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:"Optionspreistheorie"
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
General Multilevel Monte Carlo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Theorie
8
Theory
8
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Simulation
4
Markov chain
3
Markov-Kette
3
Option pricing theory
3
Derivat
2
Derivative
2
Hedging
2
Portfolio selection
2
Portfolio-Management
2
Swap
2
Variance reduction
2
model risk
2
Analysis of variance
1
Arbitrage
1
Asian option
1
Cholesky factorization
1
Effective dimension
1
Finance
1
Financial crisis
1
Finanzkrise
1
Gaussian vectors
1
Markov chains
1
Mathematical programming
1
Mathematische Optimierung
1
Monte Carlo methods
1
Multilevel Monte Carlo
1
Multilevel Monte Carlo method
1
Option trading
1
Optionsgeschäft
1
Quasi-Monte Carlo
1
Robust statistics
1
Robustes Verfahren
1
Stochastic process
1
Stochastischer Prozess
1
Time-varying Markov chains
1
more ...
less ...
Online availability
All
Undetermined
2
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
Kahalé, Nabil
3
Published in...
All
European journal of operational research : EJOR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sparse calibrations of contingent claims
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 105-115
Persistent link: https://www.econbiz.de/10003955685
Saved in:
2
General multilevel Monte Carlo methods for pricing discretely monitored Asian options
Kahalé, Nabil
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 739-748
Persistent link: https://www.econbiz.de/10012293946
Saved in:
3
Superreplication of financial derivatives via convex programming
Kahalé, Nabil
- In:
Management science : journal of the Institute for …
63
(
2017
)
7
,
pp. 2323-2339
Persistent link: https://www.econbiz.de/10011729383
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
