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
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
Evaluation of American Strangl...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
244
Theory
241
Volatility
67
Volatilität
61
Stochastischer Prozess
57
monetary policy
56
Stochastic process
54
Option pricing theory
53
Optionspreistheorie
53
Keynesian economics
43
Keynesianismus
43
Yield curve
43
Zinsstruktur
41
CAPM
38
Learning
34
learning
34
Anlageverhalten
30
Monetary Policy
30
Behavioural finance
29
Business cycle
29
Estimation
29
Monetary growth model
29
Monetäre Wachstumstheorie
29
Neoclassical synthesis
29
Neoklassische Synthese
29
Portfolio-Management
29
Portfolio selection
28
Konjunktur
27
Börsenkurs
26
Phillips curve
26
Schätzung
26
Share price
26
Chaos theory
25
Chaostheorie
25
Expectation formation
25
Monetary policy
24
Dynamische Wirtschaftstheorie
23
Economic dynamics
23
Erwartungsbildung
23
Macroeconomics
23
more ...
less ...
Online availability
All
Free
1,002
Undetermined
124
Type of publication
All
Book / Working Paper
2,901
Article
313
Type of publication (narrower categories)
All
Working Paper
141
Arbeitspapier
138
Graue Literatur
119
Non-commercial literature
119
Article in journal
96
Aufsatz in Zeitschrift
96
Aufsatz im Buch
44
Book section
44
Collection of articles of several authors
9
Sammelwerk
9
Festschrift
8
Konferenzschrift
8
Rezension
5
Aufsatzsammlung
4
Conference proceedings
4
Mehrbändiges Werk
3
Multi-volume publication
3
Bibliografie enthalten
2
Bibliography included
2
Forschungsbericht
2
research-article
2
Article
1
Bibliografie
1
Hochschulschrift
1
Interview
1
Lehrbuch
1
Systematic review
1
Textbook
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
Undetermined
2,421
English
787
German
4
Hungarian
2
Swedish
1
Author
All
Chiarella, Carl
793
Flaschel, Peter
165
Semmler, Willi
91
He, Xue-Zhong
60
Dieci, Roberto
57
He, Xue-zhong
52
Kang, Boda
48
Bhar, Ramaprasad
39
Ziogas, Andrew
39
Gardini, Laura
31
Franke, Reiner
27
Asada, Toichiro
22
Zhu, Peiyuan
20
Chen, Pu
19
Chen, Shu-Heng
19
Meyer, Gunter H.
18
Di Guilmi, Corrado
17
Hung, Hing
17
Levin, Andrew
17
El-Hassan, Nadima
16
Bhar, Ram
15
Chen, Baoline
15
Nikitopoulos, Christina Sklibosios
15
Röthig, Andreas
15
Asada, Tōichirō
14
He, Xuezhong
14
Hsiao, Chih-Ying
13
Kim, Jinill
13
Zheng, Min
13
Dawid, Herbert
12
Juillard, Michel
12
Mouakil, Tarik
12
Reiter, Michael
12
Wieland, Volker
12
Cheang, Gerald H. L.
11
Iori, Giulia
11
Judd, Kenneth L.
11
Proaño, Christian R.
11
Ziveyi, Jonathan
11
Bischi, Gian Italo
10
more ...
less ...
Institution
All
Society for Computational Economics - SCE
2,444
Finance Discipline Group, Business School
135
Australian Graduate School of Management
3
EconWPA
3
Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), Faculteit Economie en Bedrijfskunde
2
Department of Economics, New School for Social Research
2
Ludwig-Boltzmann-Institut zur Analyse Wirtschaftspolitischer Aktivitäten <Wien>
2
MDEF Modelli Dinamici i Economia e Finanza International Workshop <Urbino>
2
Bernard Schwartz Center for Economic Policy Analysis (SCEPA), The New School
1
Chang-Jin Kim University of Washington,, ,Jeremy Piger, Federal Reserve Bank of St. Louis
1
Crawford School of Public Policy, Australian National University
1
Econometric Society
1
Economics Discipline Group, Business School
1
Economics department, UCL, Louvain,David de la Croix, CORE
1
Fachbereich Rechts- und Wirtschaftswissenschaften, Technische Universität Darmstadt
1
Federal Reserve Bank of St. Louis
1
Finance, University of Technology, Sydney,; Gunter Meyer, School of Mathematics, Georgia Institute of Technology,; Andrew Ziogas, School of Economics
1
IFS,Renata Bottazzi, Institute for Fiscal Studies,Hamish Low, University of Cambrdige
1
Institut für Weltwirtschaft (IfW)
1
International Symposium in Economic Theory and Econometrics <12, 1996, Sydney>
1
Jean Louis Brillet, INSEE, French National Institute for Statistics and Economic Studies
1
Quantitative Finance Research Centre <Sydney>
1
Risk Management Conference <2008, Singapur>
1
Royal Economic Society - RES
1
Social Research (NIESR)
1
Springer-Verlag GmbH
1
Technology
1
Tinbergen Institute
1
Tinbergen Instituut
1
University of Technology Sydney
1
World Scientific Publishing Co. Pte. Ltd.
