//--> //--> //-->
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
~person:"Teng, Huei-Wen"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Greeks
2
Monte Carlo simulation
2
Credit derivatives
1
Derivat
1
Derivative
1
Dirac delta function
1
Greece
1
Griechenland
1
Importance sampling
1
Jump-diffusion processes
1
Monte-Carlo-Simulation
1
Option pricing
1
Option pricing theory
1
Optionspreistheorie
1
Path-dependent options
1
Rainbow options
1
Simulation
1
Stochastic process
1
Stochastischer Prozess
1
Variance-gamma processes
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Teng, Huei-Wen
Muroi, Yoshifumi
5
Suda, Shintaro
5
Wallner, Christian
4
Wystup, Uwe
4
Arbatli, Cemal Eren
3
Gokmen, Gunes
3
Joshi, Mark S.
3
Pang, Tao
3
Yang, Yipeng
3
Zhao, Dai
3
Aguilar, Jean-Philippe
2
Benhamou, Eric
2
Cui, Zhenyu
2
Daluiso, Roberto
2
Glytsos, Nicholas P.
2
Kawai, Reiichiro
2
Kirkby, Justin Lars
2
Korbel, Jan
2
Rich, Judith
2
Sabino, Piergiacomo
2
Takahashi, Akihiko
2
Wang, Xiaoqun
2
Zhu, Dan
2
Ackerer, Damien
1
Akkaya, Çiğdem
1
BEVERIDGE, CHRISTOPHER
1
BOYARCHENKO, MITYA
1
Bakalis, Steve
1
Bakstein, David
1
Bao, Ying
1
Bayer, Christian
1
Baños, D.
1
Beheshti, M. Hossein
1
Ben Hammouda, Chiheb
1
Beveridge, Christopher
1
Borovkova, Svetlana
1
Börger, Reik H.
1
COLESCA, Sofia
1
Cao, Lingyan
1
more ...
less ...
Published in...
All
Finance and Stochastics
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Unbiased and efficient Greeks of financial options
Lyuu, Yuh-Dauh
;
Teng, Huei-Wen
- In:
Finance and Stochastics
15
(
2011
)
1
,
pp. 141-181
Persistent link: https://www.econbiz.de/10008925430
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->