//--> //--> //-->
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:"Mathematical analysis"
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
Estimating risks of option boo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematical analysis
Theorie
13
Theory
13
Option pricing theory
11
Optionspreistheorie
11
China
8
Stochastic process
7
Stochastischer Prozess
7
Coaching
6
Black-Scholes-Modell
5
Option trading
5
Optionsgeschäft
5
Analysis
4
Black-Scholes model
4
Derivat
4
Derivative
4
Estimation theory
4
Knowledge transfer
4
Neural networks
4
Neuronale Netze
4
Personality psychology
4
Persönlichkeitspsychologie
4
Schätztheorie
4
Statistical test
4
Statistischer Test
4
Wissenstransfer
4
Arbitrage
3
Credit risk
3
European options
3
Hedging
3
Human Resource Management
3
Innovation
3
Knowledge management
3
Kreditrisiko
3
Personalmanagement
3
Risikomanagement
3
Risk management
3
Switching behaviour
3
Wechselverhalten
3
Yield curve
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
1
Book section
1
Language
All
English
4
Author
All
Reisinger, Christoph
3
Cohen, Samuel N.
2
Cozma, Andrei
1
Elliott, Robert J.
1
Wang, Sheng
1
Wissmann, Rasmus
1
Published in...
All
The journal of computational finance
3
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating risks of European option books using neural stochastic differential equation market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 33-72
Persistent link: https://www.econbiz.de/10014314556
Saved in:
2
Comparison theorems for finite state backward stochastic differential equations
Cohen, Samuel N.
;
Elliott, Robert J.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 135-158)
.
2010
Persistent link: https://www.econbiz.de/10008749289
Saved in:
3
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
Reisinger, Christoph
;
Wissmann, Rasmus
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 95-127
Persistent link: https://www.econbiz.de/10011441267
Saved in:
4
A mixed Monte Carlo and partial differential equation variance reduction method for foreign exchange options under the Heston-Cox-Ingersoll-Ross model
Cozma, Andrei
;
Reisinger, Christoph
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 109-149
Persistent link: https://www.econbiz.de/10011689688
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->