Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
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
Total Positivity and Relative...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
2
Stochastischer Prozess
2
Yield curve
2
Zinsstruktur
2
CAPM
1
Derivat
1
Derivative
1
Explosion
1
HJM model
1
Interest rate derivative
1
Mathematical programming
1
Mathematische Optimierung
1
Multidimensional diffusions
1
Option trading
1
Optionsgeschäft
1
Portfolio selection
1
Portfolio-Management
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Stochastic modeling
1
Volatility
1
Volatilität
1
Zinsderivat
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Undetermined
6
Author
All
Glasserman, Paul
12
Broadie, Mark
2
Chen, Nan
2
Chen, Zhiyong
2
Merener, Nicolas
2
Zhao, Xiaoliang
2
Kim, Kyoung-Kuk
1
Kim, Kyoung-kuk
1
Kou, S. G.
1
Kou, S.G.
1
Pirjol, Dan
1
Zhu, Lingjiong
1
more ...
less ...
Published in...
All
Finance and stochastics
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Operations research : the journal of the Operations Research Society of America
12
Columbia Business School Research Paper
10
Management Science
9
Finance and Stochastics
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Columbia - Graduate School of Business
5
Journal of economic dynamics & control
5
Mathematical Finance
5
Mathematics of operations research
5
Quantitative finance
5
The journal of computational finance
5
International journal of theoretical and applied finance
4
Office of Financial Research Working Paper
4
Operations research
4
Papers / arXiv.org
4
Journal of Economic Dynamics and Control
3
Journal of banking & finance
3
Quantitative Finance
3
The review of financial studies
3
Applied mathematical finance
2
Department of Economics discussion paper series / University of Oxford
2
Interfaces : the INFORMS journal on the practice of operations research
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of theoretical and applied finance : IJTAF
2
Journal of Banking & Finance
2
Operations research letters
2
Paine Webber working paper series in money, economics and finance
2
Achieving financial stability : challenges to prudential regulation
1
Annual review of financial economics
1
Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control
1
Applications of mathematics : stochastic modelling and applied probability
1
Columbia Business School Research Paper Forthcoming
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic policy review
1
Economics Series Working Papers / Department of Economics, Oxford University
1
FRB of New York Staff Report
1
Financial engineering
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
OLC EcoSci
6
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
Saved in:
2
Gamma expansion of the Heston stochastic volatility model
Glasserman, Paul
;
Kim, Kyoung-kuk
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 267-296
Persistent link: https://www.econbiz.de/10009159098
Saved in:
3
Additive and multiplicative duals for American option pricing
Chen, Nan
;
Glasserman, Paul
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 153-179
Persistent link: https://www.econbiz.de/10003439750
Saved in:
4
Numerical solution of jump-diffusion LIBOR market models
Glasserman, Paul
;
Merener, Nicolas
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001724635
Saved in:
5
Arbitrage-free discretization of lognormal forward Libor and swap rate models
Glasserman, Paul
;
Zhao, Xiaoliang
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10001486621
Saved in:
6
Explosion in the quasi-Gaussian HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 643-666
Persistent link: https://www.econbiz.de/10011945882
Saved in:
7
Connecting discrete and continuous path-dependent options
Broadie, Mark
;
Glasserman, Paul
;
Kou, S. G.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 55-82
Persistent link: https://www.econbiz.de/10001367460
Saved in:
8
Numerical solution of jump-diffusion LIBOR market models
Glasserman, Paul
;
Merener, Nicolas
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10008215838
Saved in:
9
Arbitrage-free discretization of lognormal forward Libor and swap rate models
Glasserman, Paul
;
Zhao, Xiaoliang
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10008217591
Saved in:
10
Connecting discrete and continuous path-dependent options
Broadie, Mark
;
Glasserman, Paul
;
Kou, S.G.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 55-82
Persistent link: https://www.econbiz.de/10008218082
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
