//--> //--> //-->
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 theoretical and applied finance"
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
Evaluating fair premiums of eq...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option trading
4
Optionsgeschäft
4
Option pricing theory
3
Optionspreistheorie
3
Black-Scholes model
2
Black-Scholes-Modell
2
Numerical analysis
2
Numerisches Verfahren
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
American options
1
Derivat
1
Derivative
1
EU countries
1
EU-Staaten
1
European and American options
1
Hedging
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Step double barrier options
1
Stochastic volatility
1
Theorie
1
Theory
1
binomial method
1
finite-difference
1
interpolation
1
jump-diffusion process
1
numerical stability
1
rate of convergence
1
tree methods
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Zanette, Antonino
3
Gaudenzi, Marcellino
2
Appolloni, Elisa
1
Briani, Maya
1
Caramellino, Lucia
1
Ern, Alexandre
1
Lepellere, Maria Antonietta
1
Terenzi, Giulia
1
Villeneuve, Stéphane
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Decisions in Economics and Finance
6
Insurance / Mathematics & economics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Computational Management Science : CMS
3
European journal of operational research : EJOR
3
IMA journal of management mathematics
3
Review of quantitative finance and accounting
3
Risks
3
Risks : open access journal
3
The journal of computational finance
3
Applied mathematical finance
2
Computational management science
2
Insurance: Mathematics and Economics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of financial markets and derivatives
2
Papers / arXiv.org
2
Review of Quantitative Finance and Accounting
2
4OR : a quarterly journal of operations research
1
Applied Mathematical Finance
1
Computational Management Science
1
Decisions in economics and finance : a journal of applied mathematics
1
European Journal of Operational Research
1
International Journal of Financial Markets and Derivatives
1
International journal of production economics
1
Journal of scheduling
1
Mathematics of operations research
1
North American actuarial journal
1
Post-Print / HAL
1
Quantitative Finance
1
Quantitative finance
1
Research paper series
1
Review of Derivatives Research
1
Review of derivatives research
1
Risk and decision analysis
1
The European journal of finance
1
The journal of derivatives : JOD
1
Theoretical economics letters
1
Università degli studi di Udine, Dipartimento di scienze economiche e statistiche
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The binomial interpolated lattice method for step double barrier options
Appolloni, Elisa
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010438537
Saved in:
2
Pricing and hedging American barrier options by a modified binomial method
Gaudenzi, Marcellino
;
Lepellere, Maria Antonietta
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 533-553
Persistent link: https://www.econbiz.de/10003347387
Saved in:
3
Adaptive finite element methods for local volatility European option pricing
Ern, Alexandre
;
Villeneuve, Stéphane
;
Zanette, Antonino
- In:
International journal of theoretical and applied finance
7
(
2004
)
6
,
pp. 659-684
Persistent link: https://www.econbiz.de/10002200623
Saved in:
4
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->