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Numerical analysis
10
Numerisches Verfahren
10
Option pricing theory
8
Optionspreistheorie
8
Theorie
5
Theory
5
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4
Optionsgeschäft
4
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2
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1
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2
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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
Milʹstejn, Grigorij N.
1
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1
Pant, Vijay
1
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1
Tankov, Peter
1
Tempone, Raúl
1
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1
Warin, Xavier
1
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1
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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
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Economic theory : official journal of the Society for the Advancement of Economic Theory
3
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International journal of financial engineering
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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
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:
8
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:
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:
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