//--> //--> //-->
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
Stochastic processes, finance...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
8
Optionspreistheorie
8
Option trading
3
Optionsgeschäft
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Mathematics
2
Mathematik
2
Analysis
1
Black-Scholes implied volatility
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
CGMY model
1
Chebyshev polynomial
1
Derivat
1
Derivative
1
European options
1
Gauss Laguerre quadrature
1
Laplace implied volatility
1
Mathematical analysis
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Risiko
1
Risk
1
Sato process
1
Simulation
1
Volatility
1
Volatilität
1
beta exposure pricing
1
bilateral gamma model
1
completely monotone function
1
convex order
1
gap risk pricing
1
market models
1
market simulators
1
multi-plicative mean-preserving spread
1
negative binomial process
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Madan, Dilip B.
8
Carr, Peter
3
Cohen, Samuel N.
1
Fu, Michael
1
Glau, Kathrin
1
Herold, Paul
1
Hirsa, Ali
1
Khanna, Ajay
1
Pötz, Christian
1
Reisinger, Christoph
1
Schoutens, Wim
1
Wang, King
1
Wang, Sheng
1
Wang, Tong
1
Yor, Marc
1
more ...
less ...
Published in...
All
The journal of computational finance
Insurance / Mathematics & economics
63
Robert H. Smith School Research Paper
48
Insurance: Mathematics and Economics
32
Applied mathematical finance
29
International journal of theoretical and applied finance
28
Quantitative Finance
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Annals of finance
21
Mathematical Finance
16
Papers / arXiv.org
16
Energy economics
15
Finance and stochastics
15
International Journal of Theoretical and Applied Finance (IJTAF)
14
Economic modelling
13
Journal of economic dynamics & control
12
European journal of operational research : EJOR
11
Applied Mathematical Finance
10
Quantitative finance
9
Stochastic Processes and their Applications
9
Computational economics
8
Department of Economics discussion paper / Department of Economics, The University of Birmingham
8
Discussion papers / Department of Economics, The University of Birmingham
8
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
8
Economic Modelling
8
Frontiers of mathematical finance : FMF
8
Annals of Finance
7
Asia-Pacific Financial Markets
7
Asia-Pacific financial markets
7
Finance and Stochastics
7
Finance research letters
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Review of World Economics (Weltwirtschaftliches Archiv)
7
Review of world economics
7
Statistics & Probability Letters
7
The journal of business : B
7
The review of financial studies
7
The world economy : the leading journal on international economic relations
7
Economics Papers from University Paris Dauphine
6
Journal of Economic Dynamics and Control
6
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option valuation using the fast Fourier transform
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
2
(
1999
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10001517298
Saved in:
2
Pricing American options under variance gamma
Hirsa, Ali
;
Madan, Dilip B.
- In:
The journal of computational finance
7
(
2003/2004
)
2
,
pp. 63-80
Persistent link: https://www.econbiz.de/10001908061
Saved in:
3
Modeling the bid and ask prices of options
Madan, Dilip B.
;
Schoutens, Wim
;
Wang, King
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014342059
Saved in:
4
Pricing continuous Asian options : a comparison of Monte Carlo and Laplace transform inversion methods
Fu, Michael
;
Madan, Dilip B.
;
Wang, Tong
- In:
The journal of computational finance
2
(
1998/1999
)
2
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001633397
Saved in:
5
Saddlepoint methods for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003969743
Saved in:
6
Adjusting exponential Lévy models toward the simultaneous calibration of market prices for crash cliquets
Carr, Peter
;
Khanna, Ajay
;
Madan, Dilip B.
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011639593
Saved in:
7
The Chebyshev method for the implied volatility
Glau, Kathrin
;
Herold, Paul
;
Madan, Dilip B.
;
Pötz, …
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012162365
Saved in:
8
Representing the CGMY and Meixner Lévy processes as time changed Brownian motions
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of computational finance
12
(
2008
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10009534636
Saved in:
9
Estimating risks of European option books using neural stochastic differential equation market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 33-72
Persistent link: https://www.econbiz.de/10014314556
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->