//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of computational finance"
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
The Pricing of Asian Options u...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
55
Monte-Carlo-Simulation
55
Option pricing theory
45
Optionspreistheorie
45
Stochastic process
14
Stochastischer Prozess
14
Theorie
14
Theory
14
Option trading
12
Optionsgeschäft
12
Simulation
11
Volatility
11
Volatilität
11
Monte Carlo
8
Derivat
7
Derivative
7
Greece
7
Griechenland
7
Estimation theory
6
Schätztheorie
6
Monte Carlo method
5
Portfolio selection
5
Portfolio-Management
5
Yield curve
5
Zinsstruktur
5
Sampling
4
Stichprobenerhebung
4
Asian options
3
Experiment
3
Greeks
3
Interest rate derivative
3
Robust statistics
3
Robustes Verfahren
3
Statistical method
3
Statistische Methode
3
Swap
3
Zinsderivat
3
barrier options
3
option pricing
3
stochastic volatility
3
more ...
less ...
Online availability
All
Undetermined
30
Type of publication
All
Article
58
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Language
All
English
58
Author
All
Joshi, Mark S.
3
Caramellino, Lucia
2
Fu, Michael
2
Harrach, Bastian von
2
Korn, Ralf
2
Koster, Frank
2
Pelsser, Antoon André Jean
2
Shevchenko, Pavel V.
2
Xu, Wei
2
Abdymomunov, Azamat
1
Alm, Thomas
1
Andersen, Leif B. G.
1
Arouna, Bouhari
1
Asghari, Naser M.
1
Badouraly Kassim, Laetitia
1
Becker, Martin
1
Belak, Christoph
1
Berman, Leonard
1
Bhatoo, Omishwary
1
Bourgey, Florian
1
Briani, Maya
1
Chan, Jiun Hong
1
Chen, Bin
1
Chen, Xi
1
Coleman, Thomas F.
1
Coskun, Sema
1
Cozma, Andrei
1
Curti, Filippo
1
Daluiso, Roberto
1
Davison, Matt
1
De Marco, Stefano
1
Del Moral, Pierre
1
Desmettre, Sascha
1
Dickmann, Fabian
1
Du Toit, Jacques
1
Frangos, Nikolaos E.
1
Fries, Christian
1
Fries, Christian P.
1
Gerstner, Thomas
1
Graaf, Cornelis S. L. de
1
more ...
less ...
Published in...
All
The journal of computational finance
MPRA Paper
236
Journal of econometrics
134
Discussion paper / Tinbergen Institute
124
Working Paper
106
Physica A: Statistical Mechanics and its Applications
100
Research paper series / Swiss Finance Institute
100
NBER Working Papers
96
Economics Papers from University Paris Dauphine
94
Finance
93
Research Paper Series / Finance Discipline Group, Business School
83
Working paper
83
Finance and Stochastics
77
Journal of Banking & Finance
73
Swiss Finance Institute Research Paper
69
Economics letters
67
Computational economics
62
European journal of operational research : EJOR
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Econometric reviews
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
SSE/EFI Working Paper Series in Economics and Finance
53
ECB Working Paper
52
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Applied economics
48
Tinbergen Institute Discussion Paper
48
CEPR Discussion Papers
47
Journal of applied econometrics
44
International journal of theoretical and applied finance
43
Journal of risk and financial management : JRFM
43
Quantitative finance
43
Bonn Econ Discussion Papers
42
Risks : open access journal
41
ICMA Centre Discussion Papers in Finance
40
NBER working paper series
40
SFB 649 discussion paper
40
SFB 649 Discussion Papers
39
Discussion Paper Serie B
38
Tinbergen Institute Discussion Papers
38
Working paper series / European Central Bank
38
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary
;
Peer, Arshad Ahmud Iqbal
;
Tadmor, Eitan
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 71-101
Persistent link: https://www.econbiz.de/10012042237
Saved in:
2
Stratified approximations for the pricing of options on average
Privault, Nicolas
;
Yu, Jiadong
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 95-113
Persistent link: https://www.econbiz.de/10011603193
Saved in:
3
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
4
A pairwise local correlation model
Koster, Frank
;
Oeltz, Daniel
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012042217
Saved in:
5
Fast stochastic forward sensitivities in Monte Carlo simulations using stochastic automatic differentiation (with applications to initial margin valuation adjustments)
Fries, Christian
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 103-125
Persistent link: https://www.econbiz.de/10012042220
Saved in:
6
Calculate tail quantiles of compound distributions
Abdymomunov, Azamat
;
Curti, Filippo
;
Kane, Hayden
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012042235
Saved in:
7
Vibrato and automatic differentiation for high-order derivatives and sensitivities of financial options
Pagès, Gilles
;
Pironneau, Olivier
;
Sall, Guillaume
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011976655
Saved in:
8
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
9
Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method
Zhang, Rongju
;
Langrené, Nicolas
;
Tian, Yu
;
Klebaner, …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012065042
Saved in:
10
Kriging metamodels and experimental design for Bermudan option pricing
Ludkovski, Mike
- In:
The journal of computational finance
22
(
2018
)
1
,
pp. 37-77
Persistent link: https://www.econbiz.de/10011890178
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->