//--> //--> //-->
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:"Local Volatility pricing model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Black-Scholes pricing model
1
CAPM
1
Certificate pricing
1
Halton sequences
1
Heston pricing model
1
Italien
1
Italy
1
Local Volatility pricing model
1
Low Discrepancy Sequences (LDSs)
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
Preis
1
Price
1
Quasi-Monte Carlo (QMC)
1
Sobol sequences
1
Stochastic Differential Equation (SDE)
1
Stochastic process
1
Stochastischer Prozess
1
Torus sequences
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bottasso, Anna
1
Fusaro, Michelangelo
1
Giribone, Pier Giuseppe
1
Tissone, Alessio
1
Published in...
All
International journal of financial engineering
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investment certificates pricing using a Quasi-Monte Carlo framework : case-studies based on the Italian market
Bottasso, Anna
;
Fusaro, Michelangelo
;
Giribone, Pier …
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014444661
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->