//--> //--> //--> //-->
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
A fractionally integrated ECOG...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
17
Stochastischer Prozess
17
Volatility
17
Volatilität
17
Option pricing theory
16
Optionspreistheorie
16
stochastic volatility
16
Option trading
6
Optionsgeschäft
6
option pricing
4
Interest rate
3
Zins
3
calibration
3
B-splines
2
Black-Scholes model
2
Black-Scholes-Modell
2
Currency derivative
2
Derivat
2
Derivative
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Währungsderivat
2
Yield curve
2
Zinsstruktur
2
characteristic function
2
stochastic interest rate
2
variance swaps
2
American option
1
Analysis
1
Analysis of variance
1
Asian option
1
Asian options
1
CAPM
1
EU countries
1
EU-Staaten
1
European and American options
1
Filon quadrature
1
Fourier transform
1
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Kirkby, J. Lars
2
Le Floc'h, Fabien
2
Briani, Maya
1
Caramellino, Lucia
1
Corlay, Sulvain
1
Cozma, Andrei
1
Drimus, Gabriel
1
Escobar, Marcos
1
Farkas, Walter
1
Gourier, Elise
1
Haghi, Majid
1
Haslip, Gareth G.
1
Heryudono, Alfa
1
Kaishev, Vladimir K.
1
Kennedy, Gary
1
Kienitz, Jörg
1
Leitao, Álvaro
1
Mazzon, Andrea
1
McGhee, William A.
1
McWalter, Thomas A.
1
Mollapourasl, Reza
1
Nagami, Kenji
1
Ng, Leslie
1
O'Sullivan, Conall
1
O'Sullivan, Stephen
1
Ortiz-Garcia, Luis
1
Panz, Sven
1
Pascucci, Andrea
1
Platen, Eckhard
1
Reisinger, Christoph
1
Rudd, Ralph
1
Zagst, Rudi
1
Zanette, Antonino
1
more ...
less ...
Published in...
All
The journal of computational finance
MPRA Paper
64
International journal of theoretical and applied finance
51
Tinbergen Institute Discussion Papers
46
Working Paper
45
International Journal of Theoretical and Applied Finance (IJTAF)
44
CREATES Research Papers
43
Discussion paper / Tinbergen Institute
41
Journal of econometrics
41
Tinbergen Institute Discussion Paper
38
Quantitative finance
34
Finance and Stochastics
29
Insurance / Mathematics & economics
28
Journal of economic dynamics & control
25
Physica A: Statistical Mechanics and its Applications
24
Quantitative Finance
24
Applied mathematical finance
23
Working paper
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Applied Mathematical Finance
20
CEPR Discussion Papers
20
Economics Series Working Papers / Department of Economics, Oxford University
20
Energy economics
20
Stochastic Processes and their Applications
20
Econometric reviews
19
Finance research letters
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
CAMA working paper series
18
ECB Working Paper
18
Research Paper Series / Finance Discipline Group, Business School
18
Economic modelling
17
Economics Papers / Economics Group, Nuffield College, University of Oxford
17
Journal of Risk and Financial Management
16
Journal of risk and financial management : JRFM
16
SFB 649 Discussion Papers
16
The journal of futures markets
16
Applied economics
15
Computational economics
15
Economics letters
15
Journal of banking & finance
15
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
American and exotic option pricing with jump diffusions and other Lévy processes
Kirkby, J. Lars
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 89-148
Persistent link: https://www.econbiz.de/10011988194
Saved in:
2
Multicurrency extension of the quasi-Gaussian stochastic volatility interest rate model
Ng, Leslie
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 59-98
Persistent link: https://www.econbiz.de/10011298899
Saved in:
3
B-spline techniques for volatility modeling
Corlay, Sulvain
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 97-135
Persistent link: https://www.econbiz.de/10011563492
Saved in:
4
A novel Fourier transform B-spline method for option pricing
Haslip, Gareth G.
;
Kaishev, Vladimir K.
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 41-74
Persistent link: https://www.econbiz.de/10011480709
Saved in:
5
An artificial neural network representation of the SABR stochastic volatility model
McGhee, William A.
- In:
The journal of computational finance
25
(
2021
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012938882
Saved in:
6
Expansion method for pricing foreign exchange options under stochastic volatility and interest rates
Nagami, Kenji
- In:
The journal of computational finance
25
(
2021
)
2
,
pp. 29-50
Persistent link: https://www.econbiz.de/10012938885
Saved in:
7
Numerical simulation and applications of the convection-diffusion-reaction equation with the radial basis function in a finite-difference mode
Mollapourasl, Reza
;
Haghi, Majid
;
Heryudono, Alfa
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 33-73
Persistent link: https://www.econbiz.de/10012295864
Saved in:
8
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:
9
The forward smile in local-stochastic volatility models
Mazzon, Andrea
;
Pascucci, Andrea
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011689675
Saved in:
10
Finite difference techniques for arbitrage-free SABR
Le Floc'h, Fabien
;
Kennedy, Gary
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 51-79
Persistent link: https://www.econbiz.de/10011689679
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->