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Search: subject:"numerical analysis"
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Subject
All
Numerisches Verfahren
450
Numerical analysis
426
Theorie
219
Theory
218
Option pricing theory
128
Optionspreistheorie
128
Stochastischer Prozess
85
Mathematical programming
84
Mathematische Optimierung
84
Stochastic process
83
Numerische Mathematik
72
Finanzmathematik
50
Black-Scholes-Modell
37
Mathematical finance
37
Option trading
37
Optionsgeschäft
37
Simulation
37
Black-Scholes model
31
Portfolio selection
30
Portfolio-Management
30
Volatility
28
Volatilität
28
numerical analysis
28
Algorithmus
25
Analysis
25
Dynamische Optimierung
25
Computerized method
23
Computerunterstützung
23
Dynamic programming
23
Derivat
21
Derivative
21
Markov-Kette
21
Mathematical analysis
21
Markov chain
20
Dynamische Wirtschaftstheorie
19
Economic dynamics
19
Monte-Carlo-Simulation
18
Estimation theory
17
Monetary policy
17
Optimierung
17
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Online availability
All
Free
161
Undetermined
112
CC license
2
Type of publication
All
Book / Working Paper
374
Article
218
Journal
9
Other
5
Type of publication (narrower categories)
All
Article in journal
146
Aufsatz in Zeitschrift
146
Graue Literatur
79
Non-commercial literature
79
Working Paper
73
Arbeitspapier
72
Aufsatz im Buch
22
Book section
22
Lehrbuch
22
Textbook
21
Konferenzschrift
20
Hochschulschrift
19
Collection of articles of several authors
17
Sammelwerk
17
Thesis
14
research-article
8
Aufsatzsammlung
6
Conference proceedings
6
Bibliografie enthalten
5
Bibliography included
5
Einführung
4
Report
3
Collection of articles written by one author
2
Dissertation u.a. Prüfungsschriften
2
Forschungsbericht
2
Handbook
2
Handbuch
2
Monografische Reihe
2
Sammlung
2
CD-ROM, DVD
1
Case Study
1
Festschrift
1
Konferenzschrift/Kongressbericht
1
Mehrbändiges Werk
1
Multi-volume publication
1
Software
1
Systematic review
1
conceptual-paper
1
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1
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Language
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English
464
Undetermined
91
German
50
French
1
Author
All
Santos, Manuel
11
Nakov, Anton
8
Thomas, Carlos
8
Heer, Burkhard
7
Judd, Kenneth L.
7
Maußner, Alfred
7
Fernández, Esther
6
Fernández-Villaverde, Jesús
6
Glen, Andrew G.
6
Joshi, Mark S.
6
Leemis, Lawrence M.
6
Li, Minqiang
6
Novales, Alfonso
6
Rubio-Ramírez, Juan Francisco
6
Ruíz, Jesús
6
Fox, Jeremy T.
5
Günther, Michael
5
Jüngel, Ansgar
5
Wäscher, Gerhard
5
Böhringer, Christoph
4
Cai, Yongyang
4
Cosma, Antonio
4
Dawid, Herbert
4
Forsyth, Peter
4
Galluccio, Stefano
4
Herbertsson, Alexander
4
Kim, Jinill
4
Moslener, Ulf
4
Neidlein, Vera
4
Peralta-Alva, Adrian
4
Sager, Sebastian
4
Scaillet, Olivier
4
Schlöder, Johannes P.
4
Su, Che-Lin
4
Toman, Michael A.
4
Vetzal, Kenneth R.
4
Winkler, Ralph
4
Yun, Tack
4
Zvan, R.
4
Brandimarte, Paolo
3
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Institution
All
International Monetary Fund (IMF)
6
Society for Computational Economics - SCE
6
National Bureau of Economic Research
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Real Sociedad Matemática Española
2
Springer International Publishing
2
Advanced Study Institute on Computational Mathematical Programming <1984, Windsheim>
1
American Mathematical Society
1
BIT 40th Anniversary Meeting <2000, Lund>
1
C.E.P.R. Discussion Papers
1
CESifo
1
Conference Statistical and Computational Problems in Probability Modeling <1985, Williamsburg, Va.>
1
Conference on Applications of Numerical Software, Needs and Availability <1977, Brighton>
1
Departamento de Economía, Universidad Pablo de Olavide
1
Department of Agricultural and Resource Economics, University of California-Berkeley
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Deutsche Physikalische Gesellschaft
1
Dipartimento di Economia e Management, Università degli Studi di Trento
1
Faculdade de Economia, Universidade do Porto
1
Facultatea de Finante şi Banci, Universitatea Spiru Haret
1
Forschungsinstitut für Mathematik <Berlin, Ost>
1
Institut de Recherche d'Informatique et d'Automatique <Rocquencourt> / Laboratoire de Recherche
1
Institut für Angewandte Mathematik und Mechanik <Berlin, Ost>
1
Institute of Economic Research, Hitotsubashi University
1
Institute of Mathematics and Its Applications
1
International Conference on Computing in Economics and Finance <14, 2008, Paris>
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
International Conference on Stochastic Programming <8, 1998, Vancouver, British Columbia>
1
International Linear Algebra Year Workshop <1995, Toulouse>
1
Iowa State University / Department of Economics
1
Konrad-Zuse-Zentrum für Informationstechnik Berlin
1
Real Sociedad Matemática Espaänola
1
Santaló Summer School <2007, Santander>
1
Social Systems Research Institute
1
Society for Economic Dynamics - SED
1
Springer-Verlag GmbH
1
Tagung über Numerische Methoden bei Optimierungsaufgaben
1
Tagung über Optimierung bei Graphentheoretischen und Ganzzahligen Problemen
1
Taylor and Francis.
