//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Markov chain"
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
Pricing swing options with reg...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
Optionspreistheorie
15,524
Option pricing theory
15,064
Theorie
9,235
Markov-Kette
9,126
Theory
9,065
Optionsgeschäft
6,580
Option trading
6,373
Volatilität
5,705
Volatility
5,638
Stochastischer Prozess
4,941
Stochastic process
4,884
Derivat
3,440
Derivative
3,436
Schätzung
2,704
Estimation
2,681
Black-Scholes-Modell
2,001
Portfolio-Management
1,983
Portfolio selection
1,969
Black-Scholes model
1,950
Monte-Carlo-Simulation
1,751
Monte Carlo simulation
1,736
Hedging
1,721
Börsenkurs
1,617
Share price
1,600
USA
1,574
United States
1,547
CAPM
1,533
Zinsstruktur
1,353
Yield curve
1,342
Prognoseverfahren
1,316
Forecasting model
1,306
Risiko
1,272
Risk
1,269
Zeitreihenanalyse
1,269
Time series analysis
1,256
Kapitaleinkommen
1,237
Capital income
1,233
Schätztheorie
1,160
Estimation theory
1,149
more ...
less ...
Online availability
All
Free
3,183
Undetermined
2,860
CC license
171
Type of publication
All
Article
5,800
Book / Working Paper
3,604
Journal
2
Type of publication (narrower categories)
All
Article in journal
5,258
Aufsatz in Zeitschrift
5,258
Graue Literatur
1,871
Non-commercial literature
1,871
Working Paper
1,849
Arbeitspapier
1,825
Aufsatz im Buch
312
Book section
312
Hochschulschrift
163
Thesis
132
Conference paper
49
Konferenzbeitrag
49
Collection of articles written by one author
35
Sammlung
35
Amtsdruckschrift
25
Government document
25
Collection of articles of several authors
20
Sammelwerk
20
Article
19
Forschungsbericht
16
Aufsatzsammlung
13
Konferenzschrift
11
Systematic review
10
Übersichtsarbeit
10
Lehrbuch
9
Textbook
9
Bibliografie enthalten
7
Bibliography included
7
Case study
4
Fallstudie
4
Handbook
4
Handbuch
4
Elektronischer Datenträger
2
Festschrift
2
Reprint
2
research-article
2
review-article
2
CD-ROM, DVD
1
Conference Paper
1
Glossar enthalten
1
more ...
less ...
Language
All
English
9,055
Undetermined
241
German
62
French
27
Spanish
7
Polish
6
Portuguese
3
Croatian
2
Italian
1
Dutch
1
Swedish
1
Chinese
1
more ...
less ...
Author
All
Elliott, Robert J.
51
Casarin, Roberto
48
Billio, Monica
44
Waggoner, Daniel F.
42
Siu, Tak Kuen
39
Dijk, Herman K. van
37
Sola, Martin
35
Tsionas, Efthymios G.
32
Piger, Jeremy Max
31
Gupta, Rangan
30
Zha, Tao
30
Guidolin, Massimo
29
Reffett, Kevin L.
29
Chauvet, Marcelle
27
Stachurski, John
27
Bauwens, Luc
26
Kaufmann, Sylvia
26
Kohn, Robert
26
Lütkepohl, Helmut
26
Cui, Zhenyu
25
D'Amico, Guglielmo
25
Lucas, André
25
Ravazzolo, Francesco
25
Kim, Chang-jin
24
Balbus, Lukasz
23
Chib, Siddhartha
23
Koopman, Siem Jan
23
Paap, Richard
23
Dijk, Dick van
22
Doraszelski, Ulrich
22
Dufays, Arnaud
22
Psaradakis, Zacharias G.
22
Sethi, Suresh
22
Hansen, Lars Peter
21
Krolzig, Hans-Martin
21
Leiva-Leon, Danilo
21
Li, Lingfei
21
Rady, Sven
21
Spagnolo, Fabio
21
Frühwirth-Schnatter, Sylvia
20
more ...
less ...
