//--> //--> //--> //-->
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
A PDE system for modeling stoc...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
23
Theory
23
Innovationsmanagement
19
Innovation
16
Optionspreistheorie
14
Strategisches Management
14
Technologiemanagement
13
technology management
13
Option pricing theory
12
Wissensmanagement
12
Elektrizitätswirtschaft
10
Electric power industry
9
Organisationstheorie
9
Portfolio Selection
9
organization theory
9
Electricity supply
7
Elektrizitätsversorgung
7
Hedging
7
Optionspreis
7
option pricing
7
Anlageverhalten
6
Black-Scholes-Modell
6
Corporate Governance
6
Multinationales Unternehmen
6
Technische Entwicklung
6
Aktienrendite
5
Erneuerbare Energie
5
Forschung und Entwicklung
5
Governance
5
Großbritannien
5
Investitionsentscheidung
5
Mergers and Acquisitions
5
Organisationsstruktur
5
Portfolio selection
5
Portfolio-Management
5
Renewable energy
5
United Kingdom
5
Wettbewerb
5
Zeitreihenanalyse
5
time series analysis
5
more ...
less ...
Online availability
All
Free
145
Undetermined
32
Type of publication
All
Book / Working Paper
162
Article
84
Journal
6
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Arbeitspapier
5
Konferenzschrift
3
Collection of articles of several authors
2
Conference proceedings
2
Monografische Reihe
2
Sammelwerk
2
Aufsatz im Buch
1
Aufsatzsammlung
1
Bibliografie
1
Bibliographie
1
Book section
1
Research Report
1
Series
1
research-article
1
review-article
1
more ...
less ...
Language
All
English
194
Undetermined
58
Author
All
Strbac, Goran
33
Duck, Peter W.
29
Newton, David P.
26
Widdicks, Martin
21
Howell, Sydney
17
Andricopoulos, Ari D.
15
Pinto, Helena
15
Howell, Sydney D.
13
Poon, Ser-Huang
11
Whitley, Richard
9
Black, Mary
8
Guidolin, Massimo
7
Proudlove, Nathan
7
Johnson, Paul V.
6
Duck, Peter
5
Hyde, Stuart
5
Strong, Norman
5
Walker, Martin
5
Boaden, Ruth
4
Brooke, Michael Z.
4
Moxham, Claire
4
Newbery, David M. G.
4
Paxson, Dean
4
Pudjianto, Danny
4
Ramlogan, Ronnie
4
Sharp, Nicholas J.
4
Stathopoulos, Konstantinos
4
Uyarra, Elvira
4
Athanasakou, Vasiliki
3
Batlle, Carlos
3
Black, Julie
3
Black, Katherine D.
3
Brunekreeft, Gert
3
Consoli, Davide
3
Davies, Gary
3
Edler, Jakob
3
Gao, Ning
3
Guan, Eric
3
Hou, Wenxuan
3
Jägle, Axel J.
3
more ...
less ...
Institution
All
Manchester Business School
135
Booz & Company
2
Faculty of Economics, University of Cambridge
2
International Conference on Multiple Criteria Decision Making <8, 1988, Manchester>
2
Centre for Business Research <Manchester>
1
Imperial College of Science, Technology and Medicine
1
LeighFisher, Inc.
1
School of Business <Edmonton, Alberta>
1
University of Manchester Institute of Science and Technology
1
more ...
less ...
Published in...
