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~subject:"Optionspreistheorie"
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Optionspreistheorie
Numerical methods
91
numerical methods
87
Theorie
66
Theory
61
Valoración de activos
48
Numerical Methods
40
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28
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26
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26
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24
non-linear optimization
21
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20
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18
Stochastischer Prozess
18
Tipos de interés a corto plazo
16
Markov chain
14
Nelson and Siegel model
14
Dynamic programming
12
Markov-Kette
12
Yield curve
12
Option pricing theory
11
Svensson model
11
term structure of interest rates
11
Análisis financiero
10
Dynamische Optimierung
10
Zinsstruktur
10
American Option
9
Early Exercise
9
Finite Difference Approach
9
Integral Transform Approach
9
Method of Lines
9
Portfolio selection
9
Portfolio-Management
9
CAPM
8
Precios
8
Regulación y supervisión de instituciones financieras
8
yield curve
8
Asset pricing
7
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11
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Herbertsson, Alexander
2
Alfeus, Mesias
1
Bisso, Claudio R. S.
1
De Groot, Oliver
1
Ewald, Christian-Oliver
1
Exarchos, Ioannis
1
Frangos, Nikolaos E.
1
Grasl, Tobias
1
Kalpinelli, Evangelia A.
1
Khaliq, Abdul Q. M.
1
Menkens, Olaf
1
Samanez, Carlos P.
1
Schlögl, Erik
1
Souza, Giuliano Carrozza Uzêda Iorio de
1
Theodorou, Evangelos
1
Ting, Sai Hung Marten
1
Tsiotras, Panagiotis
1
Yannacopoulos, Athanasios N.
1
Yousuf, M.
1
Zhao, Jinsha
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Journal of economic dynamics & control
2
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2
Birkbeck working papers in economics and finance : BWPEF
1
Dynamic games and applications : DGA
1
International journal of economics and finance
1
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
1
Revista brasileira de economia de empresas : publicação semestral do Programa de Pós-Graduação Stricto Sensu em Economia da Universidade Católica de Brasília
1
The journal of computational finance
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ECONIS (ZBW)
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Analysis and valuation of European-style and American-style exchange and spread options : the Brazilian case
Souza, Giuliano Carrozza Uzêda Iorio de
;
Samanez, Carlos P.
- In:
Revista brasileira de economia de empresas : …
13
(
2013
)
1
,
pp. 7-36
Persistent link: https://www.econbiz.de/10011450690
Saved in:
2
Solving asset pricing models with stochastic volatility
De Groot, Oliver
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 308-321
Persistent link: https://www.econbiz.de/10011474217
Saved in:
3
Asian and Australian options : a common perspective
Ewald, Christian-Oliver
;
Menkens, Olaf
;
Ting, Sai Hung …
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1001-1018
Persistent link: https://www.econbiz.de/10009738291
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4
Solving incomplete markets models by derivative aggregation
Grasl, Tobias
-
2013
Persistent link: https://www.econbiz.de/10009739531
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5
Stochastic differential games : a sampling approach via FBSDEs
Exarchos, Ioannis
;
Theodorou, Evangelos
;
Tsiotras, …
- In:
Dynamic games and applications : DGA
9
(
2019
)
2
,
pp. 486-505
Persistent link: https://www.econbiz.de/10012225457
Saved in:
6
Wiener chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model
Kalpinelli, Evangelia A.
;
Frangos, Nikolaos E.
; …
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011603168
Saved in:
7
CDS index options in Markov chain models
Herbertsson, Alexander
-
2019
Persistent link: https://www.econbiz.de/10011965838
Saved in:
8
American option valuation methods
Zhao, Jinsha
- In:
International journal of economics and finance
10
(
2018
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011861003
Saved in:
9
On spread option pricing using two-dimensional fourier transform
Alfeus, Mesias
;
Schlögl, Erik
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012153028
Saved in:
10
Pricing American option using a modified fractional black-scholes model under multi-state regime switching
Yousuf, M.
;
Khaliq, Abdul Q. M.
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014497295
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