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International journal of theoretical and applied finance (7)
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Results 1- 50 of 149

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1
Book / Working Paper 		Stochastic finance : a numeraire approach
Year:                     
2011
Person:  Večeř, Jan
Publisher:  Boca Raton, Fla. [u.a.] : CRC Press
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2
Book / Working Paper 		Numerical methods and optimization in finance
Year:                     
2011
Person:  Gilli, Manfred; Maringer, Dietmar; Schumann, Enrico
Publisher:  Amsterdam [u.a.] : Academic Press
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3
Book / Working Paper 		Optimal monetary policy with state-dependent pricing
Year:                     
2011
Person:  Nakov, Anton; Thomas, Carlos
Publisher:  Washington, DC : Div. of Research & Statistics and Monetary Affairs, Federal Reserve Board
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4
Book / Working Paper 		Optimal monetary policy with state-dependent pricing
Year:                     
2011
Person:  Nakov, Anton; Thomas, Carlos
Publisher:  Madrid
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5
Book / Working Paper 		A wavelet tour of option pricing : [adaptive wavelet methods for variational inequalities]
Year:                     
2010 [erschienen] 2011
Person:  Rometsch, Roman Mario Xerxes
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6
Book / Working Paper 		Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations
Year:                     
2011
Person:  Hepperger, Peter Thomas
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7
Book / Working Paper 		A shot at regulating securitization
Year:                     
2011
Person:  Kiff, John; Kisser, Michael
Publisher:  Bergen : Norwegian School of Economics and Business Administration, Dep. of Finance and Management Service
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8
Book / Working Paper 		Computational methods in economic dynamics : [selected papers presented at the 14th International Conference on Computing in Economics and Finance (CEF 2008)]
Year:                     
2011
Publisher:  Heidelberg [u.a.] : Springer
Affiliated person:  Dawid, Herbert
Institution:  International Conference on Computing in Economics and Finance <Paris>
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9
Book / Working Paper 		Optimal monetary policy with state-dependent pricing
Year:                     
2010
Person:  Nakov, Anton; Thomas, Carlos
Publisher:  Frankfurt am Main : European Central Bank
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10
Book / Working Paper 		Mathematics in finance : UIMP-RSME Lluis A. Santaló Summer School Mathematical Finance and Insurance, July 16 - 20, 2007, Universidad Internacional Menéndez Pelayo, Santander, Spain
Year:                     
c 2010
Publisher:  Providence, RI : American Math. Soc. [u.a.]
Affiliated person:  Carrillo Menéndez, Santiago; Fernández Pérez, José Luis
Institution:  Santaló Summer School <2007, Santander>; Universidad Internacional Menéndez Pelayo <Madrid> / Sede <Santander>; Real Sociedad Matemática Española
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11
Article 		Results on numerics for FBSDE with drivers of quadratic growth
Year:                     
2010
Person:  Imkeller, Peter; Reis, Gonçalo Dos; Zhang, Jianing
Published in:  Contemporary quantitative finance : essays in honour of Eckhard Platen
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12
Book / Working Paper 		Finanzderivate mit MATLAB : mathematische Modellierung und numerische Simulation
Year:                     
2010
Person:  Günther, Michael; Jüngel, Ansgar
Publisher:  Wiesbaden : Vieweg + Teubner
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13
Article 		A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes
Year:                     
2010
Person:  Li, Minqiang
Published in:  Review of derivatives research ; 13
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14
Article 		Analytical approximations for the critical stock prices of American options : a performance comparison
Year:                     
2010
Person:  Li, Minqiang
Published in:  Review of derivatives research ; 13
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15
Article 		Exchange option pricing under stochastic volatility : a correlation expansion
Year:                     
2010
Person:  Antonelli, F.; Ramponi, A.; Scarlatti, S.
Published in:  Review of derivatives research ; 13
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16
Article 		A fast Fourier transform technique for pricing American options under stochastic volatility
Year:                     
2010
Person:  Zhylyevskyy, Oleksandr
Published in:  Review of derivatives research ; 13
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17
Article 		Using a projection method to analyze inflation bias in a micro-founded model
Year:                     
2010
Person:  Anderson, Gary S.; Kim, Jinill; Yun, Tack
Published in:  Journal of economic dynamics & control ; 34
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18
Article 		Dynamic asset and liability management
Year:                     
2010
Person:  Chaim, Ricardo Matos
Published in:  Pension fund risk management : financial and actuarial modeling
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19
Book / Working Paper 		Numerical solution of stochastic differential equations with jumps in finance
Year:                     
2010
Person:  Platen, Eckhard; Bruti-Liberati, Nicola
Publisher:  Heidelberg [u.a.] : Springer
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20
Book / Working Paper 		Economic growth : theory and numerical solution methods
Year:                     
c2009
Person:  Novales, Alfonso; Fernández, Esther; Ruíz, Jesús
Publisher:  Berlin : Springer
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21
Article 		Efficient quadrature and node positioning for exotic option valuation
Year:                     
2010
Affiliated person:  Chung, San-lin; Ko, Kunyi; Shackleton, Mark B.; Yeh, Chung-ying
Published in:  The journal of futures markets ; 30
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22
Article 		Stable and efficient computational methods for dynamics programming
Year:                     
2010
Person:  Cai, Yongyang; Judd, Kenneth L.
