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  • Search: subject:"Numerical Method"
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Year of publication
Subject
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Numerical method 18 Mathematical programming 5 Mathematische Optimierung 5 Theorie 5 Theory 5 numerical method 5 Numerical Method 4 Option pricing theory 3 Optionspreistheorie 3 Stochastic process 3 Stochastischer Prozess 3 Algorithm 2 Algorithmus 2 Breslaw and Smith’s algorithm 2 Compensating variation 2 Convergence rate 2 Diffusion processes 2 GARCH-diffusion 2 Optimal guaranteed result 2 Quadrinomial numerical method 2 Real options 2 Stochastic volatility 2 Vartia’s algorithm 2 Volatility 2 Volatilität 2 Agricultural Finance 1 Artificial intelligence 1 Artificial neural network 1 Asymmetric channel 1 Asymptotic 1 Begrenzte Rationalität 1 Bermudan options 1 Bounded rationality 1 COVID-19 outbreak 1 Cell-transmission model 1 Chaos 1 Chaos theory 1 Chaostheorie 1 Code generation 1 Constitutive equations 1
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Online availability
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Undetermined 22 Free 7 CC license 1
Type of publication
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Article 25 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11 Article 1
Language
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Undetermined 18 English 12 French 1
Author
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Gomoyunov, Mikhail 2 Manzur, Diego 2 Marín-Sánchez, Freddy H. 2 Pareja-Vasseur, Julián A. 2 Sun, Zhen 2 Xie, Yang 2 Ali, Nasir 1 Argote, Juan 1 Bayen, Alexandre M. 1 Bell, Peter N 1 Blandin, Sébastien 1 Brandejsky, Adrien 1 Carr, Peter 1 Dai, Min 1 Detemple, Jérôme B. 1 Djellab, Natalia 1 Drif, Mahmoud 1 Dufour, François 1 Fayolle, Jean-Michel 1 Fujiwara, Ippei 1 Gorban, Alexander N. 1 Goudenège, Ludovic 1 Halilovič, Miroslav 1 Hara, Naoko 1 Hayat, Tasawar 1 Hirose, Yasuo 1 Ismailova, B.B. 1 Itkin, Andrey 1 Jolly, Robert W. 1 Kalogirou, Soteris A. 1 Karlin, Iliya V. 1 Lampariello, Lorenzo 1 Lee, Young Hwan 1 Lemaire, Vincent 1 Look, Stefan 1 Lukoyanov, Nikolai 1 Marquardt, W 1 Mehdaoui, Ahmed 1 Mellit, Adel 1 Molent, Andrea 1
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Institution
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Agricultural Economics Society - AES 1 Bank of Japan 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Society for Computational Economics - SCE 1 University of Bonn, Germany 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Mathematics and Computers in Simulation (MATCOM) 3 Computational Economics 2 Dynamic games and applications : DGA 2 Physica A: Statistical Mechanics and its Applications 2 Renewable Energy 2 Applied Mathematical Finance 1 Applied mathematical finance 1 Bank of Japan Working Paper Series 1 CIRANO Working Papers 1 Computational economics 1 Computing in Economics and Finance 2002 1 Decisions in economics and finance : a journal of applied mathematics 1 Discussion Paper Serie B 1 Economics letters 1 Journal of Economics, Finance and Administrative Science 1 Journal of economics, finance & administrative science 1 MPRA Paper 1 Operations research for health care 1 Operations research forum 1 Proceedings: 2005 Agricultural and Rural Finance Markets in Transition,October 3-4, 2005; Minneapolis, Minnesota 1 Quantitative Finance 1 RAIRO / Operations research 1 Stochastic Processes and their Applications 1 The journal of computational finance 1 Transportation Research Part B: Methodological 1
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Source
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RePEc 19 ECONIS (ZBW) 11 EconStor 1
Showing 31 - 31 of 31
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The Stochastic Finite Element Method and Application in Option Pricing
Look, Stefan - University of Bonn, Germany
The purpose of this paper is to present a numerical method to solve partial stochastic differential equations. This …
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