//--> //--> //-->
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:"International journal of theoretical and applied finance"
~subject:"Option pricing theory"
~subject:"Yield curve"
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:"Ordinary least squares"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Yield curve
Kleinste-Quadrate-Methode
4
Least squares method
4
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Optionspreistheorie
2
Credit value adjustment
1
Estimation theory
1
Hedging
1
Hedging risk
1
Interest rate derivative
1
Risiko
1
Risk
1
Schätztheorie
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Zinsderivat
1
Zinsstruktur
1
least squares regression
1
least-squares Monte Carlo
1
variance bounds
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Achdou, Yves
1
Ankirchner, Stefan
1
Ito, Sumito
1
Konno, Hiroshi
1
Pigorsch, Christian
1
Pironneau, Olivier
1
Schweizer, Nikolaus
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Quantitative finance
3
Computational economics
2
European journal of operational research : EJOR
2
Finance and stochastics
2
Research paper series / Swiss Finance Institute
2
Review of derivatives research
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Acta Universitatis Danubius / Oeconomica
1
Advances in mathematical economics
1
Applied economics letters
1
Applied mathematical finance
1
Applied quantitative finance
1
Berichte aus der Mathematik
1
Business and Economic Research : BER
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers of interdisciplinary research project 373
1
Economic and political studies : EPS
1
Economic systems
1
Emerging markets, finance and trade : EMFT
1
FAU discussion papers in economics
1
Finance research letters
1
Financial innovation : FIN
1
Gabler Research / EBS-Forschung
1
International journal of economics and finance
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
1
SpringerLink / Bücher
1
Swiss Finance Institute Research Paper
1
The journal of computational finance
1
The journal of futures markets
1
The professional risk managers' guide to the energy market
1
The review of financial studies
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimating residual hedging risk with least-squares Monte Carlo
Ankirchner, Stefan
;
Pigorsch, Christian
;
Schweizer, Nikolaus
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498866
Saved in:
2
A constrained least square method for estimating a smooth, nonnegative forward rate sequence
Konno, Hiroshi
;
Ito, Sumito
- In:
International journal of theoretical and applied finance
8
(
2005
)
7
,
pp. 988-998
Persistent link: https://www.econbiz.de/10003206762
Saved in:
3
Volatilty smile by multilevel least square
Achdou, Yves
;
Pironneau, Olivier
- In:
International journal of theoretical and applied finance
5
(
2002
)
6
,
pp. 619-643
Persistent link: https://www.econbiz.de/10001743194
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->