//--> //--> //-->
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
~accessRights:"restricted"
~person:"Cui, Zhenyu"
~subject:"Greeks"
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:"Brownian bridge"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Greeks
Stochastic process
19
Stochastischer Prozess
19
Option pricing theory
17
Optionspreistheorie
17
Volatility
15
Volatilität
15
Markov chain
6
Markov-Kette
6
Stochastic volatility
6
Derivat
5
Derivative
5
Option trading
4
Optionsgeschäft
4
Black-Scholes model
3
Black-Scholes-Modell
3
Estimation theory
3
Finance
3
Jump diffusion
3
Schätztheorie
3
stochastic volatility
3
American options
2
Continuous-time Markov chain
2
Continuous-time Markov chains
2
Greece
2
Griechenland
2
Heston model
2
Option pricing
2
Regime-switching
2
Simulation
2
3/2 model
1
ARCH model
1
ARCH-Modell
1
American option pricing
1
Barrier options
1
Bermudan options
1
CAPM
1
Capital income
1
Cliquet-style guarantee
1
Convergence rates
1
more ...
less ...
Online availability
All
Undetermined
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
Cui, Zhenyu
Bayer, Christian
1
Baños, D.
1
Ben Hammouda, Chiheb
1
Chan, Jiun Hong
1
Duedahl, S.
1
Hess, Markus
1
Inkaya, B. Alper
1
Joshi, Mark S.
1
Ludkovski, Mike
1
Lyuu, Yuh-dauh
1
Ma, Jingtang
1
Ma, Yong
1
Meyer-Brandis, T.
1
Mordecki, Ernesto
1
Muroi, Yoshifumi
1
Nguyen, Duy
1
Olivera, Federico de
1
Pan, Dongtao
1
Park, Hyungbin
1
Proske, Frank
1
Saporito, Yuri
1
Sayer, Tilman
1
Suda, Shintaro
1
Tempone, Raúl
1
Teng, Huei-Wen
1
Tseng, Yao-Te
1
Wang, Sheng-Xiang
1
Wang, Tianyang
1
Yang, Wensheng
1
Yilmaz, Bilgi
1
Yolcu-Okur, Yeliz
1
Zhu, Dan
1
more ...
less ...
Published in...
All
Mathematical methods of operations research : ZOR
1
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Analysis of Markov chain approximation for Asian options and occupation-time derivatives : Greeks and convergence rates
Yang, Wensheng
;
Ma, Jingtang
;
Cui, Zhenyu
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 359-412
Persistent link: https://www.econbiz.de/10012548535
Saved in:
2
An integral representation of elasticity and sensitivity for stochastic volatility models
Cui, Zhenyu
;
Nguyen, Duy
;
Park, Hyungbin
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 249-274
Persistent link: https://www.econbiz.de/10011963852
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->