//--> //--> //--> //-->
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
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
A chaos expansion approach for...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
19,873
Stochastic process
19,426
Optionspreistheorie
15,801
Theorie
15,545
Option pricing theory
15,341
Theory
15,191
Volatilität
7,139
Volatility
7,029
Optionsgeschäft
6,726
Option trading
6,520
Derivat
3,586
Derivative
3,578
Portfolio-Management
3,160
Portfolio selection
3,141
Mathematische Optimierung
2,936
Mathematical programming
2,921
Schätzung
2,523
Estimation
2,470
Risiko
2,158
Risk
2,144
Zeitreihenanalyse
2,119
Schätztheorie
2,080
Time series analysis
2,065
Estimation theory
2,056
Börsenkurs
1,976
CAPM
1,972
Share price
1,935
Chaostheorie
1,914
Chaos theory
1,897
Hedging
1,837
USA
1,584
Markov-Kette
1,579
Markov chain
1,577
Black-Scholes-Modell
1,549
United States
1,526
Zinsstruktur
1,506
Black-Scholes model
1,489
Yield curve
1,489
Prognoseverfahren
1,426
Forecasting model
1,402
more ...
less ...
Online availability
All
Free
11,586
Undetermined
8,921
CC license
510
Type of publication
All
Article
20,706
Book / Working Paper
16,006
Journal
31
Type of publication (narrower categories)
All
Article in journal
18,526
Aufsatz in Zeitschrift
18,526
Working Paper
5,302
Graue Literatur
5,107
Non-commercial literature
5,107
Arbeitspapier
4,835
Aufsatz im Buch
1,587
Book section
1,587
Hochschulschrift
1,130
Thesis
884
Lehrbuch
329
Textbook
304
Collection of articles of several authors
253
Sammelwerk
253
Bibliografie enthalten
179
Bibliography included
179
Aufsatzsammlung
151
Collection of articles written by one author
151
Sammlung
151
Conference paper
136
Konferenzbeitrag
136
Dissertation u.a. Prüfungsschriften
124
Konferenzschrift
114
Forschungsbericht
83
Conference proceedings
60
Amtsdruckschrift
59
Glossar enthalten
59
Glossary included
59
Government document
59
Handbook
46
Handbuch
46
Systematic review
40
Übersichtsarbeit
40
Rezension
35
Ratgeber
31
Reprint
27
Einführung
26
Case study
24
Fallstudie
24
Article
23
more ...
less ...
Language
All
English
34,730
German
1,405
Undetermined
383
French
91
Spanish
59
Italian
31
Polish
23
Portuguese
17
Dutch
12
Russian
12
Swedish
4
Hungarian
3
Arabic
1
Czech
1
Danish
1
Finnish
1
Ancient Greek (to 1453)
1
Croatian
1
Romanian
1
more ...
less ...
Author
All
Härdle, Wolfgang
130
Madan, Dilip B.
124
Chiarella, Carl
118
McAleer, Michael
113
Fabozzi, Frank J.
110
Cui, Zhenyu
88
Phillips, Peter C. B.
86
Koopman, Siem Jan
82
Takahashi, Akihiko
82
Carr, Peter
81
Benth, Fred Espen
80
Platen, Eckhard
78
Schoutens, Wim
70
Joshi, Mark S.
67
Sethi, Suresh
64
Elliott, Robert J.
62
Ferrari, Giorgio
62
Hull, John
61
Jarrow, Robert A.
59
Jacobs, Kris
58
Stentoft, Lars
56
Račev, Svetlozar T.
55
Kwok, Yue-Kuen
53
Post, Thierry
53
Todorov, Viktor
53
Yu, Jun
52
Christoffersen, Peter F.
51
Linton, Oliver
51
Hommes, Cars H.
50
Siu, Tak Kuen
50
Barndorff-Nielsen, Ole E.
49
Wong, Hoi Ying
49
Chan, Joshua
47
Escobar, Marcos
47
Scaillet, Olivier
47
Wystup, Uwe
47
Belomestny, Denis
46
Zhang, Jin E.
46
Bayraktar, Erhan
45
Escudero, Laureano F.
45
more ...
less ...
