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"
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
Looking Forward to Pricing Opt...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option trading
60
Optionsgeschäft
60
Option pricing theory
58
Optionspreistheorie
58
Stochastic process
17
Stochastischer Prozess
17
Theorie
15
Theory
15
Volatility
13
Volatilität
13
Black-Scholes model
11
Black-Scholes-Modell
11
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
barrier options
6
Derivat
5
Derivative
5
stochastic volatility
5
Experiment
4
Hedging
4
Numerical analysis
4
Numerisches Verfahren
4
American options
3
Analysis
3
Asian options
3
Finanzmathematik
3
Heston model
3
Mathematical analysis
3
Mathematical finance
3
option pricing
3
American option
2
European options
2
Markov chain
2
Markov-Kette
2
Mathematics
2
Mathematik
2
Monte Carlo
2
Portfolio selection
2
Portfolio-Management
2
Sampling
2
more ...
less ...
Online availability
All
Undetermined
27
Type of publication
All
Article
60
Type of publication (narrower categories)
All
Article in journal
59
Aufsatz in Zeitschrift
59
Language
All
English
60
Author
All
Kirkby, J. Lars
3
Andersen, Leif B. G.
2
Forsyth, Peter A.
2
Hafner, Reinhold
2
Vetzal, Kenneth R.
2
Zvan, R.
2
AitSahlia, Farid
1
Andreasen, Jesper Fredborg
1
Bain, Alan
1
Becker, Martin
1
Benhamou, Eric
1
Bernard, Carole
1
Bhatoo, Omishwary
1
Bhuruth, M.
1
Bojarčenko, Svetlana I.
1
Bourgey, Florian
1
Brunner, Bernhard
1
Burkovska, Olena
1
Chalasani, Prasad
1
Chevalier, Etienne
1
Chhabra, Ashvin
1
Christara, Christina C.
1
Cont, Rama
1
Crocce, Fabián
1
Cui, Zhenyu
1
Dang, Duy Minh
1
Davis, Jesse
1
De Marco, Stefano
1
Del Moral, Pierre
1
Devos, Laurens
1
Drimus, Gabriel
1
Dubois, François
1
Eliezer, David
1
Escobar, Marcos
1
Farkas, Walter
1
Fu, Michael
1
Fusai, Gianluca
1
Ganesan, Narayan
1
Gaudenzi, Marcellino
1
Gerstner, Thomas
1
more ...
less ...
Published in...
All
The journal of computational finance
MPRA Paper
228
The journal of futures markets
195
International journal of theoretical and applied finance
112
IZA Discussion Papers
107
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
GE, Growth, Math methods
83
Review of derivatives research
75
Discussion paper series / IZA
74
CESifo Working Paper
68
NBER working paper series
68
Finance research letters
65
IZA Discussion Paper
65
Working Paper
61
NBER Working Papers
59
Quantitative finance
58
Applied mathematical finance
55
Economics Bulletin
53
CESifo working papers
52
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
CREATES Research Papers
46
Finance and stochastics
44
The North American journal of economics and finance : a journal of financial economics studies
43
Journal of financial economics
42
Discussion paper / Tinbergen Institute
40
Cahiers de recherche
36
Research Reports / Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg
35
International review of economics & finance : IREF
34
Journal of financial markets
34
Working paper
34
Tinbergen Institute Discussion Paper
33
CESifo Working Paper Series
32
Computational economics
32
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
32
RePAd Working Paper Series
32
cemmap working paper
31
CEMMAP working papers / Centre for Microdata Methods and Practice
30
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Valuation of barrier options using sequential Monte Carlo
Shevchenko, Pavel V.
;
Del Moral, Pierre
- In:
The journal of computational finance
20
(
2016/2017
)
4
,
pp. 107-135
Persistent link: https://www.econbiz.de/10011691638
Saved in:
3
Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary
;
Peer, Arshad Ahmud Iqbal
;
Tadmor, Eitan
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 71-101
Persistent link: https://www.econbiz.de/10012042237
Saved in:
4
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
5
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
6
Pricing barrier options with deep backward stochastic differential equation methods
Ganesan, Narayan
;
Yu, Yajie
;
Hientzsch, Bernhard
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014546284
Saved in:
7
A high-order front-tracking finite difference method for pricing American options under jump-diffusion models
Toivanen, Jari
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 61-79
Persistent link: https://www.econbiz.de/10003971914
Saved in:
8
Unbiased Monte Carlo valuation of lookback, swing and barrier options with continous monitoring under variance gamma models
Becker, Martin
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 35-61
Persistent link: https://www.econbiz.de/10003996072
Saved in:
9
The singular points binominal method for pricing American path-dependent options
Gaudenzi, Marcellino
;
Zanette, Antonino
;
Lepellere, …
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10008736753
Saved in:
10
Generalized control variate methods for pricing Asian options
Han, Chuan-Hsiang
;
Lai, Yongzeng
- In:
The journal of computational finance
14
(
2010/11
)
2
,
pp. 87-118
Persistent link: https://www.econbiz.de/10008810127
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
