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Schnelle numerische Verfahren zur Bewertung von europäischen Optionen in erweiterten Black-Scholes Marktmodellen

Popovici, Stefan Alex - 2002

Persistent link: https://www.econbiz.de/10001691707

Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes

Durham, Garland B.; Gallant, A. Ronald - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 297-316

Persistent link: https://www.econbiz.de/10001694701

Finding numerical results to large scale economic models using path-following algorithms : a vintage capital example

Berger, Brett D. - 2002

Persistent link: https://www.econbiz.de/10001677885

Handbook of computational and numerical methods in finance

Račev, Svetlozar T. (ed.) - 2004

Persistent link: https://www.econbiz.de/10001921728

Derivative securities and difference methods

Zhu, Youlan; Wu, Xiaonan; Chern, I-Liang - 2004

Persistent link: https://www.econbiz.de/10001857156

Die Messung nachhaltiger Entwicklung mithilfe numerischer Gleichgewichtsmodelle

Böhringer, Christoph; Löschel, Andreas - In: Vierteljahrshefte zur Wirtschaftsforschung 73 (2004) 1, pp. 31-52

Persistent link: https://www.econbiz.de/10002084825

Numerische Methoden für hochdimensionale parabolische Gleichungen am Beispiel von Optionspreisaufgaben

Reisinger, Christoph - 2004

Persistent link: https://www.econbiz.de/10002734206

Computational methods for option pricing

Achdou, Yves; Pironneau, Olivier - 2005

Persistent link: https://www.econbiz.de/10002705305

Likelihood-based specification analysis of continuous-time models of the short-term interest rate

Durham, Garland B. - In: Journal of financial economics 70 (2003) 3, pp. 463-487

Persistent link: https://www.econbiz.de/10001837787

Finding Numerical Results to Large Scale Economic Models Using Path-Following Algorithms : A Vintage Capital Example

Berger, Brett D. - 2003

This paper describes the numerical optimization methods used in Berger (2001) to find the complete time paths of key economic variables in neoclassical vintage capital models. An interior and a non-interior point method are discussed. Both of the methods are part of the general class of...

Persistent link: https://www.econbiz.de/10014114241