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
Efficient almost-exact Lévy ar...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
CIR process
2
Generalized Gaussian
2
Hedging
2
Stochastic process
2
Stochastischer Prozess
2
chi-square sampling
2
direct inversion
2
generalized Marsaglia method
2
stochastic volatility
2
Aktienindex
1
Indexation
1
Indexbindung
1
Lebensversicherung
1
Life insurance
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Probability theory
1
Sampling
1
Simulation
1
Sprung Diffusionsmodell
1
Stichprobenerhebung
1
Stock index
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Wahrscheinlichkeitsrechnung
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Malham, Simon J. A.
1
Wiese, Anke
1
Published in...
All
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Chi-square simulation of the CIR process and the Heston model
Malham, Simon J. A.
;
Wiese, Anke
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009756062
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