Institution
All
National Bureau of Economic Research
157
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
80
International Monetary Fund (IMF)
60
Centre for Analytical Finance <Århus>
43
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
18
Ekonomiska forskningsinstitutet <Stockholm>
15
Institut für Schweizerisches Bankwesen <Zürich>
15
Center for Economic Research <Tilburg>
14
Springer Fachmedien Wiesbaden
13
Chambre de commerce et d'industrie de Paris
12
Svenska Handelshögskolan <Helsinki>
11
Weierstraß-Institut für Angewandte Analysis und Stochastik
9
Erasmus Research Institute of Management
8
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
8
Deutsche Forschungsgemeinschaft
7
Econometrisch Instituut <Rotterdam>
7
HAL
7
Judge Institute of Management Studies
7
Bonn Graduate School of Economics
6
Institut for Finansiering <Frederiksberg>
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
Verlag Dr. Kovač
6
Centre of Financial Studies
5
Christian-Albrechts-Universität zu Kiel
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
International Center for Financial Asset Management and Engineering
5
International Monetary Fund
5
Nuffield College
5
Queen Mary College / Department of Economics
5
Springer-Verlag GmbH
5
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Centre for Actuarial Studies
4
Centre for Economic Policy Research
4
Federal Reserve Bank of St. Louis
4
IGI Global
4
Institute of Finance and Accounting <London>
4
Institutionen för Skogsekonomi <Umeå>
4
more ...
less ...
Published in...
All
European journal of operational research : EJOR
826
International journal of theoretical and applied finance
632
The journal of futures markets
436
Insurance
413
Finance and stochastics
386
Journal of econometrics
324
Mathematical finance : an international journal of mathematics, statistics and financial theory
324
Quantitative finance
314
Journal of banking & finance
313
Applied mathematical finance
305
Journal of economic dynamics & control
287
The journal of computational finance
279
Operations research
263
The journal of derivatives : the official publication of the International Association of Financial Engineers
255
Mathematics of operations research
232
Risks : open access journal
225
Operations research letters
217
Finance research letters
215
Computational economics
213
Review of derivatives research
210
Computers & operations research : and their applications to problems of world concern ; an international journal
198
International journal of production research
196
Discussion paper / Tinbergen Institute
185
Economics letters
176
Management science : journal of the Institute for Operations Research and the Management Sciences
174
Journal of mathematical finance
164
International journal of financial engineering
151
NBER working paper series
148
International journal of production economics
144
Energy economics
141
Research paper series / Swiss Finance Institute
141
Economic modelling
132
Journal of financial economics
132
Working paper
124
NBER Working Paper
123
The European journal of finance
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
120
Working paper / National Bureau of Economic Research, Inc.
118
The North American journal of economics and finance : a journal of financial economics studies
113
Mathematical methods of operations research
111
more ...
less ...
Source
All
ECONIS (ZBW)
35,332
EconStor
493
USB Cologne (EcoSocSci)
435
RePEc
348
USB Cologne (business full texts)
72
Other ZBW resources
41
BASE
14
OLC EcoSci
8
more ...
less ...
Showing
1
-
10
of
36,743
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
2
Pricing path-dependent Bermudan options using Wiener chaos expansion : an embarrassingly parallel approach
Lelong, Jérõme
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012543612
Saved in:
3
On pricing double-barrier options with Markov regime switching
Zhang, Xiaoyuan
;
Zhang, Tianqi
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014288926
Saved in:
4
Barrier option pricing under a Markov Regime switching diffusion model
Zhang, Xiaoyuan
;
Zhang, Tianqi
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 273-280
Persistent link: https://www.econbiz.de/10014249123
Saved in:
5
Pricing of perpetual American options in a model with partial information
Gapeev, Pavel V.
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009562132
Saved in:
6
Mixed fractional Merton model to evaluate European options with transaction costs
Shokrollahi, Foad
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 623-639
Persistent link: https://www.econbiz.de/10012016527
Saved in:
7
Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
8
Pricing options in jump diffusion models using Mellin transforms
Frontczak, Robert
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 366-373
Persistent link: https://www.econbiz.de/10010239539
Saved in:
9
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
10
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->