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~subject:"Mathematical programming"
~subject:"Monte Carlo simulation"
~subject:"Realoptionsansatz"
~type_genre:"Aufsatz im Buch"
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Mathematical programming
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Realoptionsansatz
Option pricing theory
524
Optionspreistheorie
524
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251
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251
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95
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91
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91
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Numerical methods in finance : Bordeaux, June 2010
3
Evolutionary computation in economics and finance : with 66 tables
2
Finanzmanagement 1999
2
Mathematical modeling and numerical methods in finance : special volume
2
Nonlinear models in mathematical finance : new research trends in option pricing
2
Numerical methods in finance
2
Options : classic approaches to pricing and modelling
2
Real options theory
2
Advances in financial risk management : corporates, intermediaries and portfolios
1
Agrarwirtschaft in der Informationsgesellschaft : 39. Jahrestagung der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V. vom 30. September bis 2. Oktober 1998 in Bonn
1
Aktuelle Tendenzen im Innovationsmanagement : Festschrift für Werner Popp zum 65. Geburtstag
1
Applications
1
Applied operations research and financial modelling in energy : practical applications and implications
1
Applied quantitative finance
1
Approaches and processes for managing the economics of information systems
1
Aspects of mathematical finance
1
Capital budgeting valuation : financial analysis for today's investment projects
1
Commercialization and transfer of technology : major country case studies
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
1
Computational methods in decision-making, economics and finance
1
Coping with uncertainty : modeling and policy issues
1
Credit risk : models, derivatives, and management
1
Entlohnung und Arbeitszeitgestaltung im Rahmen betrieblicher Personalpolitik : Beiträge zum 2. Köln-Bonner Kolloquium zur Personalökonomie
1
Entlohnung, Arbeitsorganisation und personalpolitische Regulierung : Beiträge zum 4. Köln-Bonner Kolloquium zur Personalökonomie, [27. und 28. März 2001...]
1
Financial derivatives : pricing and risk management
1
Financial ecosystem and strategy in the digital era : global approaches and new opportunities
1
Financial engineering
1
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
1
Forecasting volatility in the financial markets
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Handbook of research methods and applications in empirical finance
1
Management und Zeit
1
Marketing and management sciences : proceedings of the International Conference on ICMMS 2008
1
Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]
1
Natural computing in computational finance : volume 2 ; [the inspiration for this book was due in part to the success of EvoFIN 2008, the 2nd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2008 took place in conjunction with Evo* 2008 in Naples, Italy (26 - 28 March 2008).]
1
Natural computing in computational finance : volume 4
1
Operations research and systems : XVIII Latin-Iberian-American conference on operations research, Claio 2016
1
Operations research proceedings 1998 : selected papers of the International Conference on Operations Research, Zurich, August 31 - September 3, 1998 ; with 51 tables
1
Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999
1
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Transformation methods for evaluating approximations to the optimal exercise boundary for a linear and nonlinear Black-Scholes equation
Ševčovič, Daniel
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 173-218)
.
2008
Persistent link: https://www.econbiz.de/10011954443
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2
Monte Carlo techniques in pricing and using derivatives
Marshall, Cara M.
- In:
Financial derivatives : pricing and risk management
,
(pp. 425-440)
.
2010
Persistent link: https://www.econbiz.de/10003920439
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3
Pricing American put options by fast solutions of the linear complementarity problem
Borici, Artan
;
Lüthi, Hans-Jakob
- In:
Computational methods in decision-making, economics and …
,
(pp. 325-338)
.
2010
Persistent link: https://www.econbiz.de/10009153077
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4
Total risk minimization using Monte Carlos simulations
Coleman, Thomas F.
;
Li, Yuying
;
Patron, Maria-Christina
- In:
Financial engineering
,
(pp. 593-635)
.
2008
Persistent link: https://www.econbiz.de/10003567761
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5
A semidiscretisation method for solving nonlinear Black-Scholes equations : numerical analysis and computing
Jódar, Lucas
;
Company, Rafael
;
Pintos, José Ramón
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 149-171)
.
2008
Persistent link: https://www.econbiz.de/10011954437
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6
Real options analysis : an introduction
Arnold, Tom
;
Buchanan, Bonnie
- In:
Capital budgeting valuation : financial analysis for …
,
(pp. 301-320)
.
2011
Persistent link: https://www.econbiz.de/10009237037
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7
Die ökonomische Bewertung von Arbeitsflexibilisierungsmaßnahmen mit Hilfe des Realoptionsansatzes
Hommel, Ulrich
;
Riemer-Hommel, Petra
- In:
Entlohnung und Arbeitszeitgestaltung im Rahmen …
,
(pp. 131-155)
.
1999
Persistent link: https://www.econbiz.de/10001405581
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8
Developing a multi-period robust optimization model considering American style options
Marzban, Saeed
;
Mahootchi, Masoud
;
Khamseh, Alireza Arshadi
- In:
Mathematics in business management : [International …
,
(pp. 305-320)
.
2015
Persistent link: https://www.econbiz.de/10011488513
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9
A real options approach for joint overhaul and replacement strategies with mean reverting prices
Mac Cawley, A. F.
;
Cubillos, Maximiliano
;
Pascual, Rodrigo
- In:
Operations research and systems : XVIII …
,
(pp. 303-324)
.
2020
Persistent link: https://www.econbiz.de/10012167830
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10
American option pricing using simulation with an application to the GARCH model
Stentoft, Lars
- In:
Handbook of research methods and applications in …
,
(pp. 114-147)
.
2013
Persistent link: https://www.econbiz.de/10011897373
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