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:"Simulation"
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
Simulation
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
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
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Haghi, Majid
1
Heryudono, Alfa
1
Mollapourasl, Reza
1
Rieke, Rebecca
1
Sun, Weifeng
1
Wang, Hui
1
Published in...
All
Journal of Risk and Financial Management
Swiss Finance Institute Research Paper Series
The journal of computational finance
Computational economics
5
Mathematics of operations research
2
Applied economics letters
1
Computational Economics
1
Computational Statistics & Data Analysis
1
Econometric reviews
1
Finance and stochastics
1
Finance research letters
1
HSC Research Reports
1
International journal of business process integration and management : IJBPIM
1
International journal of portfolio analysis and management : IJPAM
1
Journal of Classification
1
Journal of Modelling in Management
1
Journal of commodity markets : JCM
1
Journal of economic dynamics & control
1
Journal of mathematical finance
1
Journal of modelling in management
1
Journal of the Operational Research Society
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Manchester Business School - Research - Working Papers
1
Mathematics and Computers in Simulation (MATCOM)
1
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
1
Operations research
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Tübinger Diskussionsbeiträge
1
Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Importance sampling for jump-diffusions via cross-entropy
Rieke, Rebecca
;
Sun, Weifeng
;
Wang, Hui
- In:
The journal of computational finance
22
(
2018
)
1
,
pp. 107-130
Persistent link: https://www.econbiz.de/10011890185
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
