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~subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
Option pricing theory
46
Optionspreistheorie
46
Theorie
35
Theory
35
Monte Carlo simulation
32
Monte-Carlo-Simulation
29
Yield curve
22
Zinsstruktur
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Optionsgeschäft
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Black-Scholes model
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Finanzmathematik
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Währungsderivat
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Bermudan options
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Early exercise
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Greeks
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Mathematical finance
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English
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Joshi, Mark S.
5
Chan, Jiun Hong
1
Zhu, Dan
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
2
Applied mathematical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Achieving smooth asymptotics for the prices of European options in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632920
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2
Achieving higher order convergence for the prices of European pptions in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632930
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3
Achieving higher order convergence for the prices of European options in binomial trees
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 89-103
Persistent link: https://www.econbiz.de/10003955683
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4
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:
5
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.
;
Zhu, Dan
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
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