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~person:"Biewen, Elena"
~person:"Ballestra, Luca Vincenzo"
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Option pricing theory
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Biewen, Elena
Ballestra, Luca Vincenzo
Daouia, Abdelaati
6
Girard, Stéphane
6
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5
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Enhancing finite difference approximations for double barrier options : mesh optimization and repeated Richardson
extrapolation
Ballestra, Luca Vincenzo
- In:
Computational management science
18
(
2021
)
2
,
pp. 239-263
Persistent link: https://www.econbiz.de/10012543403
Saved in:
2
Fast and accurate calculation of American option prices
Ballestra, Luca Vincenzo
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 399-426
Persistent link: https://www.econbiz.de/10011997949
Saved in:
3
Perturbation by multiplicative noise and the simulation
extrapolation
method
Biewen, Elena
;
Nolte, Sandra
;
Rosemann, Martin
- In:
Advances in statistical analysis : AStA ; a journal of …
92
(
2008
)
4
,
pp. 375-389
Persistent link: https://www.econbiz.de/10003787290
Saved in:
4
Multiplicative measurement error and the simulation
extrapolation
method
Biewen, Elena
(
contributor
);
Nolte, Sandra
(
contributor
); …
-
2008
variants to specify the multiplicative measurement error model in the simulation step of the Simulation-
Extrapolation
(SIMEX …
Persistent link: https://www.econbiz.de/10003749988
Saved in:
5
Multiplicative measurement error and the simulation
extrapolation
method
Biewen, Elena
;
Nolte, Sandra
;
Rosemann, Martin
-
2008
Persistent link: https://www.econbiz.de/10004911027
Saved in:
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