Institution
All
National Bureau of Economic Research
45
Ekonomiska forskningsinstitutet <Stockholm>
11
Federal Reserve Bank of St. Louis
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
HAL
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Centre for Analytical Finance <Århus>
6
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Econometrisch Instituut <Rotterdam>
4
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
4
European University Institute / Department of Law
4
Springer Fachmedien Wiesbaden
4
University of Strathclyde / Department of Economics
4
Christian-Albrechts-Universität zu Kiel
3
Department of Economics, University of California-San Diego (UCSD)
3
European Association of Agricultural Economists - EAAE
3
European Commission / Statistical Office of the European Union
3
European University Institute / Department of Economics
3
London School of Economics and Political Science
3
Society for Computational Economics - SCE
3
University of British Columbia / Finance Division
3
University of Melbourne / Department of Economics
3
University of Reading / Department of Economics
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Centre for Actuarial Studies
2
Centre for Growth and Business Cycle Research <Manchester>
2
Departamento de Fundamentos del Análisis Económico I, Facultad de Ciencias Económicas y Empresariales
2
Department of Economics, Oxford University
2
Department of Economics, Rutgers University-New Brunswick
2
Département d'Économique, Université Laval
2
European Central Bank
2
Federal Reserve Bank of Atlanta
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Institute for the Study of Labor (IZA)
2
Instituto Valenciano de Investigaciones Económicas
2
Land Economy and Environment Group, Scotland's Rural College
2
National Institute of Economic and Social Research
2
Nationalekonomiska Institutionen <Lund>
2
School of Economics and Finance, Queen Mary
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
266
Journal of econometrics
140
Operations research letters
111
Mathematics of operations research
108
Discussion paper / Tinbergen Institute
91
Operations research
91
Economic modelling
88
International journal of production research
86
Journal of economic dynamics & control
85
Economics letters
81
International journal of theoretical and applied finance
79
Mathematical methods of operations research
77
Insurance / Mathematics & economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Energy economics
64
Working paper
64
Computational economics
62
International journal of production economics
62
Applied economics
60
Computers & operations research : and their applications to problems of world concern ; an international journal
57
Quantitative finance
51
Journal of economic theory
50
International journal of forecasting
49
Journal of forecasting
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Dynamic games and applications : DGA
47
Finance research letters
44
Risks : open access journal
44
Discussion paper / Centre for Economic Policy Research
42
Opsearch : journal of the Operational Research Society of India
42
NBER Working Paper
41
Applied economics letters
40
Macroeconomic dynamics
40
NBER working paper series
40
Journal of empirical finance
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Working paper / National Bureau of Economic Research, Inc.
38
Finance and stochastics
37
Management science : journal of the Institute for Operations Research and the Management Sciences
37
more ...
less ...
Source
All
ECONIS (ZBW)
9,089
RePEc
266
EconStor
44
Other ZBW resources
5
BASE
2
Showing
1
-
10
of
9,406
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
Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo
;
Villani, Giovanni
- In:
Annals of finance
17
(
2021
)
3
,
pp. 379-404
Persistent link: https://www.econbiz.de/10012622325
Saved in:
3
A Markov chain approximation scheme for option pricing under skew diffusions
Ding, Kailin
;
Cui, Zhenyu
;
Wang, Yongjin
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 461-480
Persistent link: https://www.econbiz.de/10012483834
Saved in:
4
Pricing discretely monitored barrier options under Markov processes through markov chain approximation
Cui, Zhenyu
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 8-33
Persistent link: https://www.econbiz.de/10012486028
Saved in:
5
Regime classification and stock loan valuation
Cai, Ning
;
Zhang, Wei
- In:
Operations research
68
(
2020
)
4
,
pp. 965-983
Persistent link: https://www.econbiz.de/10012288340
Saved in:
6
Implied stopping rules for American basket options from Markovian projection
Bayer, Christian
;
Häppölä, Juho
;
Tempone, Raúl
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 371-390
Persistent link: https://www.econbiz.de/10012194659
Saved in:
7
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 573-591
Persistent link: https://www.econbiz.de/10012194908
Saved in:
8
Static replication of barrier-type options via integral equations
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 281-294
Persistent link: https://www.econbiz.de/10012424590
Saved in:
9
Pricing of perpetual American options in a model with partial information
Gapeev, Pavel V.
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009562132
Saved in:
10
A robust nNumerical scheme for pricing American options under regime switching based on penalty method
Zhang, K.
;
Teo, Kok Lay
;
Swartz, M.
- In:
Computational economics
43
(
2014
)
4
,
pp. 463-483
Persistent link: https://www.econbiz.de/10010396243
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->