//--> //--> //-->
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
~isPartOf:"Applied mathematical finance"
~subject:"Derivative"
~subject:"rough path theory"
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:"Numerik"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivative
rough path theory
Numerical analysis
6
Numerisches Verfahren
6
Theorie
5
Theory
5
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Black-Scholes model
1
Black-Scholes-Modell
1
Derivat
1
Model-free pricing
1
Option trading
1
Optionsanleihe
1
Optionsgeschäft
1
Ross recovery
1
Simulation
1
Statistical distribution
1
Statistische Verteilung
1
Warrant bond
1
Yield curve
1
Zinsstruktur
1
diffusion process
1
financial derivatives
1
numerical method
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Arribas, Imanol Perez
1
Lyons, Terry
1
Nejad, Sina
1
Published in...
All
Applied mathematical finance
Springer-Lehrbuch
2
Studium
2
A Chapman & Hall book
1
Birkbeck working papers in economics and finance : BWPEF
1
Chapman & Hall/CRC financial mathematics series
1
Contemporary mathematics : CONM
1
Journal of economic dynamics & control
1
Journal of mathematical finance
1
Numerical methods in finance
1
SFB 649 Discussion Paper 2008-044
1
Springer eBook Collection / Business and Economics
1
SpringerLink / Bücher
1
Veröffentlichungen des Seminars für Versicherungswissenschaft der Universität Hamburg und des Vereins zur Förderung der Versicherungswissenschaft in Hamburg e.V. / C
1
[Elsevier finance]
1
[Quantitative finance series]
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Numerical method for model-free pricing of exotic derivatives in discrete time using rough path signatures
Lyons, Terry
;
Nejad, Sina
;
Arribas, Imanol Perez
- In:
Applied mathematical finance
26
(
2019
)
6
,
pp. 583-597
Persistent link: https://www.econbiz.de/10012210427
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->