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
Multivariate stress scenario s...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
more ...
less ...
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
Glasserman, Paul
2
Kim, Kyoung-Kuk
1
Kim, Kyoung-kuk
1
Published in...
All
Finance and stochastics
Operations research letters
4
European journal of operational research : EJOR
3
Journal of economic dynamics & control
3
Quantitative finance
3
International journal of sports marketing & sponsorship
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Operations research
2
Columbia Business School Research Paper
1
Energy Policy
1
Energy policy
1
European Journal of Operational Research
1
Finance and Stochastics
1
INFORMS journal on computing : JOC
1
Intelligent systems in accounting, finance & management
1
International Journal of Sports Marketing and Sponsorship
1
International journal of production research
1
Journal of Economic Dynamics and Control
1
Journal of Futures Markets
1
KAIST College of Business Working Paper Series
1
Papers / arXiv.org
1
The engineering economist : a journal devoted to the problems of capital investment
1
The engineering economist : a journal devoted to the problems of capital investment ; a joint publication of the Engineering Economy Division of the American Society for Engineering Education and American Institute of Industrial Engineers
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
OLC EcoSci
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Gamma expansion of the Heston stochastic volatility model
Glasserman, Paul
;
Kim, Kyoung-Kuk
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 267-297
Persistent link: https://www.econbiz.de/10009014647
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