Published in:  Journal of the European Economic Association ; 8
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23
Article 		Some important issues involving real options : an overview
Year:                     
2010
Person:  Sick, Gordon; Gamba, Andrea
Published in:  Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society ; 14
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24
Article 		Fast and accurate pricing and hedging of long-dated CMS spread options
Year:                     
2010
Person:  Joshi, Mark; Yang, Chao
Published in:  International journal of theoretical and applied finance ; 13
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25
Article 		On the dangers of a simplistic American option simulation valuation method
Year:                     
2010
Person:  Areal, Nelson; Rodrigues, Artur
Published in:  The European journal of finance ; 16
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26
Book / Working Paper 		Using a projection method to analyze inflation bias in a micro-founded model
Year:                     
2010
Person:  Anderson, Gary S.; Kim, Jinill; Yun, Tack
Publisher:  Washington, DC : Div. of Research & Statistics and Monetary Affairs, Federal Reserve Board
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27
Article 		Pricing jump risk with utility indifference
Year:                     
2009
Person:  Wu, Lixin; Dai, Min
Publisher:  Taylor and Francis Journals
Published in:  Quantitative Finance
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28
Article 		The value of mortgage prepayment and default options
Year:                     
2009
Affiliated person:  Chen, Yong; Connolly, Michael; Tang, Wenjin; Su, Tie
Published in:  The journal of futures markets ; 29
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29
Article 		Stability analysis of a tritrophic food chain model with an adaptive parameter for the predator
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30
Article 		Optimal choice between even- and uneven-aged forestry
Year:                     
2009
Person:  Tahvonen, Olli
Published in:  Natural resource modeling : the official journal of the Resource Modeling Association ; 22
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31
Article 		Testing numerical methods solving the linear least squares problem
Year:                     
2009
Person:  Weihs, Claus
Published in:  Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
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32
Book / Working Paper 		Computation of business-cycle models with the Generalized Schur Method
Year:                     
2009
Person:  Heer, Burkhard; Maußner, Alfred
Publisher:  München : CESifo
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33
Book / Working Paper 		Fast and accurate pricing and hedging of long-dated CMS spread options
Year:                     
2009
Person:  Joshi, Mark
Publisher:  Melbourne : Centre for Actuarial Studies, Dep. of Economics, the Univ. of Melbourne
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34
Book / Working Paper 		How well-behaved are higher-order perturbation solutions?
Year:                     
2009
Person:  Haan, Wouter J. den; Wind, Joris de
Publisher:  Amsterdam
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35
Article 		Method of successive weighted averages (MSWA) and self-Regulated averaging schemes for solving stochastic user equilibrium problem
Year:                     
2009
Person:  Liu, Henry X.; He, Xiaozheng; He, Bingsheng
Published in:  Networks and spatial economics : a journal of infrastructure modeling and computation ; 9
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36
Article 		Numerics of implied binomial trees
Year:                     
2009
Person:  Härdle, Wolfgang; Mysicková, Alena
Published in:  Applied quantitative finance
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37
Article 		In which financial markets do mutual fund theorems hold true?
Year:                     
2009
Person:  Schachermayer, Walter; Sîrbu, Mihai; Taflin, Erik
Published in:  Finance and stochastics ; 13
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38
Article 		Solving the nonlinear economic equations by modified newton method
Year:                     
2009
Person:  Matejaš, Josip; Nakić, Martina
Published in:  Zagreb international review of economics & business ; 12
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39
Book / Working Paper 		Wald tests for detecting multiple structural changes in persistence
Year:                     
2009
Person:  Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing
Publisher:  West Lafayette, Ind. : Purdue Univ., Krannert School of Management, Inst. for Research in the Behavioral, Economic, and Management Sciences
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40
Article 		Computation of business-cycle models with the generalized Schur method
Year:                     
2009
Person:  Heer, Burkhard; Maußner, Alfred
Published in:  Indian growth and development review ; 2
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41
Article 		The convergence of binomial trees for pricing the American put
Year:                     
2009
Person:  Joshi, Mark S.
Published in:  Journal of risk ; 11
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42
Article 		Numerical methods for Lévy processes
Year:                     
2009
Affiliated person:  Hilber, N.; Reich, N.; Schwab, C.; Winter, C.
Published in:  Finance and stochastics ; 13
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43
Article 		Fast and accurate pricing of barrier options under Lévy processes
Year:                     
2009
Person:  Kudryavtsev, Oleg; Levendorskiǐ, Sergei
Published in:  Finance and stochastics ; 13
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44
Article 		Numerical analysis of the statistical properties of uniform design in stated choice modelling
Year:                     
2009
Person:  Li, Pengfei; Wang, Donggen
Published in:  Transport reviews : TR ; 29
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45
Article 		Empirical performance of the constant elasticity variance option pricing model
Year:                     
2009
Person:  Chen, Ren-raw; Lee, Cheng F.; Lee, Han-hsing
Published in:  Review of Pacific Basin financial markets and policies ; 12
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46
Book / Working Paper 		Economic growth : theory and numerical solution methods
Year:                     
2009
Person:  Novales, Alfonso; Fernández, Esther; Ruíz, Jesús
Publisher:  Berlin [u. a.] : Springer
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47
Article 		Numerical solution of optimal control problems with constant control delays
Year:                     
2008
Affiliated person:  Brandt-Pollmann, Ulrich; Winkler, Ralph; Sager, Sebastian; Moslener, Ulf; Schlöder, Johannes P.
Published in:  Computational economics ; 31
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48
Article 		Numerical scaling of ratio scale utilities in multi-criteria decision analysis with geometric model
Year:                     
2008
Person:  Leskinen, P.
Published in:  Journal of the Operational Research Society : OR ; 59
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49
Article 		Performance of adaptive estimators in slowly varying parameter models
Year:                     
2008
Person:  Grillenzoni, Carlo
Published in:  Statistical methods & applications : journal of the Italian Statistical Society ; 17
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50
Article 		A bioeconomic study of numerarcy and economic calculation
Year:                     
2008
Person:  Harper, David A.
Published in:  Journal of bioeconomics ; 10
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