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25
Thijssen, Jacco J. J.
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Huisman, Kuno J. M.
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Fleten, Stein-Erik
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22
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Wang, Neng
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Grenadier, Steven R.
19
Villani, Giovanni
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Belke, Ansgar
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Department of Economics Studies, University of Dundee
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European journal of operational research : EJOR
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76
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International journal of production economics
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Discussion paper / Center for Economic Research, Tilburg University
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Economics letters
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European Journal of Operational Research
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Discussion paper / Tinbergen Institute
17
International review of economics & finance : IREF
17
Applied economics
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Real options theory
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Review of quantitative finance and accounting
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The Journal of Real Estate Finance and Economics
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The journal of corporate finance : contracting, governance and organization
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Dundee discussion papers in economics
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Journal of financial economics
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ECONIS (ZBW)
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EconStor
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BASE
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Other ZBW resources
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41
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41
Efficient pricing of high-dimensional American-style derivatives : a robust regression Monte Carlo method
Jonen, Christian
-
2011
Persistent link: https://www.econbiz.de/10010204985
Saved in:
42
A method for pricing American options using semi-infinite linear programming
Christensen, Sören
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 156-172
Persistent link: https://www.econbiz.de/10010256174
Saved in:
43
An improved method for pricing and hedging long dated American options
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Stanescu, Silvia
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 656-666
Persistent link: https://www.econbiz.de/10011509024
Saved in:
44
A robust tree method for pricing American options with the Cox-Ingersoll-Ross interest rate model
Appolloni, Elisa
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 377-401
Persistent link: https://www.econbiz.de/10011515669
Saved in:
45
American options with gradual exercise under proportional transaction costs
Roux, Alet
;
Zastawniak, Tomasz
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10010498817
Saved in:
46
Valuing American options by least-squares randomized quasi-Monte Carlo methods
Wu, Xin-Yu
;
Zhou, Hai-Lin
;
Wang, Shouyang
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010508081
Saved in:
47
The binomial interpolated lattice method for step double barrier options
Appolloni, Elisa
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010438537
Saved in:
48
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
49
Portfolios of American options under general preferences : results and counterexamples
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 533-566
Persistent link: https://www.econbiz.de/10010486003
Saved in:
50
Boundary evolution equations for American options
Mitchell, Daniel
;
Goodman, Jonathan
;
Muthuraman, Kumar
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 505-532
Persistent link: https://www.econbiz.de/10010486015
Saved in:
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