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:"International journal of financial engineering"
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
Two-dimensional fourier cosine...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Applied mathematical finance
1
Bermudan swaptions
1
Derivat
1
Derivative
1
Finanzmathematik
1
Interest rate derivative
1
LIBOR market model
1
Mathematical finance
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
computational finance
1
derivative pricing models
1
interest rate modelling
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Jain, Shashi
1
Karlsson, Patrik
1
Oosterlee, Cornelis Willebrordus
1
Published in...
All
International journal of financial engineering
MPRA Paper
7
The journal of computational finance
5
Risks : open access journal
4
Applied mathematical finance
3
International journal of theoretical and applied finance
3
CPB Discussion Paper
2
Journal of economic dynamics & control
2
Computational economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance research letters
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of risk and financial management : JRFM
1
Quantitative finance
1
doi:10.1007/s10614-016-9569-0
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
