//--> //--> //--> //-->
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
Valuing commodity options and...
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
89
Stochastischer Prozess
89
Theorie
78
Theory
78
Volatility
67
Volatilität
67
Option trading
60
Optionsgeschäft
60
Derivat
43
Derivative
43
Monte Carlo simulation
43
Monte-Carlo-Simulation
43
Black-Scholes model
26
Black-Scholes-Modell
26
Yield curve
24
Zinsstruktur
24
Interest rate derivative
20
Zinsderivat
20
Simulation
18
Analysis
17
Mathematical analysis
17
Swap
15
stochastic volatility
15
Credit risk
13
Kreditrisiko
13
Hedging
12
Experiment
11
Finanzmathematik
11
Mathematical finance
11
option pricing
11
Interest rate
10
Portfolio selection
10
Portfolio-Management
10
USA
10
United States
10
Zins
10
Statistical distribution
9
Statistische Verteilung
9
more ...
less ...
Online availability
All
Undetermined
95
Type of publication
All
Article
264
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
265
Aufsatz in Zeitschrift
265
Collection of articles of several authors
4
Sammelwerk
4
Mehrbändiges Werk
1
Multi-volume publication
1
Language
All
English
268
Author
All
Madan, Dilip B.
7
Forsyth, Peter A.
6
Andersen, Leif B. G.
5
Reisinger, Christoph
5
Carr, Peter
4
Coleman, Thomas F.
4
Joshi, Mark S.
4
Oosterlee, Cornelis Willebrordus
4
Rebonato, Riccardo
4
Vetzal, Kenneth R.
4
Brotherton-Ratcliffe, Rupert
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
Pagès, Gilles
3
Schoenmakers, John
3
Tangman, Désiré Yannick
3
Tankov, Peter
3
Zvan, R.
3
AitSahlia, Farid
2
Andreasen, Jesper Fredborg
2
Cakici, Nusret
2
Caramellino, Lucia
2
Christara, Christina C.
2
Cont, Rama
2
Crépey, Stéphane
2
Dang, Duy Minh
2
Escobar, Marcos
2
Fouque, Jean-Pierre
2
Fries, Christian
2
Fu, Michael
2
Glau, Kathrin
2
Grossinho, Maria do Rosário
2
Guerra, João
2
Guyon, Julien
2
more ...
less ...
Published in...
All
The journal of computational finance
The journal of futures markets
920
International journal of theoretical and applied finance
567
Journal of banking & finance
421
Mathematical finance : an international journal of mathematics, statistics and financial theory
289
The journal of derivatives : the official publication of the International Association of Financial Engineers
289
Applied mathematical finance
265
Finance and stochastics
256
Quantitative finance
231
Finance research letters
209
Review of derivatives research
209
Energy economics
208
The journal of finance : the journal of the American Finance Association
167
European journal of operational research : EJOR
165
Journal of financial economics
165
Journal of economic dynamics & control
164
IMF Working Papers
153
Insurance / Mathematics & economics
153
Journal of financial and quantitative analysis : JFQA
148
NBER working paper series
143
Working paper / National Bureau of Economic Research, Inc.
138
The European journal of finance
133
International review of financial analysis
132
International journal of financial engineering
124
Risks : open access journal
123
Computational economics
120
Journal of mathematical finance
118
International review of economics & finance : IREF
117
Applied economics
115
The North American journal of economics and finance : a journal of financial economics studies
115
The review of financial studies
113
Applied financial economics
111
Research paper series / Swiss Finance Institute
111
SpringerLink / Bücher
107
NBER Working Paper
105
Asia-Pacific financial markets
99
Review of quantitative finance and accounting
99
American journal of agricultural economics
94
Advances in futures and options research : a research annual
90
Economic modelling
90
more ...
less ...
Source
All
ECONIS (ZBW)
268
Showing
1
-
10
of
268
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
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:
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
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
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
6
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:
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
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->