//--> //--> //-->
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
~subject:"Theory"
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:"finite difference method"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Finite difference method
33
finite difference method
20
Option pricing theory
15
Optionspreistheorie
15
Black-Scholes model
10
Black-Scholes-Modell
9
Stochastic process
6
Stochastischer Prozess
6
Option trading
4
Optionsgeschäft
4
Theorie
4
American option
3
American options
3
Analysis
3
Dynamic programming problem
3
Finite Difference Method
3
Finite-difference method
3
Flexible load contract
3
HJB-equation
3
Lévy diffusion
3
Mathematical analysis
3
Mathematical programming
3
Mathematische Optimierung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Swing option
3
Volatility
3
Volatilität
3
finite-difference method
3
option pricing
3
American option pricing
2
Black-Scholes equation
2
Crank-Nicolson method
2
Finanzmathematik
2
Innovation diffusion
2
Innovationsdiffusion
2
Mathematical finance
2
Method of lines
2
Multi-factor model
2
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Astic, Fabian
1
Constantinescu, Corina
1
Dias, Alexandra
1
Du Toit, Jacques
1
Gao, Yijin
1
Li, Bo
1
Naumann, Uwe
1
Siska, David
1
Tourin, Agnès
1
Wang, Simon
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
Research in economics : an international review of economics
1
Risks : open access journal
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Effect of stop-loss reinsurance on primary insurer solvency
Constantinescu, Corina
;
Dias, Alexandra
;
Li, Bo
;
Siska, …
- In:
Risks : open access journal
10
(
2022
)
10
,
pp. 1-15
probability when no reinsurance is bought. We develop a
finite-difference
method
for solving the (partial integro …
Persistent link: https://www.econbiz.de/10013556669
Saved in:
2
Knowledge diffusion and economic growth based on fourier's law
Gao, Yijin
- In:
Research in economics : an international review of economics
74
(
2020
)
2
,
pp. 174-185
Persistent link: https://www.econbiz.de/10012590266
Saved in:
3
Adjoint algorithmic differentiation tool support for typical numerical patterns in computational finance
Naumann, Uwe
;
Du Toit, Jacques
- In:
The journal of computational finance
21
(
2017/2018
)
4
,
pp. 23-57
Persistent link: https://www.econbiz.de/10011848395
Saved in:
4
On the credit risk of secured loans with maximum loan-to-value covenants
Astic, Fabian
;
Tourin, Agnès
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010498789
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->