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subject:"Zinsstruktur"
~person:"Dang, Duy Minh"
~person:"Wissmann, Rasmus"
~subject:"Optionspreistheorie"
~subject:"Zinsderivat"
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Zinsstruktur
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Dang, Duy Minh
Wissmann, Rasmus
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The journal of computational finance
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ECONIS (ZBW)
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Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Mohammadi, Mohammadreza
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 522-552
Persistent link: https://www.econbiz.de/10011490623
Saved in:
2
An efficient numerical partial differential equation approach for pricing foreign exchange interest rate hybrid derivatives
Dang, Duy Minh
;
Christara, Christina C.
;
Jackson, Kenneth R.
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 39-93
Persistent link: https://www.econbiz.de/10011441260
Saved in:
3
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
Reisinger, Christoph
;
Wissmann, Rasmus
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 95-127
Persistent link: https://www.econbiz.de/10011441267
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