//--> //--> //-->
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:"The journal of computational finance"
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:"Numerik"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Numerical analysis
10
Numerisches Verfahren
10
Option pricing theory
8
Optionspreistheorie
8
Theorie
5
Theory
5
Option trading
4
Optionsgeschäft
4
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Stochastic process
2
Stochastischer Prozess
2
Asia
1
Asien
1
Black-Scholes model
1
Black-Scholes-Modell
1
Chaos theory
1
Chaostheorie
1
European options
1
Financial economics
1
Fourieir methods
1
Greece
1
Griechenland
1
Hamilton-Jacobi-Bellman equation
1
Heath-Jarrow-Morton equation
1
Hedging
1
Kalman filter
1
Kapitalmarkttheorie
1
Lévy processes
1
Markov chain
1
Markov jump processes
1
Markov-Kette
1
Martingal
1
Martingale
1
Mathematical programming
1
Mathematische Optimierung
1
Monte Carlo
1
Simulation
1
State space model
1
Wiener chaos
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
9
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
10
Author
All
Forsyth, Peter A.
2
Vetzal, Kenneth R.
2
Zvan, R.
2
Crocce, Fabián
1
De Franco, Carmine
1
Edelman, David
1
Feng, Liming
1
Frangos, Nikolaos E.
1
Häppölä, Juho
1
Jin, Xiao-Qing
1
Kalpinelli, Evangelia A.
1
Kiessling, Jonas
1
Little, Thomas
1
Milʹstejn, Grigorij N.
1
Pang, Hong-kui
1
Pant, Vijay
1
Sullivan, Michael A.
1
Tankov, Peter
1
Tempone, Raúl
1
Tretʹjakov, Michail V.
1
Warin, Xavier
1
Yannacopoulos, Athanasios N.
1
Zhang, Ying-ying
1
more ...
less ...
Published in...
All
The journal of computational finance
International journal of theoretical and applied finance
12
Computational economics
11
Journal of economic dynamics & control
11
Applied mathematical finance
6
Review of derivatives research
6
SpringerLink / Bücher
6
The journal of futures markets
6
Chapman & Hall/CRC financial mathematics series
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
European journal of operational research : EJOR
4
Mathematics Preprint Archive
4
Working paper / National Bureau of Economic Research, Inc.
4
Working papers in economics
4
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
Finance and economics discussion series
3
Finance and stochastics
3
Heidelberger Taschenbücher
3
International journal of financial engineering
3
Macroeconomic dynamics
3
NBER Working Paper
3
Numerical methods in finance
3
Springer eBook Collection / Business and Economics
3
Springer-Lehrbuch
3
Working paper series
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
A Chapman & Hall book
2
Annals of operations research
2
Applied economics letters
2
BI-Hochschultaschenbuch
2
BIT : numerical mathematics
2
CESifo working papers
2
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Discussion paper / Department of Business and Management Science
2
Econometric theory
2
Economic modelling
2
Economics letters
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Error analysis in Fourier methods for option pricing
Crocce, Fabián
;
Häppölä, Juho
;
Kiessling, Jonas
; …
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 53-82
Persistent link: https://www.econbiz.de/10011691613
Saved in:
2
Wiener chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model
Kalpinelli, Evangelia A.
;
Frangos, Nikolaos E.
; …
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011603168
Saved in:
3
Numerical methods for the quadratic hedging problem in Markov models with jumps
De Franco, Carmine
;
Tankov, Peter
;
Warin, Xavier
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011442638
Saved in:
4
Quadratic finite element and preconditioning methods for options pricing in the SVCY model
Zhang, Ying-ying
;
Pang, Hong-kui
;
Feng, Liming
;
Jin, …
- In:
The journal of computational finance
17
(
2013/14
)
3
,
pp. 3-30
Persistent link: https://www.econbiz.de/10010366298
Saved in:
5
Special issue: Numerical methods for finance
Edelman, David
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003971918
Saved in:
6
Numerical analysis of Monte Carlo evaluation of Greeks by finite differences
Milʹstejn, Grigorij N.
;
Tretʹjakov, Michail V.
- In:
The journal of computational finance
8
(
2004/2005
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10002996502
Saved in:
7
A PDE method for computing moments
Little, Thomas
;
Pant, Vijay
- In:
The journal of computational finance
4
(
2000
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10001528149
Saved in:
8
Pricing discretely monitored barrier options
Sullivan, Michael A.
- In:
The journal of computational finance
3
(
2000
)
4
,
pp. 35-52
Persistent link: https://www.econbiz.de/10001517430
Saved in:
9
Discrete Asian barrier options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 41-67
Persistent link: https://www.econbiz.de/10001517411
Saved in:
10
Robust numerical methods for PDE models of Asian options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
1
(
1997/1998
)
2
,
pp. 39-78
Persistent link: https://www.econbiz.de/10001633255
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->