//--> //--> //-->
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:"Graue Literatur"
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
Dynamic initial margin estimat...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Volatility
2
Volatilität
2
Capital structure
1
Credit risk
1
Firm value
1
Gyöngy Lemma
1
Hedging
1
Incomplete market
1
Interest rate derivative
1
Kapitalstruktur
1
Kreditrisiko
1
Martingal
1
Martingale
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Swap
1
Unternehmenswert
1
Unvollkommener Markt
1
Zinsderivat
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Graue Literatur
Article in journal
15
Aufsatz in Zeitschrift
15
Non-commercial literature
5
Arbeitspapier
3
Working Paper
3
Article
2
Aufsatz im Buch
2
Book section
2
Forschungsbericht
1
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
5
Author
All
Acar, Sarp Kaya
2
Kienitz, Jörg
2
McWalter, Thomas A.
2
Hulley, Hardy
1
Natcheva-Acar, Kalina
1
Platen, Eckhard
1
Rudd, Ralph
1
Wittke, Manuel
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Berichte des Fraunhofer ITWM
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fast quantization of stochastic volatility models
Rudd, Ralph
;
McWalter, Thomas A.
;
Kienitz, Jörg
; …
-
2017
Persistent link: https://www.econbiz.de/10011778174
Saved in:
2
Quadratic hedging of basis risk
Hulley, Hardy
;
McWalter, Thomas A.
-
2008
Persistent link: https://www.econbiz.de/10003857124
Saved in:
3
Option valuation in multivariate SABR models
Kienitz, Jörg
;
Wittke, Manuel
-
2010
Persistent link: https://www.econbiz.de/10008662187
Saved in:
4
Aspects of optimal capital structure and default risk
Acar, Sarp Kaya
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003406506
Saved in:
5
A guide on the implementation of the Heath-Jarrow-Morton two-factor Gaussian short rate model (HJM-G2++)
Acar, Sarp Kaya
;
Natcheva-Acar, Kalina
-
2009
Persistent link: https://www.econbiz.de/10009688321
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->