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~isPartOf:"The journal of computational finance"
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Simulation
Option pricing theory
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Asghari, Naser M.
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The journal of computational finance
Applied mathematical finance
12
European journal of operational research : EJOR
12
International journal of theoretical and applied finance
11
Quantitative finance
11
Computational economics
10
Energy economics
7
Journal of economic dynamics & control
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Handbook of financial markets : dynamics and evolution
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International journal of economics and finance
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ECONIS (ZBW)
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1
Pricing moving average barrier options
Heritage, J. P.
- In:
The journal of computational finance
5
(
2002
)
4
,
pp. 51-67
Persistent link: https://www.econbiz.de/10001695833
Saved in:
2
Accurate approximations for European-style Asian options
Chalasani, Prasad
;
Jha, Somesh
;
Varikooty, Ashok
- In:
The journal of computational finance
1
(
1998
)
4
,
pp. 11-30
Persistent link: https://www.econbiz.de/10001366213
Saved in:
3
Pricing and hedging American-style options: a simple simulation-based approach
Wang, Yang
;
Caflisch, Russel
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 95-125
Persistent link: https://www.econbiz.de/10003996081
Saved in:
4
An efficient Monte Carlo method for discrete variance contracts
Merener, Nicolas
;
Vicchi, Leonardo
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011298488
Saved in:
5
Simulation of Lévy processes and option pricing
Dia, El Hadj Aly
- In:
The journal of computational finance
17
(
2013
)
2
,
pp. 41-69
Persistent link: https://www.econbiz.de/10010239115
Saved in:
6
Exact simulation pricing with Gamma processes and their extensions
James, Lancelot F.
;
Kim, Dohyun
;
Zhang, Zhiyuan
- In:
The journal of computational finance
17
(
2013
)
2
,
pp. 3-39
Persistent link: https://www.econbiz.de/10010239119
Saved in:
7
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:
8
Convergence of Monte Carlo simulations involving the mean-reverting square root process
Higham, Desmond J.
;
Mao, Xuerong
- In:
The journal of computational finance
8
(
2004/2005
)
3
,
pp. 35-61
Persistent link: https://www.econbiz.de/10002996511
Saved in:
9
Lognormal approximations to Libor market models
Kurbanmuradov, O.
;
Sabelfeld, K.
;
Schoenmakers, John
- In:
The journal of computational finance
6
(
2002
)
1
,
pp. 69-100
Persistent link: https://www.econbiz.de/10001704745
Saved in:
10
Pricing of interest rate contingent claims : implementing a simulation approach
Miltersen, Kristian R.
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 7-62
Persistent link: https://www.econbiz.de/10001632703
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