//--> //--> //-->
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
~person:"Cui, Zhenyu"
~subject:"Griechenland"
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
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Griechenland
Option pricing theory
6
Optionspreistheorie
6
Markov chain
5
Markov-Kette
5
Continuous-time Markov chain
4
Stochastic process
4
Stochastischer Prozess
4
Option pricing
3
Option trading
3
Optionsgeschäft
3
Continuous-time Markov chains
2
Finance
2
Markov process
2
Volatility
2
Volatilität
2
American option pricing
1
American options
1
Asian option
1
Bermudan options
1
Black-Scholes model
1
Black-Scholes-Modell
1
Convergence rates
1
Derivat
1
Derivative
1
Early exercise premium
1
Greece
1
Greeks
1
Heston model
1
Integral equation
1
Laplace Transform
1
Laplace inversion
1
Laplace transform
1
Local time
1
Non-uniform grids
1
Optimal stopping
1
Path-dependent options
1
Private Altersvorsorge
1
Private retirement provision
1
Probability theory
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Cui, Zhenyu
Ma, Jingtang
1
Yang, Wensheng
1
Published in...
All
Mathematical methods of operations research : ZOR
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Analysis of Markov chain approximation for Asian options and occupation-time derivatives : Greeks and convergence rates
Yang, Wensheng
;
Ma, Jingtang
;
Cui, Zhenyu
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 359-412
Persistent link: https://www.econbiz.de/10012548535
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->