All
Manchester Business School - Research - Working Papers
107
Working Paper
38
Manchester Business School - Reserach - Working Papers
11
The European journal of finance
10
Journal of financial economics
5
Energy Policy
4
Energy policy
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
The European Journal of Finance
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of real estate finance and economics
4
Working paper / Manchester Business School and Centre for Business Research
4
Journal of Financial Economics
3
Applied mathematical finance
2
Cambridge Working Papers in Economics
2
Cambridge working papers in economics
2
EPRG working paper
2
Garland reference library of social science
2
Managerial auditing journal
2
Manchester Business School Working Papers
2
Manchester Business School- Research - Working Papers
2
Mathematical Finance
2
Public Money & Management
2
The Electricity Journal
2
The journal of futures markets
2
Applied Energy
1
Applied Mathematical Finance
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
DIW Berlin Discussion Paper
1
DIW Discussion Papers
1
Discussion paper
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Dynamic games and applications : DGA
1
Economics of transportation : the official journal of the International Transportation Economics Association
1
Energy economics
1
European Management Journal
1
European journal of operational research : EJOR
1
European management journal : publ. twice a year for the Scottish Business School
1
IMA journal of management mathematics
1
Immer eine Idee voraus : wie innovative Unternehmen Kreativität systematisch nutzen
1
more ...
less ...
Source
All
USB Cologne (business full texts)
125
ECONIS (ZBW)
64
RePEc
27
OLC EcoSci
22
USB Cologne (EcoSocSci)
8
EconStor
2
ArchiDok
2
Other ZBW resources
2
more ...
less ...
Showing
171
-
180
of
252
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
171
A new prepayment model (with default): an occupation-time derivative approach
Sharp, Nicholas J.
;
Johnson, Paul V.
;
Newton, David P.
; …
- In:
The journal of real estate finance and economics
39
(
2009
)
2
,
pp. 118-145
Persistent link: https://www.econbiz.de/10003873975
Saved in:
172
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
173
SLADI : a semi-Lagrangian alternating-direction implicit method for the numerical solution of advection-diffusion problems with application to electricity storage valuations
Ávalos, Javier Hernández
;
Johnson, Paul V.
;
Duck, Peter W.
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 69-108
Persistent link: https://www.econbiz.de/10011442669
Saved in:
174
An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options
Sharp, Nicholas J.
;
Newton, David P.
;
Duck, Peter W.
- In:
The journal of real estate finance and economics
36
(
2008
)
3
,
pp. 307-342
Persistent link: https://www.econbiz.de/10003733641
Saved in:
175
Enhancing the accuracy of pricing American and Bermudan options
Duck, Peter W.
;
Newton, David P.
;
Widdicks, Martin
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 34-44
Persistent link: https://www.econbiz.de/10003010747
Saved in:
176
The Black-scholes equation revisited : asymptotic expansions and singular perturbations
Widdicks, Martin
;
Duck, Peter W.
;
Andricopoulos, Ari D.
; …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 373-391
Persistent link: https://www.econbiz.de/10002725537
Saved in:
177
Universal option valuation using quadrature methods
Andricopoulos, Ari D.
;
Widdicks, Martin
;
Duck, Peter W.
; …
- In:
Journal of financial economics
67
(
2003
)
3
,
pp. 447-471
Persistent link: https://www.econbiz.de/10001739259
Saved in:
178
On the enhanced convergence of standard lattice methods for option pricing /Martin Widdicks...
Widdicks, Martin
;
Andricopoulos, Ari D.
;
Newton, David P.
; …
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 315-338
Persistent link: https://www.econbiz.de/10001678270
Saved in:
179
Corrigendum to "Universal option valuation using quadrature methods": [Journal of Financial Economics 67 (2003) 447-471]
Andricopoulos, Ari D.
;
Widdicks, Martin
;
Duck, Peter W.
; …
- In:
Journal of Financial Economics
73
(
2004
)
3
,
pp. 603-603
Persistent link: https://www.econbiz.de/10005362688
Saved in:
180
Universal option valuation using quadrature methods
Andricopoulos, Ari D.
;
Widdicks, Martin
;
Duck, Peter W.
; …
- In:
Journal of Financial Economics
67
(
2003
)
3
,
pp. 447-471
Persistent link: https://www.econbiz.de/10005362900
Saved in:
First
Prev
14
15
16
17
18
19
20
21
22
23
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->