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~accessRights:"restricted"
~isPartOf:"The journal of computational finance"
~subject:"Modellierung"
~subject:"Schätzung"
~subject:"Stochastic process"
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Scientific modelling
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The journal of computational finance
SpringerLink / Bücher
60
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Complexity reduction for calibration to American options
Burkovska, Olena
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 25-60
Persistent link: https://www.econbiz.de/10012064981
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2
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
3
A new approach to the quantification of model risk for practitioners
Krajčovičová, Zuzana
;
Pérez-Velasco, Pedro Pablo
; …
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012111255
Saved in:
4
Bermudan swaption model risk analysis : a local volatility approach
Jabłecki, Juliusz
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10011976669
Saved in:
5
A nonparametric local volatility model for swaptions smile
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 35-62
Persistent link: https://www.econbiz.de/10011860899
Saved in:
6
Local volatility models in commodity markets and online calibration
Albani, Vinícius
;
Ascher, Uri M.
;
Zubelli, Jorge P.
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 63-95
Persistent link: https://www.econbiz.de/10011860922
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