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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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All
Free
161
Undetermined
112
CC license
2
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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
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2
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2
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2
CD-ROM, DVD
1
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1
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1
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1
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1
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1
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1
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1
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1
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English
464
Undetermined
91
German
50
French
1
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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
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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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321
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
Saved in:
322
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
Saved in:
323
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
Saved in:
324
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
Saved in:
325
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
Saved in:
326
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
Saved in:
327
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
Saved in:
328
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
Saved in:
329
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
Saved in:
330
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
Saved in:
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