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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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37
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33
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Interest rate derivative
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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.
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4
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3
Dang, Duy Minh
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Iyengar, Garud
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3
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Korn, Ralf
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Le Floc'h, Fabien
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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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71
A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 111-141
Persistent link: https://www.econbiz.de/10012544160
Saved in:
72
Special issue: third international conference on computational finance, part I
Arregui, Iñigo
(
ed.
);
García, José A.
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012546327
Saved in:
73
A pairwise local correlation model
Koster, Frank
;
Oeltz, Daniel
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012042217
Saved in:
74
E-monotone Fourier methods for optimal stochastic control in finance
Forsyth, Peter
;
Labahn, George
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 25-71
Persistent link: https://www.econbiz.de/10012042218
Saved in:
75
Dilated convolutional neural networks for time series forecasting
Borovykh, Anastasia
;
Bohte, Sander
;
Oosterlee, Cornelis …
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 73-101
Persistent link: https://www.econbiz.de/10012042219
Saved in:
76
Fast stochastic forward sensitivities in Monte Carlo simulations using stochastic automatic differentiation (with applications to initial margin valuation adjustments)
Fries, Christian
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 103-125
Persistent link: https://www.econbiz.de/10012042220
Saved in:
77
Yield curve fitting with artificial intelligence : a comparison of standard fitting methods with artificial intelligence algorithms
Posthaus, Achim
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012042221
Saved in:
78
The extended SSVI volatility surface
Hendriks, Sebas
;
Martini, Claude
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 25-39
Persistent link: https://www.econbiz.de/10012042223
Saved in:
79
Calculate tail quantiles of compound distributions
Abdymomunov, Azamat
;
Curti, Filippo
;
Kane, Hayden
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012042235
Saved in:
80
Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary
;
Peer, Arshad Ahmud Iqbal
;
Tadmor, Eitan
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 71-101
Persistent link: https://www.econbiz.de/10012042237
Saved in:
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