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subject:"Mathematical analysis"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"The journal of computational finance"
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Mathematical analysis
Analysis
30
Option pricing theory
22
Optionspreistheorie
22
Stochastic process
20
Stochastischer Prozess
20
Experiment
7
Theorie
7
Theory
7
Volatility
7
Volatilität
7
Derivat
5
Derivative
5
Black-Scholes model
4
Black-Scholes-Modell
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Heston model
3
Option trading
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Optionsgeschäft
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Backward Stochastic Differential Equation
2
Electric power industry
2
Elektrizitätswirtschaft
2
Estimation theory
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Hedging
2
Mathematical programming
2
Mathematische Optimierung
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Neural networks
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Neuronale Netze
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Portfolio selection
2
Portfolio-Management
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Risiko
2
Risk
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Schätztheorie
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Stochastic Differential Equation
2
calibration
2
finite differences
2
optimization
2
ANOVA
1
American options
1
Asian options
1
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English
30
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Reisinger, Christoph
3
Ehrhardt, Matthias
2
A, Chunxiang
1
Ackora-Prah, Joseph
1
Andam, Perpetual Saah
1
Appadoo, Srimantoorao S.
1
Benk, Janos
1
Bhatoo, Omishwary
1
Buetow, Gerald W.
1
Calvo-Garrido, M. C.
1
Chen, Zengjing
1
Christara, Christina C.
1
Cohen, Samuel N.
1
Cozma, Andrei
1
Cupidon, Jean René
1
Dang, Duy Minh
1
Di Giacinto, Marina
1
Duck, Peter W.
1
El Hami, Abdelkhalak
1
Fadugba, Sunday Emmanuel
1
Gierjatowicz, Patrick
1
Guyon, Julien
1
Günther, Michael
1
He, Kun
1
Hendricks, Christian
1
Hyppolite, Judex
1
Itkin, Andrey
1
Jackson, Kenneth R.
1
Johnson, Paul V.
1
Kadry, Seifedine
1
Kulperger, Reg
1
Kurpiel, Adam
1
Lakhany, Asif
1
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1
Mayerhofer, Antonia Christine
1
Mickel, Annalena
1
Nakatsu, Tomonori
1
Neuenkirch, Andreas
1
Nwozo, Chuma Raphael
1
Okedoye, Michael Akindele
1
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Journal of mathematical finance
The journal of computational finance
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
23
International journal of theoretical and applied finance
20
Discussion papers of interdisciplinary research project 373
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Insurance / Mathematics & economics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Finance and stochastics
11
Mathematics Preprint Archive
11
CESifo working papers
9
Quantitative finance
9
SFB 649 discussion paper
9
Journal of mathematical economics
8
Applied mathematical finance
7
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
International journal of financial engineering
7
Mathematics of operations research
7
Probability theory and related fields
7
Risks : open access journal
7
Annals of finance
6
Computational economics
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Dynamic games and applications : DGA
6
Lehrbuch
6
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Advanced mathematical methods for finance
4
CARF working paper
4
CIRJE discussion papers / F series
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Discussion paper / Tinbergen Institute
4
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
4
Economic modelling
4
IMA journal of management mathematics
4
Journal of econometrics
4
Journal of economic theory
4
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ECONIS (ZBW)
30
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1
Sharp L¹-approximation of the log-Heston stochastic differential equation by Euler-type methods
Mickel, Annalena
;
Neuenkirch, Andreas
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 67-100
Persistent link: https://www.econbiz.de/10014342066
Saved in:
2
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
3
Estimating risks of European option books using neural stochastic differential equation market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 33-72
Persistent link: https://www.econbiz.de/10014314556
Saved in:
4
A review of tree-based approaches to solving forward-backward stochastic differential equations
Teng, Long
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 125-159
Persistent link: https://www.econbiz.de/10012873086
Saved in:
5
Neural networks for option pricing and hedging : a literature review
Ruf, Johannes
;
Wang, Weiguan
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012421955
Saved in:
6
A clustering method to solve backward stochastic differential equations with jumps
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012545300
Saved in:
7
Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary
;
Peer, Arshad Ahmud Iqbal
;
Tadmor, Eitan
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 71-101
Persistent link: https://www.econbiz.de/10012042237
Saved in:
8
Introducing the power series method to numerically approximate contingent claim partial differential equations
Buetow, Gerald W.
;
Sochacki, James
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 616-636
Persistent link: https://www.econbiz.de/10012433130
Saved in:
9
Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
Saved in:
10
Hybrid finite-difference/pseudospectral methods for the Heston and Heston-Hull-White partial differential equations
Hendricks, Christian
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011860891
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