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~isPartOf:"Computational economics"
~isPartOf:"International journal of financial engineering"
~subject:"Option pricing theory"
~subject:"Stochastischer Prozess"
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Option pricing theory
Stochastischer Prozess
Analysis
13
Mathematical analysis
13
Optionspreistheorie
10
Stochastic process
7
Black-Scholes model
3
Black-Scholes-Modell
3
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Caporale, Guglielmo Maria
2
Cerrato, Mario
2
Aghili, A.
1
Barth, Andrea
1
Duran, Ahmet
1
Giribone, Pier Giuseppe
1
Jafari, Hossein
1
Ligato, Simone
1
Moreno-Bromberg, Santiago
1
Mosiño, Alejandro
1
Naito, Riu
1
Rabinovitz, Yedidya
1
Rahimi, Ghazaleh
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Reichmann, Oleg
1
Rigatos, G.
1
Tian, Kun
1
Xiong, Dewen
1
Yamada, Toshihiro
1
Yan, Wenchao
1
Yuan, George Xianzhi
1
Zervos, N.
1
Özer, H. Ünsal
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Computational economics
International journal of financial engineering
International journal of theoretical and applied finance
20
The journal of computational finance
19
Discussion papers of interdisciplinary research project 373
17
Insurance / Mathematics & economics
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Journal of mathematical finance
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Finance and stochastics
11
Quantitative finance
10
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
8
Mathematics of operations research
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Applied mathematical finance
7
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Dynamic games and applications : DGA
7
SFB 649 discussion paper
7
Annals of finance
6
CESifo working papers
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Risks : open access journal
6
Journal of economic dynamics & control
5
Probability theory and related fields
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Advanced mathematical methods for finance
4
CARF working paper
4
CIRJE discussion papers / F series
4
Economic modelling
4
Journal of econometrics
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematical methods of operations research
4
Mathematics and financial economics
4
Tübinger Diskussionsbeitrag
4
Asia-Pacific financial markets
3
Astin bulletin : the journal of the International Actuarial Association
3
CREATES research paper
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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ECONIS (ZBW)
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1
An acceleration scheme for deep learning-based BSDE solver using weak expansions
Naito, Riu
;
Yamada, Toshihiro
- In:
International journal of financial engineering
7
(
2020
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012602946
Saved in:
2
Forecasting dirty tanker freight rate index by using stochastic differential equations
Jafari, Hossein
;
Rahimi, Ghazaleh
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012028815
Saved in:
3
The study of dynamics for credit default risk by backward stochastic differential equation method
Tian, Kun
;
Xiong, Dewen
;
Yan, Wenchao
;
Yuan, George Xianzhi
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012028824
Saved in:
4
The source of error behavior for the solution of Black-Scholes PDE by finite difference and finite element methods
Özer, H. Ünsal
;
Duran, Ahmet
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011923061
Saved in:
5
Fractional Black-Scholes equation
Aghili, A.
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
Saved in:
6
A new S.D.E. and instantaneous mean reversion rate formula (presented via a numerical empirical model comparison)
Rabinovitz, Yedidya
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011778269
Saved in:
7
Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G.
;
Zervos, N.
- In:
Computational economics
50
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011762181
Saved in:
8
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:
9
Option pricing via radial basis functions : performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011333436
Saved in:
10
Using Chebyshev polynomials to approximate partial differential equations : a reply
Mosiño, Alejandro
- In:
Computational economics
39
(
2012
)
1
,
pp. 13-27
Persistent link: https://www.econbiz.de/10009508051
Saved in:
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