//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematics of operations research"
~isPartOf:"Quantitative finance"
~subject:"Option pricing theory"
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_exact:"Greeks"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Greeks
6
Optionspreistheorie
5
Greece
4
Griechenland
4
Stochastic process
4
Stochastischer Prozess
4
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Derivat
2
Derivative
2
Estimation theory
2
Quasi-Monte Carlo
2
Schätztheorie
2
Volatility
2
Volatilität
2
Adaptive sparse grid quadrature
1
Beskos-Roberts method
1
Beta risk
1
Betafaktor
1
Brownian bridge
1
Credit derivatives
1
Currency derivative
1
Dimension reduction
1
Dirac delta function
1
Distribution functions
1
Estimation
1
Exchange option
1
Experiment
1
Hawkes jump-diffusion process
1
Hedging
1
Implied beta
1
Jump-diffusion processes
1
Kusuoka-Stroock functions
1
Malliavin calculus
1
Monte Carlo
1
Numerical smoothing
1
Optimal hedging
1
Option pricing
1
Option trading
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Bayer, Christian
1
Ben Hammouda, Chiheb
1
Lyuu, Yuh-dauh
1
Ma, Yong
1
Pan, Dongtao
1
Takahashi, Akihiko
1
Tempone, Raúl
1
Teng, Huei-Wen
1
Tseng, Yao-Te
1
Wang, Sheng-Xiang
1
Wang, Tianyang
1
Wang, Xiaoqun
1
Yamada, Toshihiro
1
Zhang, Chaojun
1
more ...
less ...
Published in...
All
Mathematics of operations research
Quantitative finance
International journal of theoretical and applied finance
7
Applied mathematical finance
3
The journal of computational finance
3
Journal of risk
2
Research paper series / Swiss Finance Institute
2
Working paper series / Centre for Practical Quantitative Finance
2
Asia-Pacific journal of risk and insurance : APJRI
1
Astin bulletin : the journal of the International Actuarial Association
1
Computational Management Science : CMS
1
Computational economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance and stochastics
1
International Journal of Financial Studies : open access journal
1
International Journal of Portfolio Analysis and Management
1
International journal of financial engineering
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of mathematical finance
1
Mathematical finance
1
Mathematical methods of operations research : ZOR
1
Mathematics and financial economics
1
Meddelanden från Svenska Handelshögskolan
1
Operations research
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Review of derivatives research
1
Risks : open access journal
1
Swiss Finance Institute Research Paper
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing
Bayer, Christian
;
Ben Hammouda, Chiheb
;
Tempone, Raúl
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 209-227
Persistent link: https://www.econbiz.de/10014232621
Saved in:
2
Exchange options under clustered jump dynamics
Ma, Yong
;
Pan, Dongtao
;
Wang, Tianyang
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 949-967
Persistent link: https://www.econbiz.de/10012262652
Saved in:
3
Quasi-Monte Carlo-based conditional pathwise method for option Greeks
Zhang, Chaojun
;
Wang, Xiaoqun
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10012194854
Saved in:
4
A systematic and efficient simulation scheme for the Greeks of financial derivatives
Lyuu, Yuh-dauh
;
Teng, Huei-Wen
;
Tseng, Yao-Te
;
Wang, …
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1199-1219
Persistent link: https://www.econbiz.de/10012194755
Saved in:
5
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->