Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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: isPartOf:"The journal of computational finance"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
265
Optionspreistheorie
265
Theorie
152
Theory
152
Stochastic process
132
Stochastischer Prozess
132
Volatility
86
Volatilität
86
Option trading
83
Optionsgeschäft
83
Monte Carlo simulation
68
Monte-Carlo-Simulation
68
Derivat
55
Derivative
55
Portfolio selection
37
Portfolio-Management
37
Black-Scholes model
34
Black-Scholes-Modell
33
Yield curve
32
Zinsstruktur
32
Estimation theory
29
Schätztheorie
29
Analysis
26
Interest rate derivative
26
Mathematical analysis
26
Simulation
26
Zinsderivat
26
Credit risk
23
Kreditrisiko
23
Mathematical programming
21
Mathematische Optimierung
21
Finanzmathematik
17
Hedging
17
Mathematical finance
17
Risikomaß
17
Risk measure
17
Statistical distribution
16
Statistische Verteilung
16
Swap
16
stochastic volatility
16
more ...
less ...
Online availability
All
Undetermined
140
Type of publication
All
Article
456
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
388
Aufsatz in Zeitschrift
388
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
2
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
395
Undetermined
67
Author
All
Madan, Dilip B.
9
Forsyth, Peter
8
Andersen, Leif B. G.
7
Reisinger, Christoph
7
Vázquez, Carlos
7
Joshi, Mark S.
6
Li, Yuying
6
Rebonato, Riccardo
6
Schoutens, Wim
6
Coleman, Thomas F.
5
Glasserman, Paul
5
Oosterlee, Cornelis Willebrordus
5
Carr, Peter
4
Chan, Jiun Hong
4
Crépey, Stéphane
4
Oosterlee, Cornelis W.
4
Pagès, Gilles
4
Rustem, Berç
4
Schoenmakers, John
4
Tankov, Peter
4
Vetzal, Kenneth R.
4
Warin, Xavier
4
Brotherton-Ratcliffe, Rupert
3
Dang, Duy Minh
3
Ehrhardt, Matthias
3
Fouque, Jean-Pierre
3
Glau, Kathrin
3
Grzelak, Lech A.
3
Guyon, Julien
3
Han, Chuan-Hsiang
3
Hout, Karel J. in 't
3
Iyengar, Garud
3
Joshi, Mark
3
Kirkby, J. Lars
3
Korn, Ralf
3
Le Floc'h, Fabien
3
Li, Duan
3
Mnif, Mohamed
3
Ng, Leslie
3
Oosterlee, Cornelis W
3
more ...
less ...
Published in...
All
The journal of computational finance
448
The journal of computational finance : JFC
14
Source
All
ECONIS (ZBW)
395
OLC EcoSci
67
Showing
91
-
100
of
462
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
91
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
92
Ensemble models in forecasting financial markets
Karathanasopoulos, Andreas
;
Sovan, Mitra
;
Lo, Chia Chun
; …
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012162385
Saved in:
93
Hedging of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
94
Portfolio optimization for American options
Zeng, Yaxiong
;
Klabjan, Diego
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 37-64
Persistent link: https://www.econbiz.de/10011988191
Saved in:
95
An adaptive Filon quadrature for stochastic volatility models
Le Floc'h, Fabien
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 65-88
Persistent link: https://www.econbiz.de/10011988193
Saved in:
96
American and exotic option pricing with jump diffusions and other Lévy processes
Kirkby, J. Lars
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 89-148
Persistent link: https://www.econbiz.de/10011988194
Saved in:
97
Local volatility models in commodity markets and online calibration
Albani, Vinícius
;
Ascher, Uri M.
;
Zubelli, Jorge P.
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 63-95
Persistent link: https://www.econbiz.de/10011860922
Saved in:
98
Pricing multivariate barrier reverse convertibles with factor-based subordinators
Marena, Marina
;
Romeo, Andrea
;
Semeraro, Patrizia
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 97-129
Persistent link: https://www.econbiz.de/10011860940
Saved in:
99
Vibrato and automatic differentiation for high-order derivatives and sensitivities of financial options
Pagès, Gilles
;
Pironneau, Olivier
;
Sall, Guillaume
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011976655
Saved in:
100
Polynomial upper and lower bounds for financial derivative price functions under regime-switching
Bhim, Louis
;
Kawai, Reiichiro
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 35-71
Persistent link: https://www.econbiz.de/10011976660
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
15
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
