//--> //--> //-->
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:"Mathematics of operations research"
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
Asymptotic expansion for distr...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
asymptotic expansion
2
Erwartungsbildung
1
Estimation theory
1
Expectation formation
1
Experiment
1
Greeks
1
Kusuoka-Stroock functions
1
Malliavin calculus
1
Schätztheorie
1
Volatility
1
Volatilität
1
conditional expectation
1
diffusion
1
interated stochastic integral
1
option price
1
option pricing
1
stochastic volatility model
1
more ...
less ...
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
Li, Chenxu
1
Takahashi, Akihiko
1
Yamada, Toshihiro
1
Published in...
All
Mathematics of operations research
Annals of the Institute of Statistical Mathematics
27
Journal of Multivariate Analysis
15
Cowles Foundation Discussion Papers
13
International journal of theoretical and applied finance
12
International Journal of Theoretical and Applied Finance (IJTAF)
10
MPRA Paper
7
Statistics & Probability Letters
7
CIRJE discussion papers / F series
6
Econometrics
6
Journal of econometrics
6
Applied Mathematical Finance
5
Asia-Pacific Financial Markets
5
Asia-Pacific financial markets
5
Computational Statistics & Data Analysis
5
IMF Working Papers
5
Quantitative finance
5
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
5
CARF working paper
4
Computational Statistics
4
Physica A: Statistical Mechanics and its Applications
4
Statistical Inference for Stochastic Processes
4
Stochastic Processes and their Applications
4
Journal of Econometrics
3
Metrika
3
Risks : open access journal
3
Statistical Papers / Springer
3
Applied economics letters
2
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European journal of operational research : EJOR
2
Finance and Stochastics
2
International journal of financial engineering
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of risk
2
LSE Research Online Documents on Economics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
SIMAT Arbeitspapiere
2
The University of Nottingham / School of Economics - discussion papers
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
Saved in:
2
Closed-form expansion, conditional expectation, and option valuation
Li, Chenxu
- In:
Mathematics of operations research
39
(
2014
)
2
,
pp. 487-516
Persistent link: https://www.econbiz.de/10010384185
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->