//--> //--> //--> //-->
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:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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
A compound real option approac...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
57
Optionspreistheorie
57
Stochastic process
31
Stochastischer Prozess
31
Theorie
23
Theory
23
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Volatility
21
Volatilität
21
Derivat
9
Derivative
9
Hedging
9
Option trading
8
Optionsgeschäft
8
Analysis
6
Mathematical analysis
6
Portfolio selection
6
Portfolio-Management
6
Yield curve
6
Zinsstruktur
6
Commodity derivative
5
Markov chain
5
Markov-Kette
5
Rohstoffderivat
5
Begrenzte Rationalität
4
Bounded rationality
4
Interest rate derivative
4
Martingal
4
Martingale
4
Simulation
4
Stochastic volatility
4
Stochastische Volatilität
4
Zinsderivat
4
Algorithm
3
Algorithmus
3
Arbitrage Pricing
3
Arbitrage pricing
3
CAPM
3
Erdöl
3
more ...
less ...
Online availability
All
Free
71
Type of publication
All
Book / Working Paper
71
Type of publication (narrower categories)
All
Arbeitspapier
71
Working Paper
71
Graue Literatur
69
Non-commercial literature
69
Language
All
English
71
Author
All
Chiarella, Carl
22
Platen, Eckhard
14
Schlögl, Erik
10
Kang, Boda
8
Nikitopoulos, Christina Sklibosios
7
Ziogas, Andrew
6
Cheng, Benjamin
4
Baldeaux, Jan
3
Cheang, Gerald H. L.
3
Heath, David C.
3
Meyer, Gunter H.
3
Shi, Lei
3
Alfeus, Mesias
2
Assefa, Samson
2
Fanelli, Viviana
2
Glover, Kristoffer
2
He, Xue-zhong
2
Hulley, Hardy
2
Ignatieva, Ekaterina
2
Kienitz, Jörg
2
McWalter, Thomas A.
2
Musti, Silvana
2
Novikov, Alexander
2
Overbeck, Ludger
2
Peskir, Goran
2
Pilz, Kay Frederik
2
Samee, Farman
2
Ziveyi, Jonathan
2
Aase Nielsen, Jørgen
1
Adolfsson, Thomas
1
Barkhagen, Mathias
1
Beyna, Ingo
1
Bienek, Tobias
1
Blomvall, Jörgen
1
Brace, Alan
1
Bruti-Liberati, Nicola
1
Byström, Hans N. E.
1
Chan, Jennifer S. K.
1
Chauveau, Thierry
1
Chavez, Sergio
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of theoretical and applied finance
486
The journal of computational finance
268
The journal of futures markets
266
Mathematical finance : an international journal of mathematics, statistics and financial theory
259
Applied mathematical finance
242
Journal of banking & finance
242
European journal of operational research : EJOR
240
Finance and stochastics
232
Journal of economic dynamics & control
221
Quantitative finance
214
The journal of derivatives : the official publication of the International Association of Financial Engineers
208
Journal of econometrics
198
Review of derivatives research
171
Insurance / Mathematics & economics
161
Computational economics
157
Discussion paper / Tinbergen Institute
136
Finance research letters
133
Working paper
128
Energy economics
121
International journal of financial engineering
119
Risks : open access journal
118
Journal of mathematical finance
115
Economic modelling
111
Economics letters
111
NBER working paper series
108
Working paper / National Bureau of Economic Research, Inc.
104
The European journal of finance
101
Physica A: Statistical Mechanics and its Applications
99
Research paper series / Swiss Finance Institute
99
Applied economics
98
The North American journal of economics and finance : a journal of financial economics studies
95
Journal of financial economics
94
Asia-Pacific financial markets
85
NBER Working Paper
82
Journal of risk and financial management : JRFM
79
Management science : journal of the Institute for Operations Research and the Management Sciences
77
SpringerLink / Bücher
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Review of quantitative finance and accounting
74
more ...
less ...
Source
All
ECONIS (ZBW)
71
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
2
The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
3
Option valuation in multivariate SABR models
Kienitz, Jörg
;
Wittke, Manuel
-
2010
Persistent link: https://www.econbiz.de/10008662187
Saved in:
4
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
5
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
6
Pricing interest rate derivatives in a multifactor HJM model with time dependent volatility
Beyna, Ingo
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009632002
Saved in:
7
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
8
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2005
Persistent link: https://www.econbiz.de/10003194455
Saved in:
9
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
10
Leveraged investments and agency conflicts when prices are mean reverting
Glover, Kristoffer J.
;
Hambusch, Gerhard
-
2012
Persistent link: https://www.econbiz.de/10009626029
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->