//--> //--> //--> //-->
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
Start-ups Defined as Portfolio...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
254
Optionspreistheorie
254
Stochastic process
87
Stochastischer Prozess
87
Theorie
67
Theory
67
Volatility
65
Volatilität
65
Option trading
58
Optionsgeschäft
58
Monte Carlo simulation
43
Monte-Carlo-Simulation
43
Derivat
32
Derivative
32
Black-Scholes model
24
Black-Scholes-Modell
24
Yield curve
23
Zinsstruktur
23
Interest rate derivative
18
Zinsderivat
18
Analysis
17
Mathematical analysis
17
Simulation
16
stochastic volatility
15
Swap
13
Experiment
11
Finanzmathematik
11
Mathematical finance
11
option pricing
11
Credit risk
10
Hedging
10
Kreditrisiko
10
Interest rate
9
Statistical distribution
9
Statistische Verteilung
9
USA
9
United States
9
Zins
9
calibration
9
Numerical analysis
8
more ...
less ...
Online availability
All
Undetermined
91
Type of publication
All
Article
250
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
251
Aufsatz in Zeitschrift
251
Collection of articles of several authors
4
Sammelwerk
4
Mehrbändiges Werk
1
Multi-volume publication
1
Language
All
English
254
Author
All
Madan, Dilip B.
7
Forsyth, Peter A.
6
Reisinger, Christoph
5
Andersen, Leif B. G.
4
Coleman, Thomas F.
4
Joshi, Mark S.
4
Oosterlee, Cornelis Willebrordus
4
Rebonato, Riccardo
4
Vetzal, Kenneth R.
4
Brotherton-Ratcliffe, Rupert
3
Carr, Peter
3
Ehrhardt, Matthias
3
Glasserman, Paul
3
Grzelak, Lech A.
3
Kirkby, J. Lars
3
Korn, Ralf
3
Le Floc'h, Fabien
3
Li, Yuying
3
Oosterlee, Cornelis W.
3
Schoenmakers, John
3
Tankov, Peter
3
Zvan, R.
3
AitSahlia, Farid
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
Günther, Michael
2
Hafner, Reinhold
2
Han, Chuan-Hsiang
2
Harrach, Bastian von
2
more ...
less ...
Published in...
All
The journal of computational finance
NBER working paper series
744
Journal of business venturing
703
Journal of business research : JBR
662
MPRA Paper
639
Small business economics : an entrepreneurship journal
616
Working paper / National Bureau of Economic Research, Inc.
610
SpringerLink / Bücher
551
International journal of entrepreneurship and small business
544
NBER Working Paper
533
International journal of theoretical and applied finance
474
International entrepreneurship and management journal
473
IMF working papers
470
Journal of banking & finance
366
Entrepreneurship and regional development : an international journal
362
Small business economics : an international journal
353
NBER Working Papers
352
Discussion paper series / IZA
333
CEPR Discussion Papers
330
Entrepreneurship, theory and practice : ET & P
308
Technological forecasting & social change : an international journal
305
CESifo working papers
282
Working paper
276
Finance research letters
274
Research policy : policy, management and economic studies of science, technology and innovation
274
IZA Discussion Papers
273
The journal of futures markets
267
Emerging markets review
264
IZA Discussion Paper
259
Journal of international money and finance
256
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
International business review : the official journal of the European International Business Academy
254
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
252
Discussion paper / Centre for Economic Policy Research
248
Economics Papers from University Paris Dauphine
247
Applied mathematical finance
246
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
245
Policy research working paper : WPS
243
The journal of technology transfer
243
IMF working paper
236
more ...
less ...
Source
All
ECONIS (ZBW)
254
Showing
1
-
10
of
254
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A tree-based method to price American options in the Heston model
Vellekoop, Michel
;
Nieuwenhuis, J. H.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003969727
Saved in:
2
Saddlepoint methods for
option
pricing
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003969743
Saved in:
3
Pricing and hedging gap risk
Tankov, Peter
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10003971913
Saved in:
4
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:
5
Latin hypercube sampling with dependence and applications in finance
Packham, Natalie
;
Schmidt, Wolfgang M.
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 81-111
Persistent link: https://www.econbiz.de/10003971915
Saved in:
6
Special issue: Numerical methods for finance
Edelman, David
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003971918
Saved in:
7
Calibration of local volatility using the local and implied instantaneous variance
Turinici, Gabriel
- In:
The journal of computational finance
13
(
2009/2010
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003949859
Saved in:
8
Linking caplets and swaptions prices in the LMM-SABR model
Rebonato, Riccardo
;
White, Richard
- In:
The journal of computational finance
13
(
2009/10
)
2
,
pp. 19-45
Persistent link: https://www.econbiz.de/10003949865
Saved in:
9
Numerical techniques for the valuation of basket options and their Greeks
Hager, Corinna
;
Hüeber, Stefan
;
Wohlmuth, Barbara
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 3-33
Persistent link: https://www.econbiz.de/10003996019
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->