Narrow search
Showing 1 - 10 of 3,656
Cover Image
Topics in numerical methods for finance
Cummins, Mark (contributor) - 2012
Persistent link: https://www.econbiz.de/10013471018
Cover Image
Numerical methods in finance : Bordeaux, June 2010
Carmona, René (ed.); Del Moral, Pierre (ed.); Hu, Peng (ed.) - 2012
Persistent link: https://www.econbiz.de/10009532927
Cover Image
Stochastic finance : a numeraire approach
Večeř, Jan - 2011
Persistent link: https://www.econbiz.de/10008810532
Cover Image
Efficient quadrature and node positioning for exotic option valuation
Chung, San-lin; Ko, Kunyi; Shackleton, Mark B.; Yeh, … - In: The journal of futures markets 30 (2010) 11, pp. 1026-1057
Persistent link: https://www.econbiz.de/10008900940
Cover Image
Numerics of implied binomial trees
Härdle, Wolfgang; Mysicková, Alena - In: Applied quantitative finance, (pp. 209-231). 2009
Persistent link: https://www.econbiz.de/10003746028
Cover Image
Numerics of implied binomial trees
Härdle, Wolfgang (contributor);  … - 2008
Market option prices in last 20 years confirmed deviations from the Black and Scholes (BS) models assumptions, especially on the BS implied volatility. Implied binomial trees (IBT) models capture the variations of the implied volatility known as "volatility smile". They provide a discrete...
Persistent link: https://www.econbiz.de/10003727608
Cover Image
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw; Lee, Cheng F.; Lee, Han-hsing - In: Review of Pacific Basin financial markets and policies 12 (2009) 2, pp. 177-217
Persistent link: https://www.econbiz.de/10003871577
Cover Image
Numerical methods for Lévy processes
Hilber, N.; Reich, N.; Schwab, C.; Winter, C. - In: Finance and stochastics 13 (2009) 4, pp. 471-500
Persistent link: https://www.econbiz.de/10003899475