Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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
Practical policy iteration: Ge...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
56
Optionspreistheorie
56
Monte Carlo simulation
45
Monte-Carlo-Simulation
42
Theorie
42
Theory
42
Yield curve
33
Zinsstruktur
33
Derivat
21
Derivative
21
Option trading
20
Optionsgeschäft
20
Simulation
18
Greece
13
Griechenland
13
Interest rate derivative
12
Stochastic process
12
Stochastischer Prozess
12
Zinsderivat
12
Swap
10
Volatility
9
Volatilität
9
Currency derivative
7
Estimation theory
7
Schätztheorie
7
Währungsderivat
7
Portfolio selection
6
Portfolio-Management
6
Black-Scholes model
5
Black-Scholes-Modell
5
Finanzmathematik
5
LIBOR market model
5
Numerical analysis
5
Numerisches Verfahren
5
Stochastic volatility
5
Bermudan options
4
Greeks
4
Mathematical finance
4
Monte Carlo
4
Stochastische Volatilität
4
more ...
less ...
Online availability
All
Free
78
Undetermined
24
CC license
1
Type of publication
All
Book / Working Paper
92
Article
62
Type of publication (narrower categories)
All
Arbeitspapier
43
Working Paper
43
Graue Literatur
35
Non-commercial literature
35
Article in journal
31
Aufsatz in Zeitschrift
31
Einführung
2
Lehrbuch
2
Textbook
2
Glossar enthalten
1
Glossary included
1
more ...
less ...
Language
All
English
107
Undetermined
47
Author
All
Joshi, Mark S.
116
Joshi, Mark
29
Chan, Jiun Hong
22
Beveridge, Christopher
19
Tang, Robert
17
Chao Yang
15
Denson, Nick
9
Zhu, Dan
8
Yang, Chao
6
Fries, Christian P.
5
Kwon, Oh Kang
5
JOSHI, MARK
4
Stacey, Alan
3
Stacey, Alan M.
3
Wiguna, Alexander
3
Wright, Will M.
3
Zhang, Yang
3
Ametrano, Ferdinando M.
2
Beveridge, Chris J.
2
Chen, Ting
2
Goroshnikova, Tatiana
2
Leung, Terence
2
Liesch, Lorenzo
2
McGuire, Stephen J.
2
Perusquía, Juan
2
Pitt, David C.
2
Rebonato, Riccardo
2
Ametrano, Ferdinando
1
BEVERIDGE, CHRISTOPHER
1
Chan, Juin Hong
1
Denson, Nicholas
1
Downes, Andrew S.
1
Fu, Tsu-tan
1
Hunter, Chris
1
Joshi, Mark Suresh
1
Jäckel, Peter
1
Kainth, Dherminder
1
Kelly, Louise
1
Kwok, Chun Fung
1
Kwong, Kwok
1
more ...
less ...
Institution
All
Department of Economics, Faculty of Business and Economics
1
Published in...
All
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
42
The journal of computational finance
9
Quantitative Finance
8
International journal of theoretical and applied finance
7
Journal of economic dynamics & control
5
International Journal of Theoretical and Applied Finance (IJTAF)
4
Journal of risk
4
Risk : managing risk in the world's financial markets
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Applied mathematical finance
2
Journal of Economic Dynamics and Control
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics, finance and risk
2
The journal of futures markets
2
Algorithmic Finance
1
Astin bulletin : the journal of the International Actuarial Association
1
Department of Economics - Working Papers Series
1
European journal of operational research : EJOR
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
International series on actuarial science
1
Journal of Futures Markets
1
Journal of entrepreneurship
1
Management Science
1
Operations research letters
1
Social Enterprise Journal
1
The journal of business and economic studies
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
121
RePEc
18
OLC EcoSci
13
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
Showing
111
-
120
of
154
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
111
Smooth simultaneous calibration of the LMM to caplets and coterminal swaptions
Ametrano, Ferdinando M.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797794
Saved in:
112
Conditional analytic Monte-Carlo pricing schemes of auto-callable products
Fries, Christian P.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797798
Saved in:
113
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 87-108
Persistent link: https://www.econbiz.de/10003881606
Saved in:
114
Achieving smooth asymptotics for the prices of European options in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632920
Saved in:
115
Achieving higher order convergence for the prices of European pptions in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632930
Saved in:
116
Partial proxy simulation schemes for generic and robust Monte-Carlo greeks
Fries, Christian P.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003632936
Saved in:
117
Using Monte Carlo simulation and importance sampling to rapidly obtain jump-diffusion prices of continuous barrier options
Joshi, Mark S.
;
Leung, Terence S.
- In:
The journal of computational finance
10
(
2006/07
)
4
,
pp. 93-105
Persistent link: https://www.econbiz.de/10003542264
Saved in:
118
A simple derivation of and improvements to Jamshidian's and Roger's upper bound methods for Bermudan options
Joshi, Mark S.
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 197-205
Persistent link: https://www.econbiz.de/10003542984
Saved in:
119
The concepts and practice of mathematical finance
Joshi, Mark S.
-
2008
-
2. ed.
Persistent link: https://www.econbiz.de/10003722014
Saved in:
120
Partial proxy simulation schemes for generic and robust Monte Carlo Greeks
Fries, Christian P.
;
Joshi, Mark S.
- In:
The journal of computational finance
11
(
2007/08
)
3
,
pp. 79-106
Persistent link: https://www.econbiz.de/10003700003
Saved in:
First
Prev
6
7
8
9
10
11
12
13
14
15
16
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
