//--> //--> //-->
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 econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Newton, David P."
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo 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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
3
Optionspreistheorie
3
Monte-Carlo-Simulation
1
Regression analysis
1
Regressionsanalyse
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
curtailed range method
1
more ...
less ...
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
Newton, David P.
Bollerslev, Tim
2
Almeida, Caio
1
Aït-Sahalia, Yacine
1
Babsiri, Mohamed el
1
Bennett, Michael N.
1
Boogert, Alexander
1
Chateauneuf, Alain
1
Chen, Qiang
1
Cheng, Ai-ru Meg
1
Choi, Seung-mook S.
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dutt, Samir K.
1
Gallant, A. Ronald
1
Gesser, Vincent
1
Ghamami, Samim
1
Gibson, Michael S.
1
Graveline, Jeremy J.
1
Ji, Chuanshu
1
Jong, Cyriel de
1
Joslin, Scott
1
Kennedy, Joanne E.
1
Lee, Beom S.
1
Leung, Yan
1
López, José A.
1
Marcozzi, Michael D.
1
Mostoufi, Mina
1
Navas, Javier F.
1
Noel, Gerald
1
Pan, Zhiyuan
1
Paolella, Marc S.
1
Polak, Pawel
1
Poncet, Patrice
1
Ratcliff, Ryan
1
Reiswich, Dimitri
1
Ross, Sheldon M.
1
Todorov, Viktor
1
Vyncke, David
1
Walter, Christian A.
1
more ...
less ...
Published in...
All
Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Enhancing the accuracy of pricing American and Bermudan options
Duck, Peter W.
;
Newton, David P.
;
Widdicks, Martin
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 34-44
Persistent link: https://www.econbiz.de/10003010747
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->