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  • Search: subject:"Chebyshev"
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Year of publication
Subject
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Chebyshev polynomials 39 Theorie 33 Theory 28 Mathematical programming 17 Mathematische Optimierung 17 Optionspreistheorie 14 Zeitreihenanalyse 14 Time series analysis 13 Option pricing theory 12 Schätztheorie 12 Estimation theory 10 Chebyshev inequality 9 Schätzung 8 Stochastischer Prozess 8 Chebyshev systems 7 Estimation 7 Stochastic process 7 Chebyshev approximation 6 Chebyshev polynomial 6 Chebyshev system 6 Nichtlineare Regression 6 Nonlinear regression 6 Regression analysis 6 Regressionsanalyse 6 Robustes Verfahren 6 Time-varying cointegration 6 c-optimal design 6 Black-Scholes model 5 Black-Scholes-Modell 5 Cointegration 5 Fractional integration 5 Kointegration 5 Option trading 5 Optionsgeschäft 5 Robust statistics 5 fractional integration 5 trigonometric regression 5 Chebyshev interpolation 4 Chebyshev nodes 4 Chebyshev polynomial approximation 4
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Online availability
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Undetermined 78 Free 47 CC license 3
Type of publication
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Article 91 Book / Working Paper 48
Type of publication (narrower categories)
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Article in journal 46 Aufsatz in Zeitschrift 46 Working Paper 24 Arbeitspapier 11 Graue Literatur 11 Non-commercial literature 11 Article 1
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Language
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English 82 Undetermined 56 French 1
Author
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Dette, Holger 23 Melas, Viatcheslav B. 10 Gil-Alaña, Luis A. 8 Caporale, Guglielmo Maria 7 Neto, David 6 Pepelyshev, Andrey 6 Cerrato, Mario 5 Cuestas, Juan Carlos 4 Melas, Vjačeslav Borisovič 4 Canarella, Giorgio 3 Gil-Alana, Luis A. 3 Gupta, Rangan 3 Hertog, Dirk den 3 Miller, Stephen M. 3 Richter, Alexander W. 3 Throckmorton, Nathaniel A. 3 Walker, Todd B. 3 Aghdam, Y. Esmaeelzade 2 Biedermann, Stefanie 2 DUFOUR, Jean-Marie 2 Dastranj, Elham 2 Den Hertog, Dick 2 Fard, Hossein Sahebi 2 Glau, Kathrin 2 Guerra, Francisco 2 HALLIN, Marc 2 Hoffmann, Philipp 2 Jiménez, Miguel 2 Kirkby, Robert 2 Kiss, Christine 2 Lee, Yong 2 Melas, Viatcheslav 2 Mesgarani, H. 2 Ozbilgin, Murat 2 Rhee, Joon Hee 2 Schpilev, P. 2 Sephton, Peter S. 2 Tzavalis, Elias 2 Tödter, Karl-Heinz 2 Wang, Shijun 2
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Institution
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 8 Tilburg University, Center for Economic Research 2 Asociación Española de Economía y Finanzas Internacionales - AEEFI 1 CESifo 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Department of Economics, Adam Smith Business School 1 Department of Economics, Auburn University 1 Department of Economics, University of Sheffield 1 Deutsche Bundesbank 1 Département de Sciences Économiques, Université de Montréal 1 EconWPA 1 School of Economics and Finance, Queen Mary 1 Scottish Institute for Research in Economics (SIRE) 1 Society for Computational Economics - SCE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Mathematics and Computers in Simulation (MATCOM) 10 Technical Report 8 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 8 Statistics & Probability Letters 7 Annals of the Institute of Statistical Mathematics 6 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 4 Computational Economics 3 Computational economics 3 Energy economics 3 European journal of operational research : EJOR 3 International journal of financial engineering 3 Asia-Pacific Journal of Operational Research (APJOR) 2 CESifo Working Paper 2 Cahiers de recherche 2 Discussion Paper / Tilburg University, Center for Economic Research 2 INFORMS journal on computing : JOC 2 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 2 International journal of theoretical and applied finance 2 Mathematics of operations research 2 Metrika 2 Operations research letters 2 Physica A: Statistical Mechanics and its Applications 2 Quantitative finance 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 Asian Agricultural Research 1 Auburn Economics Working Paper Series 1 CESifo Working Paper Series 1 CESifo working papers 1 CIRANO Working Papers 1 Computational Management Science 1 Computational Management Science : CMS 1 Computational Optimization and Applications 1 Computational Statistics 1 Computing in Economics and Finance 2004 1 Decisions in economics and finance : DEF ; a journal of applied mathematics 1 Discussion Paper Series 1 1 Discussion Paper Series 1: Economic Studies 1 Discussion paper / Center for Economic Research, Tilburg University 1 Economics Letters 1 Economics and finance working paper series 1
