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:"cubic spline"
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
Pricing TARN Using a Finite Di...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
cubic spline
Stochastic process
9
Stochastischer Prozess
9
Control theory
6
Kontrolltheorie
6
Theorie
6
Theory
6
Lebensversicherung
5
Life insurance
5
Option pricing theory
4
Optionspreistheorie
4
Gauss-Hermite quadrature
3
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Variable annuity
3
optimal stochastic control
3
Credit risk
2
Guaranteed minimum withdrawal benefit
2
Interest rate
2
Kreditrisiko
2
Mortality
2
Optimal stochastic control
2
Option trading
2
Optionsgeschäft
2
Private Altersvorsorge
2
Private retirement provision
2
Probability theory
2
Risikomodell
2
Risk management
2
Risk model
2
Sterblichkeit
2
Wahrscheinlichkeitsrechnung
2
Zins
2
direct integration method
2
doubly stochastic Markov chains
2
guaranteed living and death benefits
2
guaranteed minimum accumulation benefit
2
insurance liabilities
2
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Luo, Xiaolin
2
Shevchenko, Pavel V.
2
Published in...
All
International journal of financial engineering
1
Journal of financial engineering
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fast and simple method for pricing exotic options using Gauss-Hermite quadrature on a cubic spline interpolation
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
Journal of financial engineering
1
(
2014
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010508744
Saved in:
2
Fast numerical method for pricing of variable annuities with Guaranteed minimum withdrawal benefit under optimal withdrawal strategy
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403137
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
