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~isPartOf:"The journal of computational finance"
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Option pricing theory
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Black-Scholes implied volatility
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Glau, Kathrin
Forsyth, Peter A.
7
Madan, Dilip B.
7
Andersen, Leif B. G.
5
Reisinger, Christoph
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Coleman, Thomas F.
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The journal of computational finance
Applied mathematical finance
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Finance and stochastics
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Quantitative finance
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Advanced mathematical methods for finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
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ECONIS (ZBW)
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The Chebyshev method for the implied volatility
Glau, Kathrin
;
Herold, Paul
;
Madan, Dilip B.
;
Pötz, …
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012162365
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2
Complexity reduction for calibration to American options
Burkovska, Olena
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 25-60
Persistent link: https://www.econbiz.de/10012064981
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