//--> //--> //-->
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:"McMillan, David G."
~person:"Schoutens, Wim"
~source:"econis"
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
Construction and interpretatio...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
Artificial intelligence
1
Black-Scholes model
1
Black-Scholes-Modell
1
Credit derivative
1
Credit insurance
1
Credit risk
1
Derivat
1
Derivative
1
Finanzmathematik
1
Kreditderivat
1
Kreditrisiko
1
Kreditversicherung
1
Künstliche Intelligenz
1
Mathematical finance
1
Option trading
1
Optionsgeschäft
1
Regression analysis
1
Regressionsanalyse
1
Swap
1
computation time
1
derivatives pricing
1
exotic options
1
machine learning
1
regression trees
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
McMillan, David G.
Schoutens, Wim
Forsyth, Peter A.
7
Madan, Dilip B.
7
Andersen, Leif B. G.
6
Rebonato, Riccardo
6
Coleman, Thomas F.
5
Reisinger, Christoph
5
Carr, Peter
4
Joshi, Mark S.
4
Li, Yuying
4
Oosterlee, Cornelis Willebrordus
4
Vetzal, Kenneth R.
4
Brotherton-Ratcliffe, Rupert
3
Ehrhardt, Matthias
3
Fouque, Jean-Pierre
3
Glasserman, Paul
3
Grzelak, Lech A.
3
Kirkby, J. Lars
3
Korn, Ralf
3
Le Floc'h, Fabien
3
Oosterlee, Cornelis W.
3
Pagès, Gilles
3
Schoenmakers, John
3
Tangman, Désiré Yannick
3
Tankov, Peter
3
Zvan, R.
3
AitSahlia, Farid
2
Andreasen, Jesper Fredborg
2
Cakici, Nusret
2
Caramellino, Lucia
2
Christara, Christina C.
2
Cont, Rama
2
Crépey, Stéphane
2
Dang, Duy Minh
2
Escobar, Marcos
2
Fries, Christian
2
Fu, Michael
2
Glau, Kathrin
2
Grossinho, Maria do Rosário
2
Guerra, João
2
Guyon, Julien
2
more ...
less ...
Published in...
All
The journal of computational finance
Applied financial economics
10
International journal of theoretical and applied finance
6
Journal of international financial markets, institutions & money
4
The European journal of finance
4
The journal of futures markets
4
AFI
3
Annals of finance
3
International journal of financial engineering
3
Journal of forecasting
3
Review of derivatives research
3
Robert H. Smith School Research Paper
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
International review of financial analysis
2
Managerial finance
2
Quantitative finance
2
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Asian African journal of economics and econometrics
1
China finance review international
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Tinbergen Institute
1
Discussion paper series
1
Documento de trabajo / Fundación de las Cajas de Ahorros
1
EURANDOM reports
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Insurance / Mathematics & economics
1
International Journal of Financial Studies : open access journal
1
International Journal of Portfolio Analysis and Management
1
International journal of banking, accounting and finance
1
International journal of banking, accounting and finance : IJBAAF
1
International journal of finance & economics : IJFE
1
International journal of financial markets and derivatives
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
2
Fast valuation and calibration of credit default swaps under Lévy dynamics
Fang, Fang
;
Jönsson, Henrik
;
Oosterlee, Cornelis W.
; …
- In:
The journal of computational finance
14
(
2010/11
)
2
,
pp. 57-86
Persistent link: https://www.econbiz.de/10008810136
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->