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Search: isPartOf:"The journal of computational finance"
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Option pricing theory
265
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265
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152
Theory
152
Stochastic process
132
Stochastischer Prozess
132
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86
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86
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83
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83
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68
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55
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55
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Madan, Dilip B.
9
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7
Reisinger, Christoph
7
Vázquez, Carlos
7
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6
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6
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6
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6
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5
Glasserman, Paul
5
Oosterlee, Cornelis Willebrordus
5
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4
Chan, Jiun Hong
4
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4
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4
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The journal of computational finance
448
The journal of computational finance : JFC
14
Source
All
ECONIS (ZBW)
395
OLC EcoSci
67
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51
Special issue: third international conference on computational finance, part II
Arregui, Iñigo
(
ed.
);
García, José A.
(
ed.
); …
-
2021
Persistent link: https://www.econbiz.de/10012546840
Saved in:
52
A shrinking horizon optimal liquidation framework with lower partial moments criteria
Anis, Hassan
;
Kwon, Roy H.
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012212469
Saved in:
53
Second-order Monte Carlo sensitivities
Daluiso, Roberto
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012212482
Saved in:
54
Extremal risk management : expected shortfall value verification using the bootstrap method
Malecka, Marta
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012212484
Saved in:
55
Pricing American call options using the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 93-113
Persistent link: https://www.econbiz.de/10012212488
Saved in:
56
Option pricing in exponential Lévy models with transaction cost
Cantarutti, Nicola
;
Guerra, Manuel
;
Guerra, João
; …
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012295860
Saved in:
57
Numerical simulation and applications of the convection-diffusion-reaction equation with the radial basis function in a finite-difference mode
Mollapourasl, Reza
;
Haghi, Majid
;
Heryudono, Alfa
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 33-73
Persistent link: https://www.econbiz.de/10012295864
Saved in:
58
Monte Carlo pathwise sensitivities for barrier options
Gerstner, Thomas
;
Harrach, Bastian von
;
Roth, Daniel
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 75-99
Persistent link: https://www.econbiz.de/10012295868
Saved in:
59
An adaptive Monte Carlo approach for pricing Parisian options with general boundaries
Gűr, Sercan
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012295871
Saved in:
60
Neural networks for option pricing and hedging : a literature review
Ruf, Johannes
;
Wang, Weiguan
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012421955
Saved in:
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