//--> //--> //--> //-->
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 economic dynamics & control"
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
A primal-dual algorithm for BS...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
142
Theory
142
Option pricing theory
130
Optionspreistheorie
130
Mathematical programming
105
Mathematische Optimierung
105
Stochastic process
48
Stochastischer Prozess
48
Option trading
37
Optionsgeschäft
37
Portfolio selection
37
Portfolio-Management
37
Volatility
37
Volatilität
37
Monte Carlo simulation
34
Monte-Carlo-Simulation
34
Derivat
21
Derivative
21
Hedging
17
CAPM
16
Dynamic programming
15
Dynamische Optimierung
15
Estimation theory
11
Markov chain
11
Markov-Kette
11
Schätztheorie
11
Stochastic volatility
11
Growth theory
10
Learning process
10
Lernprozess
10
Simulation
10
Statistical distribution
10
Statistische Verteilung
10
Transaction costs
10
Transaktionskosten
10
Wachstumstheorie
10
Black-Scholes model
9
Black-Scholes-Modell
9
Risiko
9
Risk
9
more ...
less ...
Online availability
All
Undetermined
69
Type of publication
All
Article
249
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
255
Aufsatz in Zeitschrift
255
Collection of articles of several authors
6
Sammelwerk
6
Conference proceedings
3
Konferenzschrift
3
Language
All
English
257
Author
All
Dai, Min
5
Judd, Kenneth L.
5
Zenios, Stauros Andrea
5
Branger, Nicole
3
Breton, Michèle
3
Broadie, Mark
3
Chang, Chien-hung
3
Chen, Shu-Heng
3
Chow, Gregory C.
3
Cui, Zhenyu
3
Fabozzi, Frank J.
3
Glasserman, Paul
3
Kendrick, David A.
3
Kort, Peter M.
3
Leisen, Dietmar
3
Lin, Yueh-neng
3
Tucci, Marco Paolo
3
Zhang, Jin E.
3
Akamatsu, Takashi
2
Amman, Hans M.
2
Badescu, Alexandru
2
Boyle, Phelim P.
2
Cai, Ning
2
Chen, Wen-ting
2
Cheng, Jun
2
Chiarella, Carl
2
Consiglio, Andrea
2
Damgaard, Anders
2
Das, Sanjiv R.
2
Dechert, W. Davis
2
Duan, Jin-Chuan
2
Elliott, Robert J.
2
Forsyth, Peter A.
2
Hommes, Cars H.
2
Horsley, Anthony
2
Hughes Hallett, Andrew
2
Ibraimi, Meriton
2
Joshi, Mark S.
2
Joshi, Sumit
2
Kim, Bara
2
more ...
less ...
Published in...
All
Journal of economic dynamics & control
European journal of operational research : EJOR
2,598
Computers & operations research : and their applications to problems of world concern ; an international journal
1,404
International journal of production research
877
Operations research letters
679
International journal of theoretical and applied finance
517
Operations research
427
Mathematics of operations research
426
INFORMS journal on computing : JOC
399
International journal of production economics
377
Transportation research / E : an international journal
296
Omega : the international journal of management science
282
Mathematical finance : an international journal of mathematics, statistics and financial theory
277
The journal of computational finance
275
Finance and stochastics
274
The journal of futures markets
269
Management science : journal of the Institute for Operations Research and the Management Sciences
265
Applied mathematical finance
253
Journal of banking & finance
252
Computational economics
249
Mathematical methods of operations research
246
Quantitative finance
244
Discussion paper / Tinbergen Institute
238
Journal of econometrics
221
Journal of the Operational Research Society : OR
217
Annals of operations research
208
SpringerLink / Bücher
207
The journal of derivatives : the official publication of the International Association of Financial Engineers
207
Insurance / Mathematics & economics
203
Physica A: Statistical Mechanics and its Applications
203
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
198
Journal of the Operational Research Society
193
Opsearch : journal of the Operational Research Society of India
192
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
179
Operational research : an international journal
176
Review of derivatives research
172
OR spectrum : quantitative approaches in management
170
Discussion paper / Center for Economic Research, Tilburg University
169
RAIRO / Operations research
162
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
148
more ...
less ...
Source
All
ECONIS (ZBW)
257
Showing
1
-
10
of
257
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
2
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
Saved in:
3
A Monte Carlo approach for the American put under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1081-1105
Persistent link: https://www.econbiz.de/10003443353
Saved in:
4
Pricing of path-dependent American options by Monte Carlo simulation
Fujiwara, Hajime
;
Kijima, Masaaki
- In:
Journal of economic dynamics & control
31
(
2007
)
11
,
pp. 3478-3502
Persistent link: https://www.econbiz.de/10003569563
Saved in:
5
Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan
;
Schneider, Judith Christiane
; …
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
Saved in:
6
Randomized quasi-Monte Carlo methods in pricing securities
Ökten, Giray
;
Eastman, Warren
- In:
Journal of economic dynamics & control
28
(
2004
)
12
,
pp. 2399-2426
Persistent link: https://www.econbiz.de/10002370021
Saved in:
7
Applications of randomized low discrepancy sequences to the valuation of complex securities
Tan, Ken Seng
;
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1747-1782
Persistent link: https://www.econbiz.de/10001508772
Saved in:
8
Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule
García, Diego
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1855-1879
Persistent link: https://www.econbiz.de/10001755436
Saved in:
9
Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
Journal of economic dynamics & control
64
(
2016
),
pp. 23-38
Persistent link: https://www.econbiz.de/10011708209
Saved in:
10
Special double issue: Computational aspects of complex securities
Selby, Michael J. P.
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001507322
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->