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:"Integral equation"
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 Pricing of the American...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Integral equation
American put option
27
Optionspreistheorie
26
Option pricing theory
25
Option trading
13
Optionsgeschäft
13
Richardson extrapolation
13
Stochastic process
11
Stochastischer Prozess
10
early exercise premium
9
optimal stopping
8
American options
7
Early exercise premium
7
American option pricing
6
Volatility
6
Volatilität
6
American option
5
Black-Scholes model
4
Early exercise boundary
4
Heston model
4
J-formula
4
J-law
4
J-process
4
Search theory
4
Stochastic volatility model
4
Suchtheorie
4
Black-Scholes-Modell
3
CCAPM
3
CRRA utility
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Optimal exercise policy
3
borrowing constraint
3
equity premiums
3
free-boundary problem
3
human capital
3
incomplete markets
3
martingale method
3
option-based portfolio insurance
3
perpetual option
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Christensen, Sören
1
Cui, Zhenyu
1
Detemple, Jérôme B.
1
Kitapbayev, Yerkin
1
Ma, Jingtang
1
Salminen, Paavo
1
Yang, Wensheng
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
1
Mathematics and financial economics
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
2
Callable barrier reverse convertible securities
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1519-1532
Persistent link: https://www.econbiz.de/10012624152
Saved in:
3
Multidimensional investment problem
Christensen, Sören
;
Salminen, Paavo
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011963303
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
