//--> //--> //-->
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
~source:"econis"
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 P.D.E. Approach to Asian Opt...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
Black-Scholes model
2
Black-Scholes-Modell
2
Theorie
2
Theory
2
Antimaximum Principle
1
Asia
1
Asien
1
Black-Scholes equation
1
Cooperative and Non-cooperative Systems
1
Elliptic Equation and Systems
1
Europa
1
Europe
1
European call option
1
Experiment
1
Hedging
1
Heston model
1
Mathematics
1
Mathematik
1
Maximum Principle
1
Numerical analysis
1
Numerisches Verfahren
1
Option trading
1
Optionsgeschäft
1
Principle Eigenvalue
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
analytic solution
1
degenerate parabolic equation
1
holomorphic extension
1
stochastic volatility
1
terminal value problem
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
3
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Author
All
Alziary, Bénédicte
4
Décamps, Jean-Paul
2
Koehl, Pierre-François
2
Fleckinger, Jacqueline
1
Takáč, Peter
1
Published in...
All
Working papers / TSE : WP
2
Journal of banking & finance
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Source
All
ECONIS (ZBW)
RePEc
183
OLC EcoSci
1
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
- In:
Journal of banking & finance
21
(
1997
)
5
,
pp. 613-640
Persistent link: https://www.econbiz.de/10001222189
Saved in:
2
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
;
Décamps, Jean-Paul
;
Koehl, …
-
1996
Persistent link: https://www.econbiz.de/10000936713
Saved in:
3
Blow up of the solutions to a linear elliptic system involving Schrödinger operators
Alziary, Bénédicte
;
Fleckinger, Jacqueline
-
2017
Persistent link: https://www.econbiz.de/10012265747
Saved in:
4
On the Heston model with stochastic volatility : analytic solutions and complete markets
Alziary, Bénédicte
;
Takáč, Peter
-
2017
Persistent link: https://www.econbiz.de/10012265761
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->