//--> //--> //--> //-->
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:"Quantitative finance"
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
How Does a Development Morator...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
12
Optionspreistheorie
12
American options
7
Real options analysis
7
Realoptionsansatz
7
Real options
6
Stochastic process
6
Stochastischer Prozess
6
Experiment
5
Option trading
4
Optionsgeschäft
4
Volatility
4
Volatilität
4
Black-Scholes model
3
Black-Scholes-Modell
3
Stochastic volatility
3
Analysis
2
Heston model
2
Lévy models
2
Mathematical analysis
2
Optimal stopping
2
Probability theory
2
Theorie
2
Theory
2
Wahrscheinlichkeitsrechnung
2
Agency theory
1
Artificial intelligence
1
Asymptotic expansion
1
Binomial tree method
1
Binomial tree model
1
Business start-up
1
CEV model
1
Calibration
1
Capital Investment
1
Capital structure
1
Comparative statics
1
Continuous-time Markov chain
1
Corporate finance
1
Correction
1
Debt financing
1
more ...
less ...
Online availability
All
Undetermined
12
Free
2
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Yang, Jinqiang
2
Agliardi, Elettra
1
Auster, Johan
1
Brandão, Elísio
1
Burkovska, O.
1
Charalambides, Marios
1
Cheang, Gerald H. L.
1
Chen, Yangang
1
Choi, Kyoung Jin
1
Cui, Zhenyu
1
Dammann, Felix
1
Feng, Y.
1
Ferrari, Giorgio
1
Garces, Len Patrick Dominic M.
1
Gass, M.
1
Glau, Kathrin
1
Goudenège, Ludovic
1
Jiang, Jinglu
1
Kang, Sang Baum
1
Koussis, Nicos
1
Kwak, Minsuk
1
Luo, Pengfei
1
Létourneau, Pascal
1
MacKay, Anne
1
Maeder, Fabio
1
Mahlstedt, M.
1
Mathys, Ludovic
1
Molent, Andrea
1
Mu, Congming
1
Peng, Juan
1
Pereira, Paulo J.
1
Schoutens, W.
1
Tavares-Gärtner, Miguel
1
Vachon, Marie-Claude
1
Wan, Justin W. L.
1
Wohlmuth, Barbara
1
Xiong, Jie
1
Yang, Zhaojun
1
Zanette, Antonino
1
Zhang, S. M.
1
more ...
less ...
Published in...
All
Quantitative finance
European journal of operational research : EJOR
79
Journal of economic dynamics & control
76
Energy economics
65
CESifo working papers
44
Economic modelling
36
Management Science
34
Working paper
33
International journal of production economics
30
MPRA Paper
30
CESifo Working Paper Series
28
Journal of banking & finance
27
The European journal of finance
24
Strategic management journal
23
CESifo Working Paper
22
Finance research letters
22
NBER working paper series
22
Nota di Lavoro
22
SpringerLink / Bücher
22
International journal of theoretical and applied finance
21
Working paper / National Bureau of Economic Research, Inc.
21
Economics letters
19
FCN working paper
19
Review of financial economics : RFE
19
Working Papers / Fondazione ENI Enrico Mattei (FEEM)
19
Discussion paper / Center for Economic Research, Tilburg University
18
European Journal of Operational Research
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Discussion paper / Tinbergen Institute
17
International review of economics & finance : IREF
17
Applied economics
16
Real options theory
16
Review of quantitative finance and accounting
16
The Journal of Real Estate Finance and Economics
16
The journal of corporate finance : contracting, governance and organization
16
CIRANO Working Papers
15
Dundee discussion papers in economics
15
Journal of financial economics
15
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
14
NBER Working Paper
14
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.
;
Gass, M.
;
Glau, Kathrin
;
Mahlstedt, M.
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
Saved in:
2
American option pricing under the double Heston model based on asymptotic expansion
Zhang, S. M.
;
Feng, Y.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10012194649
Saved in:
3
Representation of exchange option prices under stochastic volatility jump-diffusion dynamics
Cheang, Gerald H. L.
;
Garces, Len Patrick Dominic M.
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 291-310
Persistent link: https://www.econbiz.de/10012194867
Saved in:
4
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 573-591
Persistent link: https://www.econbiz.de/10012194908
Saved in:
5
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
Saved in:
6
JDOI variance reduction method and the pricing of American-style options
Auster, Johan
;
Mathys, Ludovic
;
Maeder, Fabio
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 639-656
Persistent link: https://www.econbiz.de/10013367843
Saved in:
7
Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
Saved in:
8
Model-free analysis of real option exercise probability and timing
Kang, Sang Baum
;
Létourneau, Pascal
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1531-1544
Persistent link: https://www.econbiz.de/10014419176
Saved in:
9
Heterogeneous beliefs and optimal ownership in entrepreneurial financing decisions
Tavares-Gärtner, Miguel
;
Pereira, Paulo J.
;
Brandão, …
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1947-1958
Persistent link: https://www.econbiz.de/10012262888
Saved in:
10
Real options under a double exponential jump-diffusion model with regime switching and partial information
Luo, Pengfei
;
Xiong, Jie
;
Yang, Jinqiang
;
Yang, Zhaojun
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1061-1073
Persistent link: https://www.econbiz.de/10012194743
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->