//--> //--> //-->
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
accessRights:"restricted"
subject:"Monte Carlo simulation"
~person:"Cui, Zhenyu"
~subject:"Maximum likelihood estimation"
~subject:"Stochastic process"
~type:"article"
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_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Maximum likelihood estimation
Stochastic process
Estimation theory
8
Schätztheorie
8
Option pricing theory
3
Optionspreistheorie
3
Simulation
3
Stochastischer Prozess
3
Derivat
2
Derivative
2
Simulation optimization
2
Statistical distribution
2
Statistische Verteilung
2
Time series analysis
2
Unbiased estimation
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
3/2 model
1
ARCH model
1
ARCH-Modell
1
Affine GARCH models
1
Analysis of variance
1
Bias
1
Computing budget allocation
1
Cumulative costs
1
Diffusion limits
1
Hermite series
1
Heston model
1
Infinitesimal perturbation analysis
1
Likelihood ratio
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option delta
1
Realized variance
1
Stochastic gradient
1
Swap
1
Systematischer Fehler
1
VIX derivatives
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Cui, Zhenyu
Tsionas, Efthymios G.
15
Lee, Lung-fei
12
Jin, Fei
7
Li, Yong
6
Parmeter, Christopher F.
6
Todorov, Viktor
6
Tran, Kien C.
6
Dufour, Jean-Marie
5
Kumbhakar, Subal
