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
Gaussian process regression fo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option trading
3
Optionsgeschäft
3
Black-Scholes model
2
Black-Scholes-Modell
2
Numerical analysis
2
Numerisches Verfahren
2
Option pricing theory
2
Optionspreistheorie
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
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Step double barrier options
1
Stochastic volatility
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
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Zanette, Antonino
3
Appolloni, Elisa
1
Briani, Maya
1
Caramellino, Lucia
1
Ern, Alexandre
1
Gaudenzi, Marcellino
1
Terenzi, Giulia
1
Villeneuve, Stéphane
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Insurance / Mathematics & economics
4
Computational Management Science : CMS
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European journal of operational research : EJOR
3
The journal of computational finance
3
Decisions in Economics and Finance
2
Papers / arXiv.org
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational Management Science
1
Computational management science
1
European Journal of Operational Research
1
IMA journal of management mathematics
1
Insurance: Mathematics and Economics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Mathematics of operations research
1
North American actuarial journal
1
Post-Print / HAL
1
Quantitative Finance
1
Quantitative finance
1
Risk and decision analysis
1
Stochastic Processes and their Applications
1
Theoretical economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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...
