//--> //--> //--> //-->
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
Solving dynamic discrete choic...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Monte Carlo
838
Monte Carlo simulation
249
Monte-Carlo-Simulation
248
Theorie
183
Theory
166
dynamic discrete choice
113
Schätztheorie
103
Diskrete Entscheidung
99
Estimation theory
99
Discrete choice
94
Simulation
74
Optionspreistheorie
57
Stochastic process
54
Stochastischer Prozess
54
Dynamic discrete choice
52
Schätzung
39
Markov chain
36
Dynamische Wirtschaftstheorie
34
Economic dynamics
34
Nichtparametrisches Verfahren
34
Dynamic Discrete Choice
33
Estimation
33
Volatility
33
Nonparametric statistics
32
Zeitreihenanalyse
30
Time series analysis
29
Volatilität
29
Prognoseverfahren
28
Risk
28
Forecasting model
27
Risiko
27
bootstrap
27
Numerical solution
26
Risk management
26
Markov-Kette
25
Risikomanagement
25
simulation
25
Mathematical programming
24
Mathematische Optimierung
24
more ...
less ...
Online availability
All
Undetermined
36
Free
8
CC license
3
Type of publication
All
Article
54
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
57
Author
All
Bayer, Christian
3
Grzelak, Lech A.
3
Oosterlee, Cornelis W.
3
Sabino, Piergiacomo
3
Stoep, Anthonie W. van der
3
Tempone, Raúl
3
Ben Hammouda, Chiheb
2
Bender, Christian
2
Gardini, Matteo
2
Glau, Kathrin
2
Joshi, Mark S.
2
La Bua, Gaetano
2
Marazzina, Daniele
2
Sasso, Emanuela
2
Schweizer, Nikolaus
2
Tang, Robert
2
Wu, Liuren
2
Abdymomunov, Azamat
1
Ahlawat, Samit
1
Aistleitner, Christoph
1
Andallah, Laek Sazzad
1
Anwar, Md. Nurul
1
Ardia, David
1
Auster, Johan
1
Bastien, Josée
1
Bernard, Carole
1
Beveridge, Christopher
1
Bluteau, Keven
1
Bollin, Bartłomiej
1
Boyle, Phelim P.
1
Briani, Maya
1
Brătian, Vasile
1
Caramellino, Lucia
1
Carr, Peter
1
Chen, Bin
1
Chen, Ren-Raw
1
Csabai, István
1
Curti, Filippo
1
Del Moral, Pierre
1
Devi, Palanisamy Shanthi
1
more ...
less ...
Published in...
All
Quantitative finance
8
The journal of computational finance
8
International journal of theoretical and applied finance
5
International journal of financial engineering
3
Journal of risk and financial management : JRFM
3
Applied mathematical finance
2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Scientific Annals of Economics and Business
2
Computational management science
1
Decisions in economics and finance : a journal of applied mathematics
1
Energy economics
1
Expert journal of economics
1
Finance and stochastics
1
Finance for Professionals
1
International journal of enterprise network management
1
International journal of theoretical and applied finance : IJTAF
1
Internet finance and digital economy : advances in digital economy and data analysis technology : the 2nd International Conference on Internet Finance and Digital Economy, Kuala Lumpur, Malaysia, 19 - 21 August 2022
1
Journal of mathematical finance
1
Journal of risk
1
Journal of risk finance : the convergence of financial products and insurance
1
Journal of time series econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematics of operations research
1
Operations research letters
1
Prague economic papers : a bimonthly journal of economic theory and policy
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
The European journal of finance
1
The journal of real estate finance and economics
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul
;
Andallah, Laek Sazzad
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
Saved in:
2
Convergence of partial differential equation using fuzzy linear parabolic derivatives
Devi, Palanisamy Shanthi
;
Viswanathan, Ramasamy
- In:
International journal of enterprise network management
10
(
2019
)
3/4
,
pp. 190-210
Persistent link: https://www.econbiz.de/10012155292
Saved in:
3
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
Saved in:
4
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
5
Estimating correlated jumps and stochastic volatilities
Witzany, Jiří
- In:
Prague economic papers : a bimonthly journal of …
22
(
2013
)
2
,
pp. 251-283
Persistent link: https://www.econbiz.de/10010226453
Saved in:
6
A low-bias simulation scheme for the Sabr Stochastic Volatility model
Chen, Bin
;
Oosterlee, Cornelis W.
;
Weide, Hans van der
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009624504
Saved in:
7
A central limit theorem for Latin hypercube sampling with dependence and application to exotic basket option pricing
Aistleitner, Christoph
;
Hofer, Markus
;
Tichy, Robert F.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009685903
Saved in:
8
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
9
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
Saved in:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->