//--> //--> //--> //-->
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"
~subject:"Derivat"
~subject:"Option pricing theory"
~subject:"Optionspreistheorie"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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
Das Reportgeschäft
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Option pricing theory
Optionspreistheorie
Portfolio selection
Derivative
43
Theorie
14
Theory
14
Stochastic process
12
Stochastischer Prozess
12
Credit risk
11
Kreditrisiko
11
Interest rate derivative
8
Yield curve
8
Zinsderivat
8
Zinsstruktur
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Volatility
7
Volatilität
7
Portfolio-Management
6
Swap
6
Analysis
5
Black-Scholes model
5
Black-Scholes-Modell
5
Mathematical analysis
5
Option trading
5
Optionsgeschäft
5
Hedging
4
Interest rate
4
Zins
4
derivatives pricing
4
CAPM
3
Anleihe
2
Arbitrage Pricing
2
Arbitrage pricing
2
Bond
2
Credit rating
2
Electric power industry
2
Elektrizitätswirtschaft
2
Energiemarkt
2
more ...
less ...
Online availability
All
Undetermined
20
Type of publication
All
Article
44
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
44
Language
All
English
44
Author
All
Crépey, Stéphane
2
Escobar, Marcos
2
Fouque, Jean-Pierre
2
Kandhai, Drona
2
Kennedy, Joanne E.
2
Pagès, Gilles
2
Reisinger, Christoph
2
Tangman, Désiré Yannick
2
Vázquez, Carlos
2
Zagst, Rudi
2
Arnsdorf, Matthias
1
Benk, Janos
1
Bhim, Louis
1
Bhuruth, Muddun
1
Bujok, Karolina
1
Burgard, Christoph
1
Calvo-Garrido, M. C.
1
Caramellino, Lucia
1
Carr, Peter
1
Chataigner, Marc
1
Chen, Bin
1
Chen, Yuwei
1
Christara, Christiana C.
1
Christara, Christina C.
1
Coonjobeharry, Radha Krishn
1
Daluiso, Roberto
1
Dang, Duy Minh
1
Davis, Jesse
1
Devos, Laurens
1
Dilloo, Mehzabeen Jumanah
1
Dixon, Matthew F.
1
Ehrhardt, Matthias
1
El Karoui, Nicole
1
Feng, Qian
1
Gierjatowicz, Patrick
1
Gogala, Jaka
1
Graaf, Cornelis S. L. de
1
Grzelak, Lech A.
1
Götz, Barbara
1
Hainaut, Donatien
1
more ...
less ...
Published in...
All
The journal of computational finance
The journal of futures markets
389
Journal of banking & finance
178
International journal of theoretical and applied finance
170
Energy economics
120
Applied mathematical finance
79
The journal of finance : the journal of the American Finance Association
79
International review of financial analysis
72
Journal of financial economics
72
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Finance research letters
64
The European journal of finance
63
Applied financial economics
61
International review of economics & finance : IREF
61
Quantitative finance
61
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
Die Bank
48
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
44
Applied economics letters
41
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Journal of risk and financial management : JRFM
37
Derivatives & financial instruments
36
Review of quantitative finance and accounting
36
Economic modelling
33
Research in international business and finance
33
The journal of credit risk : published quarterly by Incisive Media
33
Journal of securities operations & custody
32
Risks : open access journal
32
International journal of financial engineering
31
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Vibrato and automatic differentiation for high-order derivatives and sensitivities of financial options
Pagès, Gilles
;
Pironneau, Olivier
;
Sall, Guillaume
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011976655
Saved in:
2
Polynomial upper and lower bounds for financial derivative price functions under regime-switching
Bhim, Louis
;
Kawai, Reiichiro
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 35-71
Persistent link: https://www.econbiz.de/10011976660
Saved in:
3
Hedging of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
4
Accelerated trinomial trees applied to American basket options and American options under the Bates model
O'Sullivan, Conall
;
O'Sullivan, Stephen
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 29-72
Persistent link: https://www.econbiz.de/10011603176
Saved in:
5
Efficient computation of exposure profiles on real-world and risk-neutral scenarios for Bermudan swaptions
Feng, Qian
;
Jain, Shashi
;
Karlsson, Patrik
;
Kandhai, Drona
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 139-172
Persistent link: https://www.econbiz.de/10011639641
Saved in:
6
Variance optimal hedging with application to electricity markets
Warin, Xavier
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10012162373
Saved in:
7
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
8
Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach
Calvo-Garrido, M. C.
;
Ehrhardt, Matthias
;
Vázquez, Carlos
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 81-107
Persistent link: https://www.econbiz.de/10011689686
Saved in:
9
Efficient estimation of sensitivities for counterparty credit risk with the finite difference Monte Carlo method
Graaf, Cornelis S. L. de
;
Kandhai, Drona
;
Sloot, Peter M. A.
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10011691615
Saved in:
10
A multifactor bottom-up model for pricing credit derivatives
Tsui, Lung Kwan
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 93-114
Persistent link: https://www.econbiz.de/10010337815
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->