//--> //--> //-->
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
~subject:"Bermudan options"
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
On the frequency variation in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bermudan options
Newton-Raphson method
19
k-step bootstrap
5
maximum pseudo-likelihood estimators
5
nested fixed point algorithm
5
policy iteration
5
Edgeworth expansion
3
implied volatility
3
Global convergence
2
Internal rate of return
2
Kepler’s equation
2
Monte Carlo simulation
2
PyTorch
2
TensorRT
2
Theorie
2
Theory
2
graphics processing unit (GPU) accelerated computing
2
Algorithm
1
Algorithmus
1
American options
1
BHHH method
1
Bayes information criterion
1
Cap and Floor contracts
1
Control variates
1
Cubic Spline Function
1
Exact computation
1
Expectiles
1
Fast Decoupled method
1
Gauss Sidle Method
1
Heteroscedasticity
1
Heteroskedasticity
1
Heteroskedastizität
1
IEEE-30 Bus System
1
Keywords: partial shading conditions
1
Likelihood
1
Liouville Fractional Vasicek model
1
Load Flow
1
Logistic regression model
1
Mathematical programming
1
Mathematische Optimierung
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Hochschulschrift
1
Thesis
1
Language
All
English
1
Author
All
Jonen, Christian
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient pricing of high-dimensional American-style derivatives : a robust regression Monte Carlo method
Jonen, Christian
-
2011
Persistent link: https://www.econbiz.de/10010204985
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->