//--> //--> //-->
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:"Finance research letters"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Swiss Finance Institute Research Paper"
~person:"Beveridge, Christopher"
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:"Option trading"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bermudan option
1
Derivat
1
Derivative
1
Early exercise
1
LIBOR market model
1
Monte Carlo
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Simulation
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
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
Beveridge, Christopher
Wang, Xingchun
5
Lee, Hangsuck
4
Cui, Zhenyu
3
Lee, Minha
3
Leippold, Markus
3
Malamud, Semyon
3
Ballestra, Luca Vincenzo
2
Bernales, Alejandro
2
Chen, Wen-ting
2
Chesney, Marc
2
Chiarella, Carl
2
Crameri, Remo
2
Dai, Min
2
Dolinsky, Yan
2
Farkas, Walter
2
Goyal, Amit
2
Ha, Hongjun
2
Hsu, Pao-peng
2
Joshi, Mark S.
2
Kong, Byungdoo
2
Li, Chenxu
2
Mancini, Loriano
2
Shi, Chao
2
Soner, Halil Mete
2
Switzer, Lorne N.
2
Tang, Robert
2
Zhu, Song-ping
2
Altay-Salih, Aslihan
1
Amédée-Manesme, Charles-Olivier
1
Ap Gwilym, Owain
1
Arifovic, Jasmina
1
Bardgett, Chris
1
Barletta, Andrea
1
Benhamou, Eric
1
Benzennou, Bouchra
1
Bernard, Carole
1
Bi, Hongwei
1
Blenman, Lloyd P.
1
Blomvall, Jörgen
1
more ...
less ...
Published in...
All
Finance research letters
Journal of economic dynamics & control
Swiss Finance Institute Research Paper
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->