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  • Search: subject:"computational finance"
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Year of publication
Subject
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Computational finance 28 computational finance 18 Option pricing theory 13 Optionspreistheorie 13 Portfolio selection 11 Portfolio-Management 11 Artificial intelligence 9 Künstliche Intelligenz 9 Finanzmathematik 8 Mathematical finance 8 Option trading 8 Optionsgeschäft 8 Stochastic process 8 Stochastischer Prozess 8 Theorie 8 Theory 8 Computational Finance 7 Computerized method 6 Computerunterstützung 6 Derivat 6 Derivative 6 Financial market 6 Finanzmarkt 6 Volatility 6 Volatilität 6 Risk management 5 Agent-Based Computational Finance 4 Black-Scholes model 4 Mathematical programming 4 Mathematische Optimierung 4 Neural networks 4 Neuronale Netze 4 Risikomanagement 4 Risk Management 4 Simulation 4 option pricing 4 Agent-based computational finance 3 Agent-based modeling 3 Agentenbasierte Modellierung 3 Artificial Stock Markets 3
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Online availability
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Undetermined 36 Free 21 CC license 1
Type of publication
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Article 43 Book / Working Paper 21 Other 1
Type of publication (narrower categories)
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Article in journal 23 Aufsatz in Zeitschrift 23 Graue Literatur 3 Non-commercial literature 3 Arbeitspapier 2 Article 2 Aufsatzsammlung 2 Working Paper 2 Aufsatz im Buch 1 Book section 1
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Language
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English 39 Undetermined 25 French 1
Author
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Oosterlee, Cornelis Willebrordus 5 Liu, Shuaiqiang 3 Bohte, Sander M. 2 Kaymak, Uzay 2 Pellegrino, Tommaso 2 Sabino, Piergiacomo 2 Schneider, Lucas 2 Shinozaki, Yuji 2 Stübinger, Johannes 2 Sánchez-Granero, Miguel Ángel 2 Trinidad Segovia, Juan Evangelista 2 Xiong, Xiong 2 Abergel, Frederic 1 Aboussalah, Amine Mohamed 1 Al Janabi, Mazin A. M. 1 Amandeep Singh 1 Ametrano, Ferdinando 1 Andersen, Leif B. G. 1 Anderson, David 1 Anderson, Ronald W. 1 Anoufriev, Mikhail 1 Araujo, Tanya 1 Auer, Raphael A. 1 Baldeaux, Jan 1 Bayer, Christian 1 Bee, Marco 1 Bhatt, Arvind Kumar 1 Bielecki, Tomasz 1 Boer-Sorban, Boer-Sorban, K. 1 Boer-Sorban, K. 1 Bommarito, Michael 1 Borovykh, Anastasia 1 Bottazzi, Giulio 1 Brailsford, Tim 1 Brandouy, O. 1 Broadie, Mark 1 Buncic, Daniel 1 CAPRIOTTI, LUCA 1 Cao, Menghui 1 Carmona, René 1
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Institution
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Society for Computational Economics - SCE 3 World Scientific Publishing Co. Pte. Ltd. 2 Department of Economics and Business, Universitat Pompeu Fabra 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Finance Discipline Group, Business School 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 International Monetary Fund (IMF) 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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Quantitative Finance 10 Quantitative finance 4 Computational economics 3 International journal of financial engineering 3 Applied mathematical finance 2 International Journal of Theoretical and Applied Finance (IJTAF) 2 Physica A: Statistical Mechanics and its Applications 2 Research paper series / Swiss Finance Institute 2 World Scientific Books 2 Advances in finance, accounting, and economic (AFAE) 1 Algorithmic approaches to financial technology : forecasting, trading, and optimization 1 BIS papers 1 Computational management science 1 Computing in Economics and Finance 2001 1 Computing in Economics and Finance 2004 1 Computing in Economics and Finance 2005 1 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1 ERIM Report Series Research in Management 1 Economics Papers from University Paris Dauphine 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Energy Economics 1 Energy economics 1 Finance research letters 1 IEEE transactions on engineering management : EM 1 IMF Working Papers 1 International Journal of Information Technology & Decision Making (IJITDM) 1 Journal of Artificial Societies and Social Simulation 1 Journal of Risk and Financial Management 1 Journal of international financial markets, institutions & money 1 Journal of risk and financial management : JRFM 1 Premier reference source 1 RePAd Working Paper Series 1 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Research Paper Series / Finance Discipline Group, Business School 1 Review of derivatives research 1 Risks 1 Risks : open access journal 1 Romanian journal of economic forecasting 1 The Singapore economic review 1 The journal of computational finance 1
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Source
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ECONIS (ZBW) 31 RePEc 30 EconStor 3 BASE 1
Showing 21 - 30 of 65
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Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles : practical applications of the KLNV-scheme
Shinozaki, Yuji - In: Quantitative finance 21 (2021) 7, pp. 1147-1161
Persistent link: https://www.econbiz.de/10012588029
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Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
Bee, Marco; Hambuckers, J.; Trapin, L. - In: Quantitative finance 21 (2021) 7, pp. 1207-1221
Persistent link: https://www.econbiz.de/10012588037
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Data-driven option pricing using single and multi-asset supervised learning
Goswami, Anindya; Rajani, Sharan; Tanksale, Atharva - In: International journal of financial engineering 8 (2021) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10012662235
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Leveraging social media to predict continuation and reversal in asset prices
Houlihan, Patrick; Creamer Guillén, Germán - In: Computational economics 57 (2021) 2, pp. 433-453
Persistent link: https://www.econbiz.de/10012486919
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High-order approximations to call option prices in the Heston model
Gulisashvili, Archil; Lagunas-Merino, Marc; Merino, Raúl; … - In: The journal of computational finance 24 (2020) 1, pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
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Modern computational finance : AAD and parallel simulations with professional implementation in C++
Savine, Antoine - 2019
Persistent link: https://www.econbiz.de/10011904952
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Higher-order discretization methods of forward-backward SDEs using KLNV-scheme and their applications to XVA pricing
Ninomiya, Syoiti; Shinozaki, Yuji - In: Applied mathematical finance 26 (2019) 3, pp. 257-292
Persistent link: https://www.econbiz.de/10012210291
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Forecast ranked tailored equity portfolios
Buncic, Daniel; Stern, Cord - In: Journal of international financial markets, … 63 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012263321
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Introduction to advanced statistical analyses for computational economics and finance
Jawadi, Fredj - In: Computational economics 54 (2019) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10012134060
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Smoothing the payoff for efficient computation of basket option prices
Bayer, Christian; Siebenmorgen, Markus; Tempone, Raul - In: Quantitative finance 18 (2018) 3, pp. 491-505
Persistent link: https://www.econbiz.de/10011906403
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