//--> //--> //-->
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
Convergence in West German Reg...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
7
Optionspreistheorie
7
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Stochastic process
4
Stochastischer Prozess
4
Monte Carlo
3
Option trading
3
Optionsgeschäft
3
Volatility
3
Volatilität
3
Black-Scholes model
2
Black-Scholes-Modell
2
European option pricing
2
Markov chain
2
Markov-Kette
2
Option pricing
2
Quasi-Monte Carlo
2
Richardson extrapolation
2
Search theory
2
Suchtheorie
2
Adaptive sparse grid quadrature
1
Adaptive sparse grids
1
Basket option
1
Basket options
1
Bermudan options
1
Black-Scholes
1
Brownian bridge
1
Brownian bridge construction
1
Computational Finance
1
Distribution functions
1
Dynamic programming
1
Dynamische Optimierung
1
Error bounds
1
Estimation theory
1
Experiment
1
Fractional kernel
1
Greeks
1
Hamilton-Jabcobi-Bellman
1
Linear regression
1
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Bayer, Christian
8
Tempone, Raúl
4
Ben Hammouda, Chiheb
2
Breneis, Simon
1
Friz, Peter K.
1
Gulisashvili, Archil
1
Horvath, Blanka Nora
1
Häppölä, Juho
1
Redmann, Martin
1
Schoenmakers, John
1
Siebenmorgen, Markus
1
Stemper, Benjamin
1
Tempone, Raul
1
Wolfers, Sören
1
more ...
less ...
Published in...
All
Quantitative finance
IZA Discussion Papers
32
Discussion paper series / IZA
22
IZA Discussion Paper
20
CESifo Working Paper
16
CESifo working papers
10
CESifo Working Paper Series
9
Discussion papers / CEPR
9
Discussion paper / Centre for Economic Policy Research
7
ECONtribute Policy Brief
7
Journal of economic dynamics & control
7
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
6
Journal of monetary economics
6
Papers / arXiv.org
5
Wirtschaftstheoretische Diskussionsbeiträge
5
ECONtribute discussion paper
4
ECONtribute policy brief
4
Review of economic dynamics
4
The American economic review
4
Working Papers / Volkswirtschaftslehre-Lehrstühle, Gutenberg School of Management and Economics
4
Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
3
DIW Discussion Papers
3
Discussion Papers in Economics
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Economics letters
3
Journal of Economic Dynamics and Control
3
Journal of labor economics
3
Macroeconomics
3
Preprints of the Max Planck Institute for Research on Collective Goods
3
Ruhr Economic Papers
3
Technical Report
3
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Working Paper Series in Economics
3
, Vol. , pp. -
2
2009 Meeting Papers
2
American Economic Review
2
Bundesbank Series 1 Discussion Paper
2
Covid economics : vetted and real-time papers
2
DIW aktuell
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Smoothing the payoff for efficient computation of basket option prices
Bayer, Christian
;
Siebenmorgen, Markus
;
Tempone, Raul
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 491-505
Persistent link: https://www.econbiz.de/10011906403
Saved in:
2
Dynamic programming for optimal stopping via pseudo-regression
Bayer, Christian
;
Redmann, Martin
;
Schoenmakers, John
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012424631
Saved in:
3
Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model
Bayer, Christian
;
Ben Hammouda, Chiheb
;
Tempone, Raúl
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1457-1473
Persistent link: https://www.econbiz.de/10012295614
Saved in:
4
Pricing American options by exercise rate optimization
Bayer, Christian
;
Tempone, Raúl
;
Wolfers, Sören
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1749-1760
Persistent link: https://www.econbiz.de/10012295635
Saved in:
5
Implied stopping rules for American basket options from Markovian projection
Bayer, Christian
;
Häppölä, Juho
;
Tempone, Raúl
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 371-390
Persistent link: https://www.econbiz.de/10012194659
Saved in:
6
Short-time near-the-money skew in rough fractional volatility models
Bayer, Christian
;
Friz, Peter K.
;
Gulisashvili, Archil
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 779-798
Persistent link: https://www.econbiz.de/10012194716
Saved in:
7
Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing
Bayer, Christian
;
Ben Hammouda, Chiheb
;
Tempone, Raúl
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 209-227
Persistent link: https://www.econbiz.de/10014232621
Saved in:
8
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->