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Search: isPartOf:"The journal of computational finance"
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Option pricing theory
265
Optionspreistheorie
265
Theorie
152
Theory
152
Stochastic process
132
Stochastischer Prozess
132
Volatility
86
Volatilität
86
Option trading
83
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83
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68
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68
Derivat
55
Derivative
55
Portfolio selection
37
Portfolio-Management
37
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34
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33
Yield curve
32
Zinsstruktur
32
Estimation theory
29
Schätztheorie
29
Analysis
26
Interest rate derivative
26
Mathematical analysis
26
Simulation
26
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26
Credit risk
23
Kreditrisiko
23
Mathematical programming
21
Mathematische Optimierung
21
Finanzmathematik
17
Hedging
17
Mathematical finance
17
Risikomaß
17
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17
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16
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16
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16
stochastic volatility
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English
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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.
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
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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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81
A new approach to the quantification of model risk for practitioners
Krajčovičová, Zuzana
;
Pérez-Velasco, Pedro Pablo
; …
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012111255
Saved in:
82
The two-dimensional tree-grid method
Kossaczký, Igor
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 29-57
Persistent link: https://www.econbiz.de/10012111259
Saved in:
83
The standard market risk model of the Swiss solvency test : an analytic solution
Niedermayer, Andras
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 59-71
Persistent link: https://www.econbiz.de/10012111262
Saved in:
84
Path independence of exotic options and convergence of binomial approximations
Leduc, Guillaume
;
Palmer, Kenneth J.
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 73-102
Persistent link: https://www.econbiz.de/10012111264
Saved in:
85
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
86
Complexity reduction for calibration to American options
Burkovska, Olena
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 25-60
Persistent link: https://www.econbiz.de/10012064981
Saved in:
87
Path-dependent American options
Chevalier, Etienne
;
Ly Vath, Vathana
;
Mnif, Mohamed
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 61-95
Persistent link: https://www.econbiz.de/10012064988
Saved in:
88
Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method
Zhang, Rongju
;
Langrené, Nicolas
;
Tian, Yu
;
Klebaner, …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012065042
Saved in:
89
The Chebyshev method for the implied volatility
Glau, Kathrin
;
Herold, Paul
;
Madan, Dilip B.
;
Pötz, …
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012162365
Saved in:
90
Variance optimal hedging with application to electricity markets
Warin, Xavier
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10012162373
Saved in:
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