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Year of publication
Subject
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Laplace transforms 9 Theorie 7 Theory 6 exotic options 6 Optionspreistheorie 4 Can-Do options 3 Characteristic Function 3 Heston Model 3 JSE 3 Multidimensional Fast Fourier Transforms 3 Option pricing theory 3 Stochastischer Prozess 3 Volatilität 3 calibration 3 deterministic volatility function 3 dupire transforms 3 gyöngy theorem 3 implied volatility 3 local volatility 3 Analysis 2 Bernstein transforms 2 Caputo-Fabrizio fractional operator and graphical depictions 2 Continuous wavelet transforms 2 Cooperation 2 Cooperative dilemmas 2 Evolutionarily stable strategy 2 Fisher effect 2 Martingal 2 Martingale 2 Mathematical analysis 2 Multiplayer games 2 SACU 2 SWCNTs and MWCNTs 2 Social dilemmas 2 Solar collectors 2 Stochastic process 2 Volatility 2 Wavelet coherence 2 diffusions 2 first-passage times 2
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Online availability
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Free 32 CC license 2
Type of publication
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Book / Working Paper 18 Article 14
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Working Paper 6 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 4 Thesis 2 Hochschulschrift 1
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Language
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English 24 Undetermined 8
Author
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Hulley, Hardy 4 Platen, Eckhard 4 Griebsch, Susanne 3 Kotzé, Antonie 3 Oosthuizen, Rudolf 3 Pindza, Edson 3 Wystup, Uwe 3 Abro, Kashif Ali 2 Abro, Shahid Hussain 2 La Torre, Davide 2 Memon, Anwer Ahmed 2 Mkhombo, Thando 2 Nöldeke, Georg 2 Peña, Jorge 2 Phiri, Andrew 2 Tlili, I. 2 Vrscay, Edward R. 2 Alves, W. J. 1 Andrić, Vladimir 1 Barnsley, Michael F. 1 Berkelaar, A.B. 1 Bien-Barkowska, Katarzyna 1 Collins, David 1 Cooper, Joseph C. 1 Delgado, Miguel A. 1 Ebrahimi, Mehran 1 Escanciano, Juan Carlos 1 Geetha Mary A. 1 Genuchten, M. Th. van 1 Hofert, Marius 1 Jansen, B. 1 Kalamkar, Shrida 1 Kamdem, Jules Sadefo 1 Khan, Ilyas 1 Lewis, Alan L. 1 Nenadović, Sanja 1 Palapies, Lars 1 Roos, K. 1 Savu, Anca 1 Schennach, Susanne M. 1
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Institution
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Finance Discipline Group, Business School 2 Agricultural and Applied Economics Association - AAEA 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Econometric Society 1 Economic Research Service, Department of Agriculture 1 Erasmus University Rotterdam, Econometric Institute 1 Finance Press 1 Frankfurt School of Finance and Management 1 HAL 1
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Published in...
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CPQF Working Paper Series 2 Journal of Risk and Financial Management 2 Research Paper Series / Finance Discipline Group, Business School 2 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 2 Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche 2 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Decision analytics journal 1 Decisions in economics and finance : a journal of applied mathematics 1 Dynamic Econometric Models 1 Dynamic Games and Applications 1 Dynamic games and applications : DGA 1 Econometric Institute Report 1 Econometric Society 2004 North American Summer Meetings 1 Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 1 Energy Reports 1 Energy reports 1 Journal of risk and financial management : JRFM 1 Knowledge Horizons - Economics 1 Related articles 1 Serbian journal of management : an international journal for theory and practice of management science ; SJM 1 Technical Bulletins / Economic Research Service, Department of Agriculture 1 Working Papers / HAL 1 Working paper series / Centre for Practical Quantitative Finance 1
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Source
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ECONIS (ZBW) 13 RePEc 13 EconStor 5 BASE 1
Showing 1 - 10 of 32
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Cooperative Dilemmas with Binary Actions and Multiple Players
Peña, Jorge; Nöldeke, Georg - In: Dynamic Games and Applications 13 (2023) 4, pp. 1156-1193
The prisoner's dilemma, the snowdrift game, and the stag hunt are two-player symmetric games that are often considered as prototypical examples of cooperative dilemmas across disciplines. However, surprisingly little consensus exists about the precise mathematical meaning of the words...
Persistent link: https://www.econbiz.de/10015181961
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Multimodal image fusion : a systematic review
Kalamkar, Shrida; Geetha Mary A. - In: Decision analytics journal 9 (2023), pp. 1-16
Multimodal image fusion combines information from multiple modalities to generate a composite image containing complementary information. Multimodal image fusion is challenging due to the heterogeneous nature of data, misalignment and nonlinear relationships between input data, or incomplete...
Persistent link: https://www.econbiz.de/10014532389
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Cooperative dilemmas with binary actions and multiple players
Peña, Jorge; Nöldeke, Georg - In: Dynamic games and applications : DGA 13 (2023) 4, pp. 1156-1193
Persistent link: https://www.econbiz.de/10014553200
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Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions
Palapies, Lars - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 415-460
Persistent link: https://www.econbiz.de/10014443750
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Investigating Fisher effect in SACU countries: A wavelet coherence approach
Mkhombo, Thando; Phiri, Andrew - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-19
Customs Union (SACU) countries using continuous wavelet transforms. We use the Wavelet power spectrum to decompose the nominal …
Persistent link: https://www.econbiz.de/10015074302
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Investigating Fisher effect in SACU countries : a wavelet coherence approach
Mkhombo, Thando; Phiri, Andrew - In: Cogent economics & finance 10 (2022) 1, pp. 1-19
Customs Union (SACU) countries using continuous wavelet transforms. We use the Wavelet power spectrum to decompose the nominal …
Persistent link: https://www.econbiz.de/10014500365
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Laplace, Hansen-Sargent and Beveridge-Nelson a note towards unified business application
Andrić, Vladimir; Nenadović, Sanja - In: Serbian journal of management : an international … 16 (2021) 1, pp. 39-47
Persistent link: https://www.econbiz.de/10012618906
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Enhancement of heat transfer rate of solar energy via rotating Jeffrey nanofluids using Caputo-Fabrizio fractional operator: An application to solar energy
Abro, Kashif Ali; Memon, Anwer Ahmed; Abro, Shahid Hussain - In: Energy Reports 5 (2019), pp. 41-49
investigated for heat transfer and velocity field by employing Laplace transforms. The heat transfer and profile of nanofluids are …
Persistent link: https://www.econbiz.de/10012651923
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Enhancement of heat transfer rate of solar energy via rotating Jeffrey nanofluids using Caputo-Fabrizio fractional operator : an application to solar energy
Abro, Kashif Ali; Memon, Anwer Ahmed; Abro, Shahid Hussain - In: Energy reports 5 (2019), pp. 41-49
investigated for heat transfer and velocity field by employing Laplace transforms. The heat transfer and profile of nanofluids are …
Persistent link: https://www.econbiz.de/10012001234
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Implied and Local Volatility Surfaces for South African Index and Foreign Exchange Options
Kotzé, Antonie; Oosthuizen, Rudolf; Pindza, Edson - In: Journal of Risk and Financial Management 8 (2015) 1, pp. 43-82
Certain exotic options cannot be valued using closed-form solutions or even by numerical methods assuming constant volatility. Many exotics are priced in a local volatility framework. Pricing under local volatility has become a field of extensive research in finance, and various models are...
Persistent link: https://www.econbiz.de/10011133884
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