//--> //--> //-->
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:"Optionsgeschäft"
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
Gradient-based simulated maxim...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionsgeschäft
Simulation
15
Theorie
14
Theory
14
Estimation theory
11
Monte Carlo simulation
11
Schätztheorie
11
Monte-Carlo-Simulation
9
Stochastic process
7
Stochastischer Prozess
7
Option pricing theory
6
Optionspreistheorie
6
simulation
6
Derivat
5
Derivative
5
Operations Research
5
Sampling
5
Stichprobenerhebung
5
Mathematical programming
4
Mathematische Optimierung
4
Operations research
4
Sensitivity analysis
4
Sensitivitätsanalyse
4
perturbation analysis
4
sensitivity analysis
4
Estimation
3
Markov-Entscheidungsprozess
3
Risikomaß
3
Risk measure
3
Schätzung
3
Bayes-Statistik
2
Bayesian framework
2
Bayesian inference
2
Conditional Monte Carlo
2
Measurement
2
Messung
2
Option trading
2
Portfolio selection
2
Portfolio-Management
2
Regression analysis
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Fu, Michael
2
Li, Bingqing
1
Li, Guozhen
1
Madan, Dilip B.
1
Wang, Tong
1
Wu, Rongwen
1
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing continuous Asian options : a comparison of Monte Carlo and Laplace transform inversion methods
Fu, Michael
;
Madan, Dilip B.
;
Wang, Tong
- In:
The journal of computational finance
2
(
1998/1999
)
2
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001633397
Saved in:
2
Option pricing for a jump-diffusion model with general discrete jump-size distributions
Fu, Michael
;
Li, Bingqing
;
Li, Guozhen
;
Wu, Rongwen
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3961-3977
Persistent link: https://www.econbiz.de/10011772831
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->