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  • Search: subject:"numerical analysis"
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Year of publication
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 Übersichtsarbeit 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
Showing 321 - 330 of 606
Cover Image
Analytical approximations for the critical stock prices of American options : a performance comparison
Li, Minqiang - In: Review of derivatives research 13 (2010) 1, pp. 75-99
Persistent link: https://www.econbiz.de/10008695500
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Exchange option pricing under stochastic volatility : a correlation expansion
Antonelli, Fabio; Ramponi, A.; Scarlatti, S. - In: Review of derivatives research 13 (2010) 1, pp. 45-73
Persistent link: https://www.econbiz.de/10008695501
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A fast Fourier transform technique for pricing American options under stochastic volatility
Zhylyevskyy, Oleksandr - In: Review of derivatives research 13 (2010) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10008695503
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Efficient quadrature and node positioning for exotic option valuation
Chung, San-lin; Ko, Kunyi; Shackleton, Mark B.; Yeh, … - In: The journal of futures markets 30 (2010) 11, pp. 1026-1057
Persistent link: https://www.econbiz.de/10008900940
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Stable and efficient computational methods for dynamics programming
Cai, Yongyang; Judd, Kenneth L. - In: Journal of the European Economic Association 8 (2010) 2/3, pp. 626-634
Persistent link: https://www.econbiz.de/10008902607
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Some important issues involving real options : an overview
Sick, Gordon A.; Gamba, Andrea - In: Multinational finance journal : MF ; quarterly … 14 (2010) 1/2, pp. 73-123
Persistent link: https://www.econbiz.de/10008905059
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Fast and accurate pricing and hedging of long-dated CMS spread options
Joshi, Mark S.; Chao Yang - In: International journal of theoretical and applied finance 13 (2010) 6, pp. 839-865
Persistent link: https://www.econbiz.de/10008905112
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Finanzderivate mit MATLAB® : mathematische Modellierung und numerische Simulation
Günther, Michael; Jüngel, Ansgar - 2010 - 2., überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003909742
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A computational method for stochastic impulse control problems
Feng, Haolin; Muthuraman, Kumar - In: Mathematics of operations research 35 (2010) 4, pp. 830-850
Persistent link: https://www.econbiz.de/10008823135
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Dynamic asset and liability management
Chaim, Ricardo Matos - In: Pension fund risk management : financial and actuarial …, (pp. 129-155). 2010
Persistent link: https://www.econbiz.de/10003938147
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