Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Effective PDE"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Approximation formula
2
Effective PDE
2
Option pricing theory
2
Optionspreistheorie
2
SABR
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
ZABR
2
CAPM
1
Free boundary ZABR
1
Markov chain
1
Markov-Kette
1
Markovian projection
1
Mean-reverting ZABR
1
Option trading
1
Optionsgeschäft
1
Project management
1
Projektmanagement
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Felpel, Mike
2
Kienitz, Jörg
2
McWalter, Thomas A.
2
Published in...
All
Quantitative finance
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Effective Markovian projection : application to CMS spread options and mid-curve swaptions
Felpel, Mike
;
Kienitz, Jörg
;
McWalter, Thomas A.
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1169-1192
Persistent link: https://www.econbiz.de/10013367891
Saved in:
2
Effective stochastic volatility : applications to ZABR-type models
Felpel, Mike
;
Kienitz, Jörg
;
McWalter, Thomas A.
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 837-852
Persistent link: https://www.econbiz.de/10012500196
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