1
arXiv.org
1
more ...
less ...
Published in...
All
Computing in Economics and Finance 2006
385
Computing in Economics and Finance 2005
334
Computing in Economics and Finance 2002
293
Computing in Economics and Finance 2004
273
Computing in Economics and Finance 2000
251
Computing in Economics and Finance 2001
230
Computing in Economics and Finance 2003
228
Computing in Economics and Finance 1999
196
Computing in Economics and Finance 1997
178
Research Paper Series / Finance Discipline Group, Business School
86
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
64
Computing in Economics and Finance 1996
51
Working Paper Series / Finance Discipline Group, Business School
49
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
44
Modeling, Computing, and Mastering Complexity 2003
25
Journal of economic dynamics & control
24
Journal of economic behavior & organization : JEBO
19
U. of Technology, Sydney Finance and Economics Working Paper
16
Quantitative Finance Research Centre Research Paper
14
Diskussionsarbeit
12
Journal of Economic Behavior & Organization
11
Research paper / Quantitative Finance Research Group, University of Technology Sydney
11
Applied mathematical finance
10
Computational economics
10
Journal of Economic Dynamics and Control
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Computational Economics
8
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
Macroeconomic dynamics
7
The journal of futures markets
7
UTS Working Paper
7
International journal of theoretical and applied finance
6
Studies in Nonlinear Dynamics & Econometrics
6
The European journal of finance
6
Applied Mathematical Finance
5
Quantitative Finance Research Centre Working Paper
5
Routledge frontiers of political economy
5
SpringerLink / Bücher
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
4
Asia-Pacific financial markets
4
more ...
less ...
Source
All
RePEc
2,697
ECONIS (ZBW)
442
OLC EcoSci
60
USB Cologne (EcoSocSci)
9
EconStor
4
Other ZBW resources
2
Showing
11
-
20
of
3,214
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
The evaluation of American option prices under stochastic volatility and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2008
Persistent link: https://www.econbiz.de/10003856817
Saved in:
12
Representation and numerical approximation of American option prices under Heston stochastic volatility dynamics
Adolfsson, Thomas
;
Chiarella, Carl
;
Ziogas, Andrew
; …
-
2013
Persistent link: https://www.econbiz.de/10009725619
Saved in:
13
Computational methods for derivatives with early exercise features
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2014
Persistent link: https://www.econbiz.de/10010366999
Saved in:
14
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
15
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
16
McKean's method applied to American call options on jump-diffusion processes
Chiarella, Carl
;
Ziogas, Andrew
-
2004
Persistent link: https://www.econbiz.de/10002251066
Saved in:
17
A survey of the integral representation of American option prices
Chiarella, Carl
;
Ziogas, Andrew
-
2004
Persistent link: https://www.econbiz.de/10002251077
Saved in:
18
Evaluation of American strangles
Chiarella, Carl
;
Ziogas, Andrew
- In:
Journal of economic dynamics & control
29
(
2005
)
1/2
,
pp. 31-62
Persistent link: https://www.econbiz.de/10002590105
Saved in:
19
Pricing American options on jump-diffusion processes using Fourier Hermite series expansions
Chiarella, Carl
;
Ziogas, Andrew
-
2005
Persistent link: https://www.econbiz.de/10002721489
Saved in:
20
Evaluation of American strangles
Chiarella, Carl
;
Ziogas, Andrew
-
2002
Persistent link: https://www.econbiz.de/10001732768
Saved in:
First
Prev
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...
