//--> //--> //-->
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:"Option pricing theory"
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
A Bellman View of Jesse Liverm...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
25
Theory
25
Volatility
11
Volatilität
11
Bayes-Statistik
10
Bayesian inference
10
Stochastic process
10
Stochastischer Prozess
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Markov chain
8
Markov-Kette
8
Estimation theory
6
Schätztheorie
6
Learning
5
Learning process
5
Lernen
5
Lernprozess
5
Time series analysis
5
Zeitreihenanalyse
5
Statistical theory
4
Statistische Methodenlehre
4
USA
4
United States
4
CAPM
3
Capital income
3
Forecasting model
3
Induktive Statistik
3
Kapitaleinkommen
3
Optionspreistheorie
3
Prognoseverfahren
3
Regression analysis
3
Regressionsanalyse
3
Statistical inference
3
Aktienindex
2
Artificial intelligence
2
Börsenkurs
2
Estimation
2
Factor analysis
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Polson, Nicholas G.
2
Gyurkó, Lajos Gergely
1
Hambly, Ben M.
1
Johannes, Michael
1
Lopes, Hehibert F.
1
Warty, Samir P.
1
Witte, Jan Hendrik
1
more ...
less ...
Published in...
All
Applications
1
Insper working paper / Insper, Instituto de Ensino e Pesquisa
1
Mathematical methods of operations research
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monte Carlo methods via a dual approach for some discrete time stochastic control problems
Gyurkó, Lajos Gergely
;
Hambly, Ben M.
;
Witte, Jan Hendrik
- In:
Mathematical methods of operations research
81
(
2015
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10010488925
Saved in:
2
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
3
Sequential bayesian learning for stochastic volatility with variance-gamma jumps in returns
Warty, Samir P.
;
Lopes, Hehibert F.
;
Polson, Nicholas G.
-
2014
Persistent link: https://www.econbiz.de/10010440180
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->