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Source
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RePEc 68 ECONIS (ZBW) 57 EconStor 14
Showing 1 - 10 of 139
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Solving stochastic OLG models using Chebyshev parameterized expectations
Ozbilgin, Murat; Kirkby, Robert - 2024
the Chebyshev parameterized expectation algorithm (C-PEA) developed by Christiano and Fisher (2000) to solve the life …
Persistent link: https://www.econbiz.de/10014578231
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Machine-learning regression methods for American-style path-dependent contracts
Gambara, Matteo; Livieri, Giulia; Pallavicini, Andrea - In: Quantitative finance 25 (2025) 6, pp. 895-918
Persistent link: https://www.econbiz.de/10015534165
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Solving stochastic OLG models using Chebyshev parameterized expectations
Ozbilgin, Murat; Kirkby, Robert - 2024
the Chebyshev parameterized expectation algorithm (C-PEA) developed by Christiano and Fisher (2000) to solve the life …
Persistent link: https://www.econbiz.de/10015051809
Saved in:
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Comparison of numerical solutions of option pricing under two mixed Black-Scholes models
Fard, Hossein Sahebi; Dastranj, Elham - In: International journal of financial engineering 12 (2025) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10015550806
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A VECM analysis of Bitcoin price using time-varying cointegration approach
Lee, Yong; Rhee, Joon Hee - In: Journal of Derivatives and Quantitative Studies: … 30 (2022) 3, pp. 197-218
-invariant cointegration)-based VECM to develop a time-varying cointegration (TVC) VECM. The authors estimated the TVC VECM using the Chebyshev …
Persistent link: https://www.econbiz.de/10015607417
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A VECM analysis of Bitcoin price using time-varying cointegration approach
Lee, Yong; Rhee, Joon Hee - In: Journal of derivatives and quantitative studies : … 30 (2022) 3, pp. 197-218
-invariant cointegration)-based VECM to develop a time-varying cointegration (TVC) VECM. The authors estimated the TVC VECM using the Chebyshev …
Persistent link: https://www.econbiz.de/10013411582
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Further evidence of mean reversion in CO2 emissions
Sephton, Peter S. - In: World development sustainability 1 (2022) 1, pp. 1-6
Sephton (2020) demonstrated that nearly all national and relative CO2 emissions in a group of 33 nations were mean-reverting after making allowance for non-linear deterministics and first-order autocorrelation. This suggested that a permanent reduction in emissions could only be accomplished...
Persistent link: https://www.econbiz.de/10013553694
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Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields
Caporale, Guglielmo Maria; Gil-Alana, Luis A.; Yaya, … - 2022
period 1962-2021 using two different fractional integration approaches including Chebyshev polynomials and Fourier functions …
Persistent link: https://www.econbiz.de/10013177588
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Modelling persistence and non-linearities in the US treasury 10-year bond yields
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Yaya, … - 2022
period 1962-2021 using two different fractional integration approaches including Chebyshev polynomials and Fourier functions …
Persistent link: https://www.econbiz.de/10012813850
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Analytical and numerical solutions for a special nonlinear equation
Fard, Hossein Sahebi; Dastranj, Elham; Hejazi, Reza; … - In: International journal of financial engineering 11 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014521393
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