//--> //--> //-->
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:"Black-Scholes model"
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
Robust libor modelling and pri...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Black-Scholes model
Option pricing theory
28
Optionspreistheorie
28
Theorie
25
Theory
24
Monte Carlo simulation
14
Yield curve
14
Zinsstruktur
14
Monte-Carlo-Simulation
13
Interest rate derivative
12
Stochastic process
12
Stochastischer Prozess
12
Zinsderivat
12
Search theory
10
Suchtheorie
10
optimal stopping
6
Arbitrage Pricing
5
Arbitrage pricing
5
Black-Scholes-Modell
5
Derivat
5
Derivative
5
Option trading
5
Optionsgeschäft
5
Portfolio-Management
5
Regressionsanalyse
5
Portfolio selection
4
Regression analysis
4
Robust statistics
4
Robustes Verfahren
4
Simulation
4
Volatilität
4
Anlageverhalten
3
Hedging
3
Investmentfonds
3
Nutzenfunktion
3
Regression methods
3
Risiko
3
Risk
3
Volatility
3
duality
3
more ...
less ...
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
4
Author
All
Schoenmakers, John
4
Mahayni, Antje
2
Milʹstejn, Grigorij N.
1
Reiß, O.
1
Reiß, Oliver
1
Schweizer, Martin
1
Published in...
All
Journal of economic dynamics & control
2
Diskussionsbeiträge der Mercator School of Management der Universität Duisburg-Essen, Campus Duisburg
1
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new Monte Carlo method for American options
Milʹstejn, Grigorij N.
;
Reiß, O.
;
Schoenmakers, John
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 591-614
Persistent link: https://www.econbiz.de/10002171485
Saved in:
2
Minimum return guarantees with fund switching rights : an optimal stopping problem
Mahayni, Antje
;
Schoenmakers, John
- In:
Journal of economic dynamics & control
35
(
2011
)
11
,
pp. 1880-1897
Persistent link: https://www.econbiz.de/10009316471
Saved in:
3
Minimum return guarantees with funds switching rights : an optimal stopping problem
Mahayni, Antje
;
Schoenmakers, John
-
2010
Persistent link: https://www.econbiz.de/10008656668
Saved in:
4
From structural assumptions to a link between assets and interrest rates
Reiß, Oliver
;
Schoenmakers, John
;
Schweizer, Martin
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 593-612
Persistent link: https://www.econbiz.de/10003412327
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->