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  • Search: subject:"Analytical approximation"
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Year of publication
Subject
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analytical approximation 9 Analytical approximation 8 Option pricing theory 6 Optionspreistheorie 6 Volatility 6 Volatilität 6 Theorie 5 American option 4 Stochastic process 4 Stochastischer Prozess 4 Theory 4 Option trading 3 Optionsgeschäft 3 ARCH model 2 ARCH-Modell 2 Basel II 2 Black-Scholes model 2 Black-Scholes-Modell 2 Critical stock price 2 Fourier methods 2 IRB approach 2 Interpolation method 2 Kreditrisiko 2 Local stochastic volatility 2 Lévy process 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Option pricing 2 Quasi-analytical approximation 2 analytical approximation method 2 characteristic function 2 double default 2 dynamic re-order point policy 2 fruit juice manufacturing 2 granularity adjustment 2 inventory control 2 inventory performance measures 2 inventory policy 2 local volatility 2 option pricing 2
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Online availability
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Undetermined 12 Free 7
Type of publication
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Article 15 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 12 Undetermined 9
Author
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Li, Minqiang 3 Lütkebohmert, Eva 3 Pascucci, Andrea 3 Mahamani, A. 2 Pagliarani, Stefano 2 Pandurangadu, V. 2 Rao, K. Prahlada 2 Burger, J.M.S. 1 Chan, Yin-Chi 1 Datey, Jean-Yves 1 Delden, Arnout van 1 Edwards, David A. 1 Fan, Pengying 1 Gauthier, Genevieve 1 He, Xin-Jiang 1 Joynt, Gavin 1 Kurtz, Cornelius 1 Lai, Paul 1 Lin, Sha 1 Mazzon, Andrea 1 Minqiang Li, Li 1 PAGLIARANI, STEFANO 1 PASCUCCI, ANDREA 1 Scholtus, Sander 1 Sester, Julian 1 Simonato, Jean-Guy 1 Wang, Qi 1 Wang, Zerong 1 Wong, Eric W. M. 1 Wu, Xiaoxia 1 Wu, Xinyu 1 Xie, Dejun 1 Xie, Haibin 1 Yang, Ying 1 Zhang, Qian 1 Zhang, Yuanyuan 1 Zukerman, Moshe 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 University of Bonn, Germany 1
Published in...
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Computational economics 3 MPRA Paper 3 Bonn Econ Discussion Papers 2 International Journal of Data Analysis Techniques and Strategies 2 Review of Derivatives Research 2 Discussion paper / Statistics Netherlands 1 Health care management science 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of financial engineering 1 International journal of theoretical and applied finance 1 Journal of empirical finance 1 Multinational Finance Journal 1 The journal of computational finance 1 The journal of credit risk : published quarterly by Incisive Media 1
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Source
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ECONIS (ZBW) 10 RePEc 10 EconStor 1
Showing 21 - 21 of 21
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The development of a simulation-based approach to optimise the inventory policy in a single-echelon supply chain: a case study
Mahamani, A.; Rao, K. Prahlada; Pandurangadu, V. - In: International Journal of Data Analysis Techniques and … 1 (2008) 2, pp. 173-192
; using the result from the spreadsheet-based approach and analytical approximation method, a best alternate ordering policy … from the spreadsheet-based approach is compared with the analytical approximation method. This paper provides a basic …
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