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:"The journal of computational finance"
~person:"Belomestny, Denis"
~person:"Korn, Olaf"
~person:"Korn, Ralf"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Portfolio-Management
Option pricing theory
3
Optionspreistheorie
3
Interest rate derivative
2
Monte-Carlo-Simulation
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
Derivat
1
Derivative
1
Development theory
1
Entwicklungstheorie
1
Estimation
1
Estimation theory
1
Fong-Vasicek (FV) model
1
Heath-Platen (HP) estimator
1
Monte Carlo method
1
Robust statistics
1
Robustes Verfahren
1
Schätztheorie
1
Schätzung
1
Simulation
1
Swap
1
bond option pricing
1
variance reduction
1
more ...
less ...
Online availability
All
Undetermined
1
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
Belomestny, Denis
Korn, Olaf
Korn, Ralf
Caramellino, Lucia
2
Fu, Michael
2
Harrach, Bastian von
2
Le Floc'h, Fabien
2
Oosterlee, Cornelis Willebrordus
2
Shevchenko, Pavel V.
2
Xu, Wei
2
Alm, Thomas
1
Asghari, Naser M.
1
Auster, Johan
1
Badouraly Kassim, Laetitia
1
Becker, Martin
1
Belak, Christoph
1
Bourgey, Florian
1
Briani, Maya
1
Chen, Bin
1
Chen, Xi
1
Coleman, Thomas F.
1
Coskun, Sema
1
Cozma, Andrei
1
Crépey, Stéphane
1
Daluiso, Roberto
1
Davison, Matt
1
De Marco, Stefano
1
Del Moral, Pierre
1
Desmettre, Sascha
1
Dickmann, Fabian
1
Dixon, Matthew F.
1
Forsyth, Peter A.
1
Frangos, Nikolaos E.
1
Fries, Christian
1
Gerstner, Thomas
1
Graaf, Cornelis S. L. de
1
Grzelak, Lech A.
1
Guerra, João
1
Guerreiro, Henrique
1
Guyon, Julien
1
Gűr, Sercan
1
Haastrecht, Alexander van
1
more ...
less ...
Published in...
All
The journal of computational finance
Berichte zur Stochastik und verwandten Gebieten
2
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Risks : open access journal
2
SFB 649 discussion paper
2
Working paper / Centre for Financial Research
2
Applied mathematical finance
1
Applied quantitative finance
1
Chapman & Hall / CRC financial mathematics series
1
Chapman & Hall/CRC financial mathematics series
1
Computational Management Science : CMS
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance and stochastics
1
Graduate studies in mathematics : GSM
1
Mathematical methods of operations research
1
OR-Spektrum : quantitative approaches in management
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
SFB 649 Discussion Paper
1
Studienbücher Wirtschaftsmathematik
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust and accurate Monte Carlo simulation of (cross-) Gammas for Bermudan swaptions in the LIBOR market model
Korn, Ralf
;
Liang, Qian
- In:
The journal of computational finance
17
(
2013/2014
)
3
,
pp. 87-110
Persistent link: https://www.econbiz.de/10010366276
Saved in:
2
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
