
Review of quantitative finance and accounting
6
Applied economics
5
Asia-Pacific financial markets
5
Economic modelling
5
Journal of financial economics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Annals of finance
4
Discussion paper / Tinbergen Institute
4
Energy economics
4
Insurance / Mathematics & economics
4
International Journal of Financial Markets and Derivatives : IJFMD
4
International Journal of Financial Studies : open access journal
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of financial markets
4
Swiss Finance Institute Research Paper
4
Annals of financial economics
3
Cogent economics & finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust option pricing with characteristic functions and the B-spline order of density projection
Kirkby, J. Lars
- In:
The journal of computational finance
21
(
2017/2018
)
2
,
pp. 61-100
Persistent link: https://www.econbiz.de/10011848311
Saved in:
2
Portfolio optimization for American options
Zeng, Yaxiong
;
Klabjan, Diego
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 37-64
Persistent link: https://www.econbiz.de/10011988191
Saved in:
3
Variance optimal hedging with application to electricity markets
Warin, Xavier
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10012162373
Saved in:
4
A novel Fourier transform B-spline method for option pricing
Haslip, Gareth G.
;
Kaishev, Vladimir K.
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 41-74
Persistent link: https://www.econbiz.de/10011480709
Saved in:
5
Probabilistic machine learning for local volatility
Tegnér, Martin
;
Roberts, Stephen
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012873079
Saved in:
6
High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
Saved in:
7
Numerical simulation and applications of the convection-diffusion-reaction equation with the radial basis function in a finite-difference mode
Mollapourasl, Reza
;
Haghi, Majid
;
Heryudono, Alfa
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 33-73
Persistent link: https://www.econbiz.de/10012295864
Saved in:
8
A reduced basis method for parabolic partial differential equations with parameter functions and application to option pricing
Mayerhofer, Antonia Christine
;
Urban, Karsten
- In:
The journal of computational finance
20
(
2016/2017
)
4
,
pp. 71-106
Persistent link: https://www.econbiz.de/10011691633
Saved in:
9
Valuation of barrier options using sequential Monte Carlo
Shevchenko, Pavel V.
;
Del Moral, Pierre
- In:
The journal of computational finance
20
(
2016/2017
)
4
,
pp. 107-135
Persistent link: https://www.econbiz.de/10011691638
Saved in:
10
A new improvement scheme for approximation methods of probability density functions
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 73-94
Persistent link: https://www.econbiz.de/10011603189
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->