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
~subject:"Analysis"
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 Expansion for the P...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Analysis
Option pricing theory
17
Optionspreistheorie
17
Theorie
8
Theory
8
Volatility
7
Volatilität
7
Stochastic process
6
Stochastischer Prozess
6
Hedging
5
Option trading
5
Optionsgeschäft
5
Black-Scholes model
3
Black-Scholes-Modell
3
Derivat
3
Derivative
3
Discrete time hedging
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Diffusion processes
2
Discrete Sarnpling
2
Dividend
2
Dividende
2
Estimation theory
2
Fractional smoothness
2
Hybrid derivatives
2
Ill-posed problems
2
Low frequency data
2
Mathematical analysis
2
Nichtlineare Regression
2
Nichtparametrisches Verfahren
2
Nonlinear regression
2
Nonparametric estimation
2
Nonparametric statistics
2
Risiko
2
Risk
2
Schätztheorie
2
Securities trading
2
Spectral approximation
2
Statistical error
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Gobet, Emmanuel
2
Bernis, Guillaume
1
Kohatsu-Higa, Arturo
1
Pimentel, Isaque
1
Warin, Xavier
1
Published in...
All
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monte Carlo evaluation of Greeks for multidimensional barrier and lookback options
Bernis, Guillaume
;
Gobet, Emmanuel
;
Kohatsu-Higa, Arturo
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001765655
Saved in:
2
Option valuation and hedging using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
