//--> //--> //-->
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 methods of operations research : ZOR"
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
High-accuracy integral equatio...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Continuous-time Markov chains
1
Convergence rates
1
Derivat
1
Derivative
1
Greece
1
Greeks
1
Griechenland
1
Laplace inversion
1
Markov chain
1
Markov-Kette
1
Non-uniform grids
1
Option pricing
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Path-dependent options
1
Sensitivity analysis
1
Stochastic process
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Undetermined
1
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
Cui, Zhenyu
1
Ma, Jingtang
1
Yang, Wensheng
1
Published in...
All
Mathematical methods of operations research : ZOR
European journal of operational research : EJOR
3
Quantitative finance
3
Journal of applied finance & banking
2
The North American journal of economics and finance : a journal of financial economics studies
2
Computers & Mathematics with Applications
1
Economic modelling
1
Insurance / Mathematics & economics
1
International journal of economics and finance
1
Journal of economic dynamics & control
1
Papers / arXiv.org
1
Stevens Institute of Technology School of Business Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analysis of Markov chain approximation for Asian options and occupation-time derivatives : Greeks and convergence rates
Yang, Wensheng
;
Ma, Jingtang
;
Cui, Zhenyu
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 359-412
Persistent link: https://www.econbiz.de/10012548535
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->