//--> //--> //-->
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:"Theorie"
~isPartOf:"Computational economics"
~subject:"Stochastischer Prozess"
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:"Numerical analysis"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Stochastischer Prozess
Numerical analysis
12
Numerisches Verfahren
11
Mathematical programming
6
Mathematische Optimierung
6
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
5
Theory
5
Black-Scholes model
3
Black-Scholes-Modell
3
Control theory
3
Kontrolltheorie
3
Black-Scholes equation
2
Numerical methods
2
Option trading
2
Optionsgeschäft
2
Accuracy
1
American option
1
Analysis
1
Approximation
1
BDF3-WENO method
1
Barrier option
1
Black-Scholes framework
1
Characteristic function
1
Decision theory
1
Deep learning
1
Discrete monitoring
1
Dividend
1
Dividend distribution
1
Dividende
1
Dynamic portfolio management
1
Dynare
1
Endogenous grid method
1
Entscheidungstheorie
1
Esscher transform
1
European option
1
Experiment
1
Finite element method
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Arapakis, Karolos
1
Barth, Andrea
1
Chavanasporn, Walailuck
1
Chipeniuk, Karsten O.
1
Cong, Fei
1
Ewald, Christian-Oliver
1
Gouel, Christophe
1
Li, Cuixiang
1
Li, Wenhan
1
Liu, Lixia
1
Maliar, Lilia
1
Maliar, Serguei
1
Moreno-Bromberg, Santiago
1
Oosterlee, Cornelis Willebrordus
1
Reichmann, Oleg
1
Villemot, Sebastien
1
Wang, Mengna
1
more ...
less ...
Published in...
All
Computational economics
Journal of economic dynamics & control
7
The journal of computational finance
7
SpringerLink / BĂĽcher
6
Applied mathematical finance
5
International journal of theoretical and applied finance
5
Review of derivatives research
4
Chapman & Hall/CRC financial mathematics series
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
European journal of operational research : EJOR
3
Finance and economics discussion series
3
Finance and stochastics
3
Macroeconomic dynamics
3
Mathematics Preprint Archive
3
Springer eBook Collection / Business and Economics
3
The journal of futures markets
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Working papers in economics
3
CESifo working papers
2
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Econometric theory
2
Economic modelling
2
Economics letters
2
FEDS Working Paper
2
International journal of financial engineering
2
Mathematical programming
2
Natural resource modeling : the official journal of the Resource Modeling Association
2
Quantitative economics : QE ; journal of the Econometric Society
2
SFB 649 discussion paper
2
Springer Texts in Business and Economics
2
Springer-Lehrbuch
2
Studium
2
Working paper / National Bureau of Economic Research, Inc.
2
Working paper series / Institute for Monetary and Financial Stability
2
A Chapman & Hall book
1
A Wiley-Interscience publication
1
Advances in Computational Economics
1
Advances in Computational Management Science
1
Advances in computational economics : AICE
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A method to pre-compile numerical integrals when solving stochastic dynamic problems
Arapakis, Karolos
- In:
Computational economics
61
(
2023
)
2
,
pp. 593-610
Persistent link: https://www.econbiz.de/10014228454
Saved in:
2
Foreign currency power option pricing based on Esscher transform
Li, Wenhan
;
Li, Cuixiang
;
Liu, Lixia
;
Wang, Mengna
- In:
Computational economics
58
(
2021
)
2
,
pp. 535-548
Persistent link: https://www.econbiz.de/10012615075
Saved in:
3
Optimal grid selection for the numerical solution of dynamic stochastic optimization problems
Chipeniuk, Karsten O.
- In:
Computational economics
56
(
2020
)
4
,
pp. 883-928
Persistent link: https://www.econbiz.de/10012390486
Saved in:
4
Accurate and robust numerical methods for the dynamic portfolio management problem
Cong, Fei
;
Oosterlee, Cornelis Willebrordus
- In:
Computational economics
49
(
2017
)
3
,
pp. 433-458
Persistent link: https://www.econbiz.de/10011762120
Saved in:
5
A non-stationary model of dividend distribution in a stochastic interest-rate setting
Barth, Andrea
;
Moreno-Bromberg, Santiago
;
Reichmann, Oleg
- In:
Computational economics
47
(
2016
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10011712413
Saved in:
6
Comparing numerical methods for solving the competitive storage model
Gouel, Christophe
- In:
Computational economics
41
(
2013
)
2
,
pp. 267-295
Persistent link: https://www.econbiz.de/10009710571
Saved in:
7
Taking perturbation to the accuracy frontier : a hybrid of local and global solutions
Maliar, Lilia
;
Maliar, Serguei
;
Villemot, Sebastien
- In:
Computational economics
42
(
2013
)
3
,
pp. 307-325
Persistent link: https://www.econbiz.de/10010189022
Saved in:
8
A numerical method for solving stochastic optimal control problems with linear control
Chavanasporn, Walailuck
;
Ewald, Christian-Oliver
- In:
Computational economics
39
(
2012
)
4
,
pp. 429-446
Persistent link: https://www.econbiz.de/10009540913
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->