//--> //--> //-->
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
Singular Fourier-Padé series e...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
5
Optionspreistheorie
5
Option trading
4
Optionsgeschäft
4
Stochastic process
4
Stochastischer Prozess
4
Discrete-monitored barrier options
2
Early-exercise options
2
European options
2
Experiment
2
Hedging
2
Lévy process
2
Lévy processes
2
Adaptive method
1
American option
1
American options
1
Barrier option
1
Bermuda option
1
Chebyshev series
1
Convolution
1
Cubic spline
1
Filon-Clenshaw-Curtis rules
1
Jump-diffusion models
1
Legendre series
1
Option pricing
1
Parabolic partial integro-differential equations
1
Radial basis function
1
Radial basis functions
1
Singular Fourier-Padé
1
Singularity
1
The Merton jump-diffusions model
1
complex Fourier series
1
early-exercise options
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Chan, Tat Lung
5
Hale, Nicholas
1
Hubbert, Simon
1
Published in...
All
Quantitative finance
2
Computational economics
1
Review of derivatives research
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme
Chan, Tat Lung
;
Hubbert, Simon
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 161-189
Persistent link: https://www.econbiz.de/10010529637
Saved in:
2
Hedging and pricing early-exercise options with complex fourier series expansion
Chan, Tat Lung
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012666044
Saved in:
3
Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series
Chan, Tat Lung
;
Hale, Nicholas
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1307-1324
Persistent link: https://www.econbiz.de/10012262664
Saved in:
4
An SFP-FCC method for pricing and hedging early-exercise options under Lévy processes
Chan, Tat Lung
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1325-1343
Persistent link: https://www.econbiz.de/10012262665
Saved in:
5
Adaptive radial basis function methods for pricing options under jump-diffusion models
Chan, Tat Lung
- In:
Computational economics
47
(
2016
)
4
,
pp. 623-643
Persistent link: https://www.econbiz.de/10011712485
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->