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Option pricing theory
256
Optionspreistheorie
256
Theorie
149
Theory
149
Stochastic process
124
Stochastischer Prozess
124
Volatility
85
Volatilität
85
Option trading
81
Optionsgeschäft
81
Monte Carlo simulation
65
Monte-Carlo-Simulation
65
Derivat
52
Derivative
52
Portfolio selection
37
Portfolio-Management
37
Black-Scholes model
34
Black-Scholes-Modell
33
Yield curve
32
Zinsstruktur
32
Estimation theory
26
Interest rate derivative
26
Schätztheorie
26
Simulation
26
Zinsderivat
26
Analysis
23
Mathematical analysis
23
Credit risk
22
Kreditrisiko
22
Mathematical programming
21
Mathematische Optimierung
21
Finanzmathematik
16
Hedging
16
Mathematical finance
16
Risikomaß
16
Risk measure
16
Swap
16
stochastic volatility
16
Statistical distribution
15
Statistische Verteilung
15
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Undetermined
126
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Article
375
Book / Working Paper
5
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373
Aufsatz in Zeitschrift
373
Collection of articles of several authors
3
Sammelwerk
3
Konferenzschrift
2
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English
380
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Forsyth, Peter
8
Madan, Dilip B.
8
Andersen, Leif B. G.
7
Joshi, Mark S.
6
Rebonato, Riccardo
6
Reisinger, Christoph
6
Vázquez, Carlos
6
Coleman, Thomas F.
5
Oosterlee, Cornelis Willebrordus
5
Carr, Peter
4
Glasserman, Paul
4
Li, Yuying
4
Oosterlee, Cornelis W.
4
Schoutens, Wim
4
Vetzal, Kenneth R.
4
Warin, Xavier
4
Brotherton-Ratcliffe, Rupert
3
Crépey, Stéphane
3
Ehrhardt, Matthias
3
Fouque, Jean-Pierre
3
Glau, Kathrin
3
Grzelak, Lech A.
3
Kirkby, J. Lars
3
Korn, Ralf
3
Le Floc'h, Fabien
3
Pagès, Gilles
3
Rustem, Berç
3
Schoenmakers, John
3
Shevchenko, Pavel V.
3
Tangman, Désiré Yannick
3
Tankov, Peter
3
Zvan, R.
3
AitSahlia, Farid
2
Andreasen, Jesper Fredborg
2
Arregui, Iñigo
2
Cakici, Nusret
2
Caramellino, Lucia
2
Cathcart, Lara
2
Chan, Jiun Hong
2
Christara, Christina C.
2
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The journal of computational finance
380
Source
All
ECONIS (ZBW)
380
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1
Modeling the bid and ask prices of options
Madan, Dilip B.
;
Schoutens, Wim
;
Wang, King
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014342059
Saved in:
2
An optimal control strategy for execution of large stock orders using long short-term memory networks
Papanicolaou, Andrew
;
Fu, Hao
;
Krishnamurthy, Prashanth
; …
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 37-65
Persistent link: https://www.econbiz.de/10014342063
Saved in:
3
Sharp L¹-approximation of the log-Heston stochastic differential equation by Euler-type methods
Mickel, Annalena
;
Neuenkirch, Andreas
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 67-100
Persistent link: https://www.econbiz.de/10014342066
Saved in:
4
Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
Hout, Karel J. in 't
;
Lamotte, Pieter
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 101-137
Persistent link: https://www.econbiz.de/10014342075
Saved in:
5
Deep learning for efficient frontier calculation in finance
Warin, Xavier
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014546269
Saved in:
6
Optimal trade execution with uncertain volume target
Vaes, Julien
;
Hauser, Raphael A.
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 37-80
Persistent link: https://www.econbiz.de/10014546277
Saved in:
7
A general firm value model under partial information
Mbaye, Cheikh
;
Sagna, Abass
;
Vrins, Frédéric
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10014546279
Saved in:
8
Subsampling and other considerations for efficient risk estimation in large portfolios
Giles, Michael B.
;
Haji-Ali, Abdul-Lateef
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 113-140
Persistent link: https://www.econbiz.de/10014546280
Saved in:
9
Pricing barrier options with deep backward stochastic differential equation methods
Ganesan, Narayan
;
Yu, Yajie
;
Hientzsch, Bernhard
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014546284
Saved in:
10
Automatic differentiation for diffusion operator integral variance reduction
Auster, Johan
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 27-53
Persistent link: https://www.econbiz.de/10014546286
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