//--> //--> //-->
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
Retain my current filters
subject:"Monte-Carlo-Simulation"
~isPartOf:"International journal of theoretical and applied finance"
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
Search: subject_exact:"Calculus"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Analysis
20
Mathematical analysis
20
Stochastic process
16
Stochastischer Prozess
16
Option pricing theory
15
Optionspreistheorie
15
Derivat
5
Derivative
5
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
stochastic differential equation
4
Control theory
3
Experiment
3
Hedging
3
Kontrolltheorie
3
information premium
3
Black-Scholes model
2
Black-Scholes-Modell
2
Forecasting model
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Option trading
2
Optionsgeschäft
2
Prognoseverfahren
2
Weather
2
Wetter
2
backward stochastic differential equation
2
backward stochastic differential equations
2
enlarged filtration
2
option pricing
2
partial differential equations
2
utility maximization
2
weather forecast
2
Allocation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Dewynne, Jeff N.
1
Hassan, Nadima el
1
Kouritzin, Michael A.
1
Published in...
All
International journal of theoretical and applied finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Applied mathematical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annals of operations research
1
Asia-Pacific financial markets
1
Aspects of mathematical finance
1
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Insurance / Mathematics & economics
1
Mathematics of operations research
1
Operations research
1
Publications of the Newton Institute
1
Quantitative finance
1
Research paper / University of Melbourne, Department of Economics
1
Risks : open access journal
1
Stochastic modelling and applied probability
1
The econometrics journal
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Explicit Heston solutions and stochastic approximation for path-dependent option pricing
Kouritzin, Michael A.
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011846484
Saved in:
2
The valuation of self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->