//--> //--> //-->
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
~institution:"Institut für Schweizerisches Bankwesen <Zürich>"
~institution:"Society for Computational Economics - SCE"
~subject:"Bridge method"
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
Linkages among commodity futur...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Bridge method
Volatilität
11
Term structure model
9
Zinsstruktur
9
Genetic Programming
6
option pricing
6
Option pricing
5
Optionspreistheorie
5
Risikomanagement
5
risk management
5
Aktienoption
4
Realoption
4
Derivat <Wertpapier>
3
Learning
3
Markteffizienz
3
Marktmodell
3
Portfolio Selection
3
Portfoliomanagement
3
Swap
3
financial crises
3
heterogeneous agents
3
jump-diffusion
3
market efficiency
3
portfolio management
3
American options
2
Arbitrage
2
Ausfallrisiko
2
Automatically Defined Functions
2
Bewertung
2
Default Correlations
2
Evolution
2
FFT
2
Incomplete markets
2
Kapitalstruktur
2
Korrelation
2
Kreditrisiko
2
Langfristige Analyse
2
Liquidität
2
Markov Kette
2
Monte Carlo
2
more ...
less ...
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
Ribeiro, Claudia
2
Webber, Nick
2
Institution
All
Institut für Schweizerisches Bankwesen <Zürich>
Society for Computational Economics - SCE
Published in...
All
Computing in Economics and Finance 2003
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuing Path Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge
Webber, Nick
;
Ribeiro, Claudia
-
Society for Computational Economics - SCE
-
2003
Persistent link: https://www.econbiz.de/10005170606
Saved in:
2
A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge
Webber, Nick
;
Ribeiro, Claudia
-
Society for Computational Economics - SCE
-
2003
Persistent link: https://www.econbiz.de/10005537821
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->