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
~language:"eng"
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
Trinomial or binomial: Acceler...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
53
Optionspreistheorie
53
Theorie
48
Theory
48
Monte Carlo simulation
36
Monte-Carlo-Simulation
36
Yield curve
22
Zinsstruktur
22
Option trading
18
Optionsgeschäft
18
Derivat
15
Derivative
15
Greece
12
Griechenland
12
Simulation
10
Swap
10
Interest rate derivative
9
Stochastic process
9
Stochastischer Prozess
9
Volatility
9
Volatilität
9
Zinsderivat
9
USA
8
United States
8
China
7
Estimation theory
7
Schätztheorie
7
Black-Scholes model
6
Black-Scholes-Modell
6
Game theory
6
Portfolio selection
6
Portfolio-Management
6
Robust statistics
6
Robustes Verfahren
6
Spieltheorie
6
Currency derivative
5
Finanzmathematik
5
Lieferkette
5
Supply chain
5
Währungsderivat
5
more ...
less ...
Online availability
All
Free
64
Undetermined
27
Type of publication
All
Book / Working Paper
78
Article
63
Type of publication (narrower categories)
All
Article in journal
58
Aufsatz in Zeitschrift
58
Working Paper
47
Arbeitspapier
45
Graue Literatur
37
Non-commercial literature
37
Einführung
2
Lehrbuch
2
Textbook
2
Glossar enthalten
1
Glossary included
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Undetermined
60
Author
All
Joshi, Mark S.
87
Yang, Chao
53
Chan, Jiun Hong
16
Tang, Robert
11
Chao Yang
9
Beveridge, Christopher
8
Zhu, Dan
6
Chen, Yuanyuan
5
Feng, Shuaizhang
5
Lee, Lung-fei
5
Chen, Anthony
4
Denson, Nick
4
Fries, Christian P.
4
Joshi, Mark
3
Kwon, Oh Kang
3
Qu, Xi
3
Yang, Jun
3
Zhang, Yang
3
Andrews, John
2
Beveridge, Chris J.
2
Bo, Xianhui
2
Goroshnikova, Tatiana
2
Huang, Cui
2
McGuire, Stephen J.
2
Perusquía, Juan
2
Remenyte-Prescott, Rasa
2
Song, Di
2
Su, Jun
2
Tang, Kai
2
Wiguna, Alexander
2
Wright, Will M.
2
Wu, Liansheng
2
Ametrano, Ferdinando M.
1
Bai, Shouyi
1
Cai, Baoping
1
Chan, Juin Hong
1
Chen, Ting
1
Chootinan, Piya
1
Chu, Zhengde
1
Craiu, Radu V.
1
more ...
less ...
Published in...
All
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
42
International journal of theoretical and applied finance
7
The journal of computational finance
6
Journal of risk
4
Journal of economic dynamics & control
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Applied mathematical finance
2
European journal of operational research : EJOR
2
International journal of logistics systems and management
2
Journal of econometrics
2
Mathematics, finance and risk
2
Regional science & urban economics
2
Technological forecasting & social change : an international journal
2
Transportation research / E : an international journal
2
Annals of Economics and Finance
1
Annals of economics and finance
1
Applied economics
1
Astin bulletin : the journal of the International Actuarial Association
1
China knowledge series
1
Complex Networks and Dynamic Systems
1
Discussion paper series / IZA
1
Economic modelling
1
Finance research letters
1
GLO Discussion Paper
1
GLO discussion paper
1
IMA journal of management mathematics
1
IZA Discussion Paper
1
IZA Discussion Papers
1
International journal of information systems and supply chain management : JISSCM ; an official publication of the Information Resources Management Association
1
International journal of production research
1
International review of financial analysis
1
International series on actuarial science
1
International studies of economics
1
Journal of Artificial Societies and Social Simulation
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of entrepreneurship
1
Journal of the American Statistical Association : JASA
1
Journal of the Operational Research Society : OR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical methods of operations research
1
more ...
less ...
Source
All
ECONIS (ZBW)
133
EconStor
2
RePEc
2
Other ZBW resources
2
OLC EcoSci
1
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
141
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Trinomial or binomial : accelerating American put option price on trees
Chan, Jiun Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 826-839
Persistent link: https://www.econbiz.de/10003900848
Saved in:
2
Trinomial or binomial : accelerating American put option price on trees
Chan, Juin Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
-
2008
Persistent link: https://www.econbiz.de/10003797820
Saved in:
3
First and second order Greeks in the Heston model
Chan, Jiun Hong
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806607
Saved in:
4
Fast and accurate long stepping simulation of the Heston stochastic volatility model
Chan, Jiun Hong
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806610
Saved in:
5
Fast Monte-Carlo Greeks for financial products with discontinuous pay-offs
Chan, Jiun Hong
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806613
Saved in:
6
Fast Monte-Carlo Greeks for financial products with discontinuous pay-offs
Chan, Jiun Hong
;
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924347
Saved in:
7
Minimal partial proxy simulation schemes for generic and robust Monte-Carlo Greeks
Chan, Jiun Hong
;
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924351
Saved in:
8
Optimal limit methods for computing sensitivities of discontinious integrals including triggerable derivative securities
Chan, Jiun Hong
;
Joshi, Mark S.
-
2012
Persistent link: https://www.econbiz.de/10009553205
Saved in:
9
Minimal partial proxy simulation schemes for generic and robust Monte Carlo Greeks
Chan, Jiun Hong
;
Joshi, Mark S.
- In:
The journal of computational finance
15
(
2011/12
)
2
,
pp. 77-109
Persistent link: https://www.econbiz.de/10009424801
Saved in:
10
Fast Monte Carlo Greeks for financial products with discontinuous pay-offs
Chan, Jiun Hong
;
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 459-495
Persistent link: https://www.econbiz.de/10009783358
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...
