//--> //--> //--> //-->
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:"The journal of computational 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
Stratification of the phase cl...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
124
Stochastischer Prozess
124
Option pricing theory
102
Optionspreistheorie
102
Volatility
56
Volatilität
56
Option trading
36
Optionsgeschäft
36
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Derivat
21
Derivative
21
Theorie
19
Theory
19
Analysis
16
Mathematical analysis
16
stochastic volatility
16
Yield curve
15
Zinsstruktur
15
Estimation theory
14
Schätztheorie
14
Simulation
11
option pricing
10
Black-Scholes model
9
Black-Scholes-Modell
9
Interest rate derivative
9
Mathematical programming
9
Mathematische Optimierung
9
Portfolio selection
9
Portfolio-Management
9
Zinsderivat
9
Heston model
8
Statistical distribution
8
Statistische Verteilung
8
Markov chain
7
Markov-Kette
7
calibration
7
Hedging
6
European options
5
Finanzmathematik
5
more ...
less ...
Online availability
All
Undetermined
65
Type of publication
All
Article
124
Type of publication (narrower categories)
All
Article in journal
122
Aufsatz in Zeitschrift
122
Language
All
English
124
Author
All
Reisinger, Christoph
5
Ehrhardt, Matthias
3
Kirkby, J. Lars
3
Le Floc'h, Fabien
3
Andersen, Leif B. G.
2
Coleman, Thomas F.
2
Escobar, Marcos
2
Forsyth, Peter
2
Glau, Kathrin
2
Guerra, João
2
Guyon, Julien
2
Günther, Michael
2
Itkin, Andrey
2
Lelong, Jérõme
2
Madan, Dilip B.
2
Morokoff, William J.
2
Oosterlee, Cornelis Willebrordus
2
Rogers, Leonard C. G.
2
Scherer, Matthias
2
Schoenmakers, John
2
Takahashi, Akihiko
2
Tankov, Peter
2
Zagst, Rudi
2
Abdymomunov, Azamat
1
Ahdida, Abdelkoddousse
1
AitSahlia, Farid
1
Alfonsi, Aurélien
1
Anis, Hassan
1
Antonov, Alexandre
1
Asghari, Naser M.
1
Auster, Johan
1
Badouraly Kassim, Laetitia
1
Bain, Alan
1
Belak, Christoph
1
Benk, Janos
1
Bernhart, German
1
Bhim, Louis
1
Bojarčenko, Svetlana I.
1
Bourgey, Florian
1
Briani, Maya
1
more ...
less ...
Published in...
All
The journal of computational finance
European journal of operational research : EJOR
765
International journal of theoretical and applied finance
361
Insurance / Mathematics & economics
336
Journal of econometrics
282
Physica A: Statistical Mechanics and its Applications
249
Finance and stochastics
245
Operations research
215
International journal of production research
212
Quantitative finance
211
Mathematics of operations research
207
Computers & operations research : and their applications to problems of world concern ; an international journal
202
Operations research letters
201
Journal of economic dynamics & control
156
Risks : open access journal
154
Computational economics
144
Discussion paper / Tinbergen Institute
144
Applied mathematical finance
143
International journal of production economics
143
Economics letters
129
Mathematical finance : an international journal of mathematics, statistics and financial theory
122
SpringerLink / Bücher
115
Finance research letters
111
Management science : journal of the Institute for Operations Research and the Management Sciences
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Journal of mathematical finance
105
Econometric reviews
98
Energy economics
94
Mathematical methods of operations research
94
International journal of financial engineering
90
Omega : the international journal of management science
89
INFORMS journal on computing : JOC
87
Working paper
83
Annals of finance
82
Annals of operations research
82
Economic modelling
82
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
82
Journal of banking & finance
79
Transportation research / E : an international journal
79
Journal of economic theory
78
more ...
less ...
Source
All
ECONIS (ZBW)
124
Showing
1
-
10
of
124
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A canonical optimal stopping problem for American options and its numerical solution
AitSahlia, Farid
;
Lai, Tze Leung
- In:
The journal of computational finance
3
(
1999/2000
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10001517419
Saved in:
2
The pricing of floating rate instruments
Cathcart, Lara
- In:
The journal of computational finance
1
(
1998
)
4
,
pp. 31-51
Persistent link: https://www.econbiz.de/10001366221
Saved in:
3
A parity result for American options
McDonald, Robert L.
;
Schroder, Mark D.
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 5-13
Persistent link: https://www.econbiz.de/10001632663
Saved in:
4
Valuing moving barrier options
Rogers, Leonard C. G.
;
Zane, O.
- In:
The journal of computational finance
1
(
1997
)
1
,
pp. 5-11
Persistent link: https://www.econbiz.de/10001632717
Saved in:
5
Finite sample comparison of alternative estimators of Itô diffusion processes : a Monte Carlo study
Jiang, George J.
;
Knight, John L.
- In:
The journal of computational finance
2
(
1999
)
3
,
pp. 5-38
Persistent link: https://www.econbiz.de/10001638577
Saved in:
6
Sparse wavelet methods for option pricing under stochastic volatility
Hilber, Norbert
;
Matache, Ana-Maria
;
Schwab, Christoph
- In:
The journal of computational finance
8
(
2004/2005
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10002990514
Saved in:
7
American options and the LSM alorithm : quasi-random sequences and Brownian bridges
Chaudhary, Suneal K.
- In:
The journal of computational finance
8
(
2004/2005
)
4
,
pp. 101-115
Persistent link: https://www.econbiz.de/10002990534
Saved in:
8
Computing hitting time densities for CIR and OU diffusions : applications to mean-reverting models
Linetsky, Vadim
- In:
The journal of computational finance
7
(
2004
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10002126756
Saved in:
9
Non-parametric calibration of jump-diffusion option pricing models
Cont, Rama
;
Tankov, Peter
- In:
The journal of computational finance
7
(
2004
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10002060727
Saved in:
10
Simulating the Cox-Ingersoll-Ross and Heston processes : matching the first four moments
Okhrin, Ostap
;
Rockinger, Michael
;
Schmid, Manuel
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 1-52
Persistent link: https://www.econbiz.de/10013549657
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->