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:"discretely monitored barrier options"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Anleihe
1
Bond
1
CEV model
1
CoCo bond
1
Discretely monitored barrier options
1
Hilbert transforms
1
Jump diffusion models with multifactor stochastic volatility
1
Malliavin calculus based expansions
1
Monte Carlo
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Stochastic process
1
Stochastic volatility models with jumps
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
discretely monitored barrier options
1
pathwise sensitives
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Cai, Ning
1
Gerstner, Thomas
1
Harrach, Bastian von
1
Li, Chenxu
1
Roth, Daniel
1
Shi, Chao
1
Published in...
All
Journal of economic dynamics & control
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing
discretely
monitored
barrier
options
: When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
Saved in:
2
Monte Carlo pathwise sensitivities for barrier options
Gerstner, Thomas
;
Harrach, Bastian von
;
Roth, Daniel
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 75-99
Persistent link: https://www.econbiz.de/10012295868
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
