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
~type_genre:"Conference paper"
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
A Highly Efficient Implementat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
44
Optionspreistheorie
44
Derivat
25
Derivative
25
Stochastic process
23
Stochastischer Prozess
23
Volatility
18
Volatilität
18
Theorie
16
Theory
16
Hedging
12
Yield curve
12
Zinsstruktur
12
Estimation
8
Schätzung
8
Geldpolitik
7
Interest rate
7
Monetary policy
7
Zins
7
CAPM
6
EU countries
6
EU-Staaten
6
Experiment
6
Option trading
6
Optionsgeschäft
6
Portfolio selection
6
Portfolio-Management
6
Welt
6
World
6
Anleihe
5
Bond
5
Capital income
5
Kapitaleinkommen
5
Lévy processes
5
Mathematical programming
5
Mathematische Optimierung
5
Public bond
5
Risikoprämie
5
Risk premium
5
Öffentliche Anleihe
5
more ...
less ...
Online availability
All
Free
46
Undetermined
42
Type of publication
All
Article
59
Book / Working Paper
36
Type of publication (narrower categories)
All
Conference paper
Article in journal
13,749
Aufsatz in Zeitschrift
13,749
Working Paper
13,068
Graue Literatur
8,444
Non-commercial literature
8,444
Arbeitspapier
7,808
Aufsatz im Buch
1,198
Book section
1,198
Hochschulschrift
1,103
Article
1,075
Thesis
881
Collection of articles of several authors
356
Sammelwerk
356
Lehrbuch
355
Textbook
330
Bibliografie enthalten
191
Bibliography included
191
Conference Paper
170
Dissertation u.a. Prüfungsschriften
166
Konferenzschrift
156
Aufsatzsammlung
153
Collection of articles written by one author
136
Sammlung
136
Amtsdruckschrift
133
Government document
133
Glossar enthalten
116
Glossary included
116
Konferenzbeitrag
95
Handbook
92
Handbuch
92
Conference proceedings
89
Research Report
73
Ratgeber
57
Forschungsbericht
54
Systematic review
48
Übersichtsarbeit
48
Guidebook
41
Mehrbändiges Werk
35
Multi-volume publication
35
more ...
less ...
Language
All
English
95
Author
All
Grbac, Zorana
3
Mordecki, Ernesto
3
Lemke, Wolfgang
2
Marzban, Saeed
2
Olivera, Federico de
2
Papapantoleon, Antonis
2
Sheraz, Muhammad
2
Ajibulu, Ade
1
Aktug, Rahmi Erdem
1
Albu, Lucian-Liviu
1
Alexandru, Ciprian Antoniade
1
Ali Ahmed, Huson Joher
1
Angelelli, Enrico
1
Armstrong, John
1
Arratia, Argimiro
1
Assa, Hirbod
1
Avellaneda, Marco
1
Bao, Li
1
Barbachan, José Santiago Fajardo
1
Barde, Sylvain
1
Barndorff-Nielsen, Ole E.
1
Baruffini, Moreno
1
Bayer, Christian
1
Becker, Sebastian
1
Bekiros, Stelios
1
Ben-Ameur, Hatem
1
Benth, Fred Espen
1
Bianchi, Benedetta
1
Bouwmeester, Maaike C.
1
Bradford, Julie
1
Brand, Claus
1
Breda, Vasile
1
Brody, Dorje C.
1
Bua, Giovanna
1
Buchen, Clemens
1
Böhringer, Christoph
1
Cabaña, Alejandra
1
Cai, Zongwu
1
Calisse, Frank
1
Canto, Rafael
1
more ...
less ...
Institution
All
Banco de México
1
Bank Negara Malaysia <Kuala Lumpur>
1
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
9
International journal of theoretical and applied finance
8
Computational Management Science : CMS
7
Quantitative finance
6
Agricultural finance review
3
Trends in mathematical economics : dialogues between Southern Europe and Latin America
3
Financial market development, monetary policy and financial stability in emerging market economies
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
The European journal of finance
2
Agrarian economy and rural development : realities and perspectives for Romania : 7th edition of the International Symposium
1
Agrarian economy and rural development : realities and perspectives for Romania : International Symposium : 10th edition
1
Bridging measurement challenges and analytical needs of external statistics: evolution or revolution? : proceedings of the IFC Conference on external statistics, Lisbon, Portugal, 17-18 February 2020
1
Contemporary Trends and Challenges in Finance : Proceedings from the 3rd Wroclaw International Conference in Finance
1
DNB working papers
1
Economic dynamics and sustainable development ; Part 1
1
Economic dynamics and sustainable development ; Part 2
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of production economics
1
Journal of Asian economics
1
Journal of econometrics
1
Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]
1
Open economics
1
Proceedings of the 5th International Conference on Economic Management and Green Development
1
Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (Online)
1
Shadow banking within and across national borders : [on November 7 - 8, 2013, ... the 16th annual International Banking Conference in Chicago ... ]
1
The impact of globalization on international finance and accounting : 18th Annual Conference on Finance and Accounting (ACFA)
1
more ...
less ...
Source
All
ECONIS (ZBW)
95
Showing
1
-
10
of
95
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
2
Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
Saved in:
3
Forward exponential indifference valuation in an incomplete binomial model
Musiela, Marek
;
Sokolova, E.
;
Zariphopoulou-Souganidis, …
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 277-302)
.
2016
Persistent link: https://www.econbiz.de/10011800382
Saved in:
4
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
5
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
6
Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de
;
Mordecki, Ernesto
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 99-121)
.
2016
Persistent link: https://www.econbiz.de/10011800675
Saved in:
7
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
8
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
9
Upper and lower bounds for convex value functions of
derivative
contracts
Ben-Ameur, Hatem
;
Frutos, Javier de
;
Fakhfakh, Tarek
; …
- In:
Economic modelling
34
(
2013
),
pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
Saved in:
10
Learning the random variables in Monte Carlo simulations with stochastic gradient descent : machine learning for parametric PDEs and financial
derivative
pricing
Becker, Sebastian
;
Jentzen, Arnulf
;
Müller, Marvin S.
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 90-150
Persistent link: https://www.econbiz.de/10014471160
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...
