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~subject:"Mathematical programming"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Mathematical programming
Monte Carlo simulation
Option pricing theory
524
Optionspreistheorie
524
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251
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251
Stochastic process
95
Stochastischer Prozess
95
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91
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91
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82
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82
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80
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3
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Numerical methods in finance : Bordeaux, June 2010
3
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
Options : classic approaches to pricing and modelling
2
Advances in financial risk management : corporates, intermediaries and portfolios
1
Applications
1
Applied quantitative finance
1
Aspects of mathematical finance
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
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
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
Optimization in the energy industry : [symposium with the title "Stochastic Optimization in the Energy Industry"]
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
Risk management : challenge and opportunity : with 37 figures and 46 tables
1
Risk management decisions and value under uncertainty
1
The professional risk managers' guide to finance theory and application
1
Zum Erkenntnisstand der Betriebswirtschaftslehre am Beginn des 21. Jahrhunderts : Festschrift für Erich Loitlsberger zum 80. Geburtstag
1
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Options: a Monte Carlo approach
Boyle, Phelim P.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 233-248)
.
1999
Persistent link: https://www.econbiz.de/10001772457
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12
A pricing method for options based on average asset values
Kemna, A. G. Z.
;
Vorst, Ton
- In:
Options : classic approaches to pricing and modelling
,
(pp. 345-360)
.
1999
Persistent link: https://www.econbiz.de/10001772465
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13
Die Genetische Programmierung als Instrument zur theorie- und empiriegeleiteten Bewertung von derivaten Finanzierungstiteln
Keber, Christian
- In:
Zum Erkenntnisstand der Betriebswirtschaftslehre am …
,
(pp. 113-133)
.
2001
Persistent link: https://www.econbiz.de/10001591230
Saved in:
14
Option pricing via genetic programming
Chidambaran, Nemmara
;
Triqueros, Joaquin
;
Lee, Chi-wen …
- In:
Evolutionary computation in economics and finance : …
,
(pp. 383-397)
.
2002
Persistent link: https://www.econbiz.de/10001677459
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15
Evolutionary computation in option pricing : determining implied volatilities based on American put options
Keber, Christian
- In:
Evolutionary computation in economics and finance : …
,
(pp. 399-415)
.
2002
Persistent link: https://www.econbiz.de/10001677460
Saved in:
16
Finite element modeling of exotic options
Topper, Jürgen
- In:
Operations research proceedings 1999 : selected papers …
,
(pp. 336-341)
.
2000
Persistent link: https://www.econbiz.de/10001481294
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17
Advanced Monte Carlo methods for barrier and related exotic options
Gobet, Emmanuel
-
2009
Persistent link: https://www.econbiz.de/10003827024
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18
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
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19
Pricing American options in an infinite activity Lévy market : Monte Carlo and deterministic approaches using a diffusion approximation
Powers, Lisa J.
;
Nešlehová, Johanna
;
Stephens, David
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 291-321)
.
2012
Persistent link: https://www.econbiz.de/10009577191
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20
Monte-Carlo valuation of American options : facts and new algorithms to improve existing methods
Bouchard, Bruno
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 215-255)
.
2012
Persistent link: https://www.econbiz.de/10009577193
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