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 derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Ghamami, Samim"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Currency option
Kapitaleinkommen
Monte Carlo simulation
Börsenkurs
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Share price
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Ghamami, Samim
Andersen, Torben
1
Babsiri, Mohamed el
1
Bakshi, Gurdip S.
1
Bennett, Michael N.
1
Benzoni, Luca
1
Boogert, Alexander
1
Brenner, Menachem
1
Chateauneuf, Alain
1
Chen, Zhiwu
1
Choi, Seung-mook S.
1
Coval, Joshua
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dutt, Samir K.
1
Eldor, Rafi
1
Fournier, Mathieu
1
Gesser, Vincent
1
Grullon, Gustavo
1
Hauser, Shmuel
1
Heston, Steven L.
1
Jacobs, Kris
1
Jones, Christopher S.
1
Jong, Cyriel de
1
Kennedy, Joanne E.
1
Khorram, Mehdi
1
Leung, Yan
1
Li, Shuaiqi
1
Lund, Jesper
1
Lyandres, Evgeny
1
López, José A.
1
Marcozzi, Michael D.
1
Mo, Haitao
1
Mostoufi, Mina
1
Navas, Javier F.
1
Newton, David P.
1
Noel, Gerald
1
O'Brien, Thomas J.
1
Orłowski, Piotr
1
Poncet, Patrice
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
FEDS Working Paper
1
Finance and economics discussion series
1
The journal of credit risk : published quarterly by Incisive Media
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
