//--> //--> //-->
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:"Economic Modelling"
~isPartOf:"International journal of production research"
~source:"repec"
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:"lower bounds"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
American options
1
Convex functions
1
Derivative contracts
1
Piecewise linear interpolations
1
Stochastic dynamic programming
1
Upper and lower bounds
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Ben-Ameur, Hatem
1
Diaby, Vacaba
1
Fakhfakh, Tarek
1
de Frutos, Javier
1
Published in...
All
Economic Modelling
International journal of production research
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
3
European Journal of Industrial Engineering
3
European Journal of Operational Research
3
Computational Statistics
2
FEP Working Papers
2
Mathematical Methods of Operations Research
2
QM&ET Working Papers
2
Annals of the Institute of Statistical Mathematics
1
CORE Discussion Papers
1
Discussion Papers / Centre for Finance, Credit and Macroeconomics (CFCM), School of Economics
1
ERIM Report Series Research in Management
1
Economics Papers from University Paris Dauphine
1
Game Theory and Information
1
Games and Economic Behavior
1
Handbook of Social Choice and Welfare
1
International Journal of Production Economics
1
Journal of Global Optimization
1
Management Science
1
Psychometrika
1
Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
SFB 649 Discussion Papers
1
STICERD - Econometrics Paper Series
1
Statistics & Probability Letters
1
The European Journal of Finance
1
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Working Papers / Centro de Investigación Económica (CIE), Departamento Académico de Economía
1
Working Papers / Departamento de Economía, Universidad Pablo de Olavide
1
Working Papers / Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia
1
Working Papers / IÉSEG School of Management, Université Catholique de Lille
1
Working Papers in Economics
1
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
1
Working Papers. Serie AD
1
more ...
less ...
Source
All
RePEc
ECONIS (ZBW)
3
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Upper and
lower
bounds
for convex value functions of derivative contracts
Ben-Ameur, Hatem
;
de Frutos, Javier
;
Fakhfakh, Tarek
; …
- In:
Economic Modelling
34
(
2013
)
C
,
pp. 69-75
The aim of this paper is to compute upper and
lower
bounds
for convex value functions of derivative contracts. Laprise …
Persistent link: https://www.econbiz.de/10010709347
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->