1
UIMP-RSME Santaló Summer School <Santander)>
1
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Published in...
All
International journal of theoretical and applied finance
12
Computational economics
11
Mathematics and Computers in Simulation (MATCOM)
8
SpringerLink / Bücher
8
The journal of computational finance
8
Journal of economic dynamics & control
7
Review of derivatives research
7
Applied Energy
6
Chapman & Hall/CRC financial mathematics series
6
IMF Working Papers
6
The journal of futures markets
6
Applied mathematical finance
5
European journal of operational research : EJOR
5
Renewable Energy
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Working paper / National Bureau of Economic Research, Inc.
4
Working paper series
4
Working papers in economics
4
Annals of operations research
3
Applied economics letters
3
Computational probability applications
3
Computing / Supplementum
3
Dynamic games and applications : DGA
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Energy
3
Finance and stochastics
3
Heidelberger Taschenbücher
3
Leitfäden der angewandten Mathematik und Mechanik : LAMM
3
MPRA Paper
3
Mathematical programming
3
Mathematics Preprint Archive
3
NBER Working Paper
3
Numerical methods in finance
3
Springer eBook Collection / Business and Economics
3
Springer-Lehrbuch
3
A Chapman & Hall book
2
Applied optimization
2
BI-Hochschultaschenbuch
2
BIT : numerical mathematics
2
CESifo Working Paper Series
2
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Source
All
ECONIS (ZBW)
428
USB Cologne (EcoSocSci)
91
RePEc
67
Other ZBW resources
10
BASE
9
EconStor
1
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311
Mathematics in finance : UIMP-RSME Lluis A. Santaló Summer School Mathematical Finance and Insurance, July 16 - 20, 2007, Universidad Internacional Menéndez Pelayo, Santander, Spain
Carrillo Menéndez, Santiago
(
ed.
); …
-
2010
Persistent link: https://www.econbiz.de/10008649645
Saved in:
312
Numerical solution of stochastic differential equations with jumps in finance
Platen, Eckhard
-
2010
-
1. ed.
Persistent link: https://www.econbiz.de/10003934874
Saved in:
313
American option pricing under stochastic volatility : an efficient numerical approach
AitSahlia, Farid
;
Goswami, Manisha
;
Guha, Suchandan
- In:
Computational Management Science : CMS
7
(
2010
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10003954086
Saved in:
314
On the dangers of a simplistic American option simulation valuation method
Areal, Nelson
;
Rodrigues, Artur
- In:
The European journal of finance
16
(
2010
)
3/4
,
pp. 373-379
Persistent link: https://www.econbiz.de/10003996410
Saved in:
315
Using a projection method to analyze inflation bias in a micro-founded model
Anderson, Gary S.
;
Kim, Jinill
;
Yun, Tack
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1572-1581
Persistent link: https://www.econbiz.de/10009125853
Saved in:
316
Results on numerics for FBSDE with drivers of quadratic growth
Imkeller, Peter
;
Reis, Gonçalo dos
;
Zhang, Jianing
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 159-182)
.
2010
Persistent link: https://www.econbiz.de/10008749283
Saved in:
317
On the valuation of American exchange options : an analytical approximation
Andrikopulos, Andreas A.
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1429-1435
Persistent link: https://www.econbiz.de/10008938267
Saved in:
318
Numerical
analysis
of volatility change point estimators for discretely sampled stochastic differential equations
Iacus, Stefano Maria
;
Yoshida, Nakahiro
- In:
Economic notes : economic review of Banca Monte dei …
39
(
2010
)
1/2
,
pp. 107-127
Persistent link: https://www.econbiz.de/10008826253
Saved in:
319
Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos
;
Velasco, Carlos
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 209-221
Persistent link: https://www.econbiz.de/10008839927
Saved in:
320
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/10008695491
Saved in:
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