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Search: subject:"Interpolation method"
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American option
2
Black-Scholes model
2
Black-Scholes-Modell
2
Estimation theory
2
Implied volatility
2
Interpolation method
2
Kriging interpolation method
2
MEERA-2 data
2
Option pricing theory
2
Optionspreistheorie
2
Quasi-analytical approximation
2
SURFER®software
2
Schätztheorie
2
Solar atlas
2
Solar radiation
2
discrete empirical interpolation method
2
local volatility models
2
model order reduction
2
partial differential equations
2
proper orthogonal decomposition
2
American option pricing
1
Bayes-Statistik
1
Bayesian Interpolation Method
1
Bayesian inference
1
Critical bound- ary
1
Critical boundary
1
Estimation
1
Fehlende Daten
1
Finanzmathematik
1
Finite difference method
1
Fractional differential equation
1
Heston's Stochastic volatility model
1
Heston’s Stochastic volatility model
1
Japanese transformation algorithm program
1
Landkarte
1
Map
1
Mathematical finance
1
Missing data
1
Newton interpolation method
1
Option trading
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8
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5
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Abdeladim, Kamel
2
Hadj Arab, Amar
2
Li, Minqiang
2
Razagui, Abdelhak
2
Semaoui, Smail
2
Benedetti, Roberto
1
Kalantari, R.
1
Oh, Yunjung
1
Panzera, Domenica
1
Park, Sungwook
1
Postiglione, Paolo
1
SACHS, EKKEHARD W.
1
SCHNEIDER, MARINA
1
Sachs, Ekkehard
1
Schneider, Marina
1
Shahmorad, S.
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Computational economics
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Energy Reports
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International Journal of Theoretical and Applied Finance (IJTAF)
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International journal of theoretical and applied finance
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Review of Derivatives Research
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Spatial economic analysis : the journal of the Regional Studies Association
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ECONIS (ZBW)
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EconStor
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1
Updating Algerian solar atlas using MEERA-2 data source
Abdeladim, Kamel
;
Razagui, Abdelhak
;
Semaoui, Smail
; …
- In:
Energy Reports
6
(
2020
)
1
,
pp. 281-287
different tilting planes were plotted thanks to the use of SURFER® software, through Kriging
interpolation
method
. Furthermore …
Persistent link: https://www.econbiz.de/10012652107
Saved in:
2
Updating Algerian solar atlas using MEERA-2 data source
Abdeladim, Kamel
;
Razagui, Abdelhak
;
Semaoui, Smail
; …
- In:
Energy reports
6
(
2020
)
1
,
pp. 281-287
different tilting planes were plotted thanks to the use of SURFER® software, through Kriging
interpolation
method
. Furthermore …
Persistent link: https://www.econbiz.de/10012176951
Saved in:
3
A stable and convergent finite difference method for fractional black-scholes model of American put option pricing
Kalantari, R.
;
Shahmorad, S.
- In:
Computational economics
53
(
2019
)
1
,
pp. 191-205
Persistent link: https://www.econbiz.de/10012134618
Saved in:
4
Modeling and Parameterization of Fuel Economy in Heavy Duty Vehicles (HDVs)
Oh, Yunjung
;
Park, Sungwook
- In:
Energies
7
(
2014
)
8
,
pp. 5177-5200
results when applying the Hermite
interpolation
method
compared to IDW interpolation. The prediction accuracy of fuel …
Persistent link: https://www.econbiz.de/10011031428
Saved in:
5
A bayesian approach to parameter estimation in the presence of spatial missing data
Panzera, Domenica
;
Benedetti, Roberto
;
Postiglione, Paolo
- In:
Spatial economic analysis : the journal of the Regional …
11
(
2016
)
2
,
pp. 201-218
Persistent link: https://www.econbiz.de/10011485186
Saved in:
6
A Quasi-analytical
Interpolation
Method
for Pricing American Options under General Multi-dimensional Diffusion Processes
Li, Minqiang
-
Volkswirtschaftliche Fakultät, …
-
2009
We present a quasi-analytical method for pricing multi-dimensional American options based on interpolating two arbitrage bounds, along the lines of Johnson (1983). Our method allows for the close examination of the interpolation parameter on a rigorous theoretical footing instead of empirical...
Persistent link: https://www.econbiz.de/10008459813
Saved in:
7
REDUCED-ORDER MODELS FOR THE IMPLIED VARIANCE UNDER LOCAL VOLATILITY
SACHS, EKKEHARD W.
;
SCHNEIDER, MARINA
- In:
International Journal of Theoretical and Applied …
17
(
2014
)
08
,
pp. 1450053-1
empirical
interpolation
method
(DEIM) to deal with the nonlinear terms. Numerical results prove the quality of our approach …
Persistent link: https://www.econbiz.de/10011106365
Saved in:
8
Reduced-order models for the implied variance under local volatility
Sachs, Ekkehard
;
Schneider, Marina
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010498793
Saved in:
9
A quasi-analytical
interpolation
method
for pricing American options under general multi-dimensional diffusion processes
Li, Minqiang
- In:
Review of Derivatives Research
13
(
2010
)
2
,
pp. 177-217
Persistent link: https://www.econbiz.de/10008526469
Saved in:
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