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~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz im Buch"
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Option Prices with Stochastic...
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Monte Carlo simulation
Option pricing theory
524
Optionspreistheorie
524
Theorie
251
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Stochastic process
95
Stochastischer Prozess
95
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91
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82
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82
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80
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Numerical methods in finance : Bordeaux, June 2010
3
Numerical methods in finance
2
Options : classic approaches to pricing and modelling
2
Applications
1
Applied quantitative finance
1
Aspects of mathematical finance
1
Commercialization and transfer of technology : major country case studies
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
1
Credit risk : models, derivatives, and management
1
Financial derivatives : pricing and risk management
1
Financial ecosystem and strategy in the digital era : global approaches and new opportunities
1
Financial engineering
1
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
1
Forecasting volatility in the financial markets
1
Handbook of research methods and applications in empirical finance
1
Mathematical modeling and numerical methods in finance : special volume
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
Risk management decisions and value under uncertainty
1
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Monte Carlo techniques in pricing and using derivatives
Marshall, Cara M.
- In:
Financial derivatives : pricing and risk management
,
(pp. 425-440)
.
2010
Persistent link: https://www.econbiz.de/10003920439
Saved in:
2
Total risk minimization using Monte Carlos simulations
Coleman, Thomas F.
;
Li, Yuying
;
Patron, Maria-Christina
- In:
Financial engineering
,
(pp. 593-635)
.
2008
Persistent link: https://www.econbiz.de/10003567761
Saved in:
3
American option pricing using simulation with an application to the GARCH model
Stentoft, Lars
- In:
Handbook of research methods and applications in …
,
(pp. 114-147)
.
2013
Persistent link: https://www.econbiz.de/10011897373
Saved in:
4
Applying Monte Carlo and real options analysis in licensing negotiations
Khoury, Sam
- In:
Commercialization and transfer of technology : major …
,
(pp. 97-108)
.
2007
Persistent link: https://www.econbiz.de/10011954123
Saved in:
5
Pricing constant maturity floaters with embedded options using Monte-Carlo simulation
Dockner, Engelbert J.
;
Moritsch, Hans
- In:
Financial modelling : proceedings of the 23rd Meeting …
,
(pp. 255-275)
.
1999
Persistent link: https://www.econbiz.de/10001739694
Saved in:
6
Options: a Monte Carlo approach
Boyle, Phelim P.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 233-248)
.
1999
Persistent link: https://www.econbiz.de/10001772457
Saved in:
7
A pricing method for options based on average asset values
Kemna, A. G. Z.
;
Vorst, Ton
- In:
Options : classic approaches to pricing and modelling
,
(pp. 345-360)
.
1999
Persistent link: https://www.econbiz.de/10001772465
Saved in:
8
Advanced Monte Carlo methods for barrier and related exotic options
Gobet, Emmanuel
-
2009
Persistent link: https://www.econbiz.de/10003827024
Saved in:
9
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
10
Pricing American options in an infinite activity Lévy market : Monte Carlo and deterministic approaches using a diffusion approximation
Powers, Lisa J.
;
Nešlehová, Johanna
;
Stephens, David
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 291-321)
.
2012
Persistent link: https://www.econbiz.de/10009577191
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