//--> //--> //-->
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:"Yamamoto, Kenta"
~source:"econis"
~subject:"Monte-Carlo-Simulation"
~subject:"USA"
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:"SABR model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
USA
Analysis
1
Black-Scholes model
1
Black-Scholes-Modell
1
Derivat
1
Derivative
1
Digital option
1
European option
1
Experiment
1
Malliavin calculus
1
Mathematical analysis
1
Monte Carlo simulation
1
Option pricing
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Quasi-Monte Carlo method
1
SABR model
1
Stochastic differential equations
1
Stochastic process
1
Stochastischer Prozess
1
Weak approximation
1
more ...
less ...
Online availability
All
Undetermined
1
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
Yamamoto, Kenta
McAleer, Michael
14
Asai, Manabu
10
Chang, Chia-Lin
7
Clark, Todd E.
5
McCracken, Michael W.
5
Mertens, Elmar
5
Chen, Jinghui
4
Kobayashi, Masahito
4
Crespo Cuaresma, Jesús
3
Doppelhofer, Gernot
3
Feldkircher, Martin
3
Huber, Florian
3
Peiris, Shelton
3
Baldeaux, Jan
1
Bates, David S.
1
Bekierman, Jeremias
1
Berger, Tino
1
Chen, Bin
1
Chen, Nan
1
Chiarella, Carl
1
Everaert, Gerdie
1
Gargano, Antonio
1
Goossens, Francois
1
Goossens, François
1
Higgins, C. Richard
1
Kang, Boda
1
Moussa, Karim
1
Oosterlee, Cornelis W.
1
Roberts, Dale
1
Siliverstovs, Boriss
1
Takahashi, Akihiko
1
Takehara, Kohta
1
Timmermann, Allan
1
Vierke, Hauke
1
Weide, Hans van der
1
Yamada, Toshihiro
1
Yang, Nian
1
more ...
less ...
Published in...
All
Quantitative finance
1
Source
All
ECONIS (ZBW)
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->