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~subject:"Mathematical programming"
~subject:"Monte Carlo simulation"
~subject:"Stock option"
~type_genre:"Aufsatz im Buch"
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Mathematical programming
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Stock option
Option pricing theory
524
Optionspreistheorie
524
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251
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251
Stochastic process
95
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91
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82
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Options : classic approaches to pricing and modelling
4
Numerical methods in finance : Bordeaux, June 2010
3
Advances in financial risk management : corporates, intermediaries and portfolios
2
Empirical research on the German capital market : with 60 tables
2
Evolutionary computation in economics and finance : with 66 tables
2
Nonlinear models in mathematical finance : new research trends in option pricing
2
Numerical methods in finance
2
Aktuelle Entwicklungen im Finanzdienstleistungsbereich : 3. Liechtensteinisches Finanzdienstleistungs-Symposium an der Fachhochschule Liechtenstein ; mit 50 Tabellen
1
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1
Applied quantitative finance
1
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Banken, Finanzierung und Unternehmensführung : Festschrift für Karl Lohmann zum 65. Geburtstag
1
Beiträge zu aktuellen Finanzmarktthemen : Bondholder vs. Shareholder Value - Bewertung von kleinen und mittelständischen Unternehmen - Implizite Volatilitäten von Eurex Optionen
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
Emotion, cognition, and their marvellous interplay in managerial decision-making
1
Enhancing enterprise competitiveness : (strategy, operations and finance)
1
Essays in systematic asset pricing
1
Essays on equity options
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
Frictions, intermediaries, and the option market
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
Hedging frictions and option values
1
Issues in corporate governance and finance
1
Marktwertorientierte Unternehmensführung : Anreiz- und Kommunikationsaspekte
1
Mathematical modeling and numerical methods in finance : special volume
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 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
Employee stock options accounting: new GAAP standard for enhanced transparency in financial reporting
Madhani, Pankaj M.
- In:
Enhancing enterprise competitiveness : (strategy, …
,
(pp. 410-428)
.
2007
Persistent link: https://www.econbiz.de/10003733407
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5
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
Saved in:
6
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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7
Option pricing when underlying stock returns are discontinuous
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 157-177)
.
1999
Persistent link: https://www.econbiz.de/10001772453
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8
Black-Scholes-Merton, liquidity, and the valuation of executive stock options
Chance, Don M.
;
Yang, Tung-Hsiao
- In:
Issues in corporate governance and finance
,
(pp. 271-310)
.
2007
Persistent link: https://www.econbiz.de/10003538983
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9
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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10
The timing of option returns
Tosi, Adriano
;
Ziegler, Alexandre
- In:
Essays in systematic asset pricing
,
(pp. 91-147)
.
2019
Persistent link: https://www.econbiz.de/10012103525
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