//--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial 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
Practical policy iteration: Ge...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
2
Theory
2
Black-Scholes model
1
Black-Scholes-Modell
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Undetermined
1
Author
All
Chan, Jiun Hong
2
Joshi, Mark S.
2
Joshi, Mark
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
42
The journal of computational finance
9
Quantitative Finance
8
International journal of theoretical and applied finance
7
Journal of economic dynamics & control
5
International Journal of Theoretical and Applied Finance (IJTAF)
4
Journal of risk
4
Risk : managing risk in the world's financial markets
4
Applied mathematical finance
2
Journal of Economic Dynamics and Control
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics, finance and risk
2
The journal of futures markets
2
Algorithmic Finance
1
Astin bulletin : the journal of the International Actuarial Association
1
Department of Economics - Working Papers Series
1
European journal of operational research : EJOR
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
International series on actuarial science
1
Journal of Futures Markets
1
Journal of entrepreneurship
1
Management Science
1
Operations research letters
1
Social Enterprise Journal
1
The journal of business and economic studies
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
OLC EcoSci
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Achieving higher order convergence for the prices of European options in binomial trees
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 89-103
Persistent link: https://www.econbiz.de/10003955683
Saved in:
2
Fast Monte Carlo Greeks for financial products with discontinuous pay-offs
Chan, Jiun Hong
;
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 459-495
Persistent link: https://www.econbiz.de/10009783358
Saved in:
3
FAST MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS WITH DISCONTINUOUS PAY‐OFFS
Chan, Jiun Hong
;
Joshi, Mark
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 459-495
Persistent link: https://www.econbiz.de/10010131900
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->