//--> //--> //-->
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
~person:"Musti, Silvana"
~subject:"Monte-Carlo-Simulation"
~subject:"Numerisches Verfahren"
~subject:"Portfolio selection"
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:"Mathematical analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Numerisches Verfahren
Portfolio selection
Analysis
3
Credit derivative
3
Euler-Maruyama stochastic integral approximation
3
HJM (Heath-Jarrow-Morton) model
3
Kreditderivat
3
Mathematical analysis
3
Monte Carlo simulation
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Yield curve
3
Zinsstruktur
3
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
3
Author
All
Musti, Silvana
Sennewald, Ken
5
Wälde, Klaus
5
Chiarella, Carl
3
Fanelli, Viviana
3
Leitner, Johannes
3
Shen, Yang
3
Zhang, Yumo
3
Chiu, Mei Choi
2
Delong, Łukasz
2
Ding, Deng
2
Gobet, Emmanuel
2
Grundke, Peter
2
Hess, Markus
2
Kohatsu-Higa, Arturo
2
Kohlmann, Michael
2
Kouritzin, Michael A.
2
Li, Kai
2
Liu, Yiqi
2
Oyono Ngou, Polynice
2
Platen, Eckhard
2
Talay, Denis
2
Wong, Hoi Ying
2
Yan, Tingjin
2
Zeng, Yan
2
A, Chunxiang
1
Abergel, Frédérik
1
Alia, Ishak
1
Amin, Ahsan
1
Avanesyan, Levon
1
Bally, V.
1
Barigou, Karim
1
Barth, Andrea
1
Becherer, Dirk
1
Benazzoli, Chiara
1
Bermin, Hans-Peter
1
Bernis, Guillaume
1
Brachetta, M.
1
Bruti-Liberati, Nicola
1
Cao, Zhijie
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
European journal of operational research : EJOR
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
2
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
3
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
- In:
European journal of operational research : EJOR
208
(
2011
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10008779603
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->