//--> //--> //-->
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:"Stochastic process"
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
Stochastic process
Option pricing theory
6
Optionspreistheorie
6
Markov chain
5
Markov-Kette
5
Continuous-time Markov chain
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
Griechenland
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
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Cui, Zhenyu
Chambers, Marcus J.
3
Ferrari, Giorgio
3
Park, Joon Y.
3
Riedel, Frank
3
Steg, Jan-Henrik
3
Thornton, Michael A.
3
Benth, Fred Espen
2
De Angelis, Tiziano
2
Elliott, Robert J.
2
Gapeev, Pavel V.
2
Hayo, Bernd
2
Herzberg, Frederik
2
Kirkby, J. Lars
2
Klein, Nicolas Alexandre
2
Lu, Ye
2
Ma, Jingtang
2
Magnus, Jan R.
2
Martyr, Randall
2
Moriarty, John
2
Müller, Gernot
2
Niehof, Britta
2
Parra-Alvarez, Juan Carlos
2
Pijls, Henk G. J.
2
Sentana, Enrique
2
Taub, Bart
2
Tong, Zhigang
2
Yang, Wensheng
2
Yu, Jun
2
Zhou, Zhou
2
Ackermann, Julia
1
Aivaliotis, Georgios
1
Bazizi, Lydia
1
Bellocchi, Alessandro
1
Ben Abdellah, Amal
1
Biessy, Guillaume
1
Bimpikis, Kostas
1
Blanco, Sara Ana Solanilla
1
Brandeau, Margaret L.
1
Brockhaus, Oliver
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1
Journal of economic dynamics & control
1
Mathematical methods of operations research : ZOR
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Analysis of VIX-linked fee incentives in variable annuities via
continuous-time
Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
Saved in:
2
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
3
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:
4
A general framework for time-changed Markov processes and applications
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 785-800
Persistent link: https://www.econbiz.de/10011987591
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->