//--> //--> //-->
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:"Contingent claims"
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 binomial model for valuing e...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Contingent claims
Option pricing theory
19
Optionspreistheorie
19
Theorie
11
Theory
11
Volatility
9
Volatilität
9
Lebensversicherung
8
Stochastic process
8
Stochastischer Prozess
8
Life insurance
7
Portfolio selection
5
Portfolio-Management
5
Risikomaß
5
Derivat
4
Derivative
4
Discrete-time models
4
Risiko
4
Risk
4
Risk measure
4
discrete-time models
4
market risk
4
Binomial algorithms
3
Experiment
3
GB2
3
LSMC
3
Markov chain
3
Markov-Kette
3
Monte-Carlo-Simulation
3
Option pricing
3
Option trading
3
Optionsgeschäft
3
Risikomodell
3
Risk model
3
Solvency II
3
Variable annuity
3
binomial algorithms
3
Binomial lattice
2
CAPM
2
COVID-19
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Costabile, Massimo
2
Russo, Emilio
2
Massabo, Ivar
1
Massabó, Ivar
1
Published in...
All
Review of Derivatives Research
1
Review of derivatives research
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A binomial approximation for two-state Markovian HJM models
Costabile, Massimo
;
Massabó, Ivar
;
Russo, Emilio
- In:
Review of Derivatives Research
14
(
2011
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10008926018
Saved in:
2
A binomial approximation for two-state Markovian HJM models
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10009272493
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->