//--> //--> //--> //-->
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 flexible lattice framework f...
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
International journal of theoretical and applied finance
477
Insurance / Mathematics & economics
358
Journal of banking & finance
306
NBER working paper series
291
Working paper / National Bureau of Economic Research, Inc.
276
The journal of futures markets
267
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Applied mathematical finance
244
Finance and stochastics
236
The journal of risk and insurance : the journal of the American Risk and Insurance Association
230
IMF Staff Country Reports
219
Quantitative finance
210
The journal of derivatives : the official publication of the International Association of Financial Engineers
209
Journal of financial economics
202
The journal of finance : the journal of the American Finance Association
194
NBER Working Paper
190
Finance research letters
186
Risks : open access journal
173
Review of derivatives research
171
European journal of operational research : EJOR
153
Journal of economic dynamics & control
146
Journal of financial and quantitative analysis : JFQA
129
International journal of financial engineering
123
Journal of mathematical finance
117
Review of quantitative finance and accounting
112
The European journal of finance
112
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
112
Computational economics
108
International review of financial analysis
107
The North American journal of economics and finance : a journal of financial economics studies
104
The journal of corporate finance : contracting, governance and organization
104
Research paper series / Swiss Finance Institute
103
The review of financial studies
97
International review of economics & finance : IREF
95
Working paper
91
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
89
CESifo working papers
81
Pacific-Basin finance journal
81
Asia-Pacific financial markets
79
more ...
less ...
Source
All
ECONIS (ZBW)
254
Showing
1
-
10
of
254
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytical conversion between implied volatilities based on different
dividend
models
Lucic, Vladimir
;
Jovanović, Vladimir
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 103-120
Persistent link: https://www.econbiz.de/10014314571
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Special issue: Numerical methods for finance
Edelman, David
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003971918
Saved in:
8
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:
9
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:
10
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:
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...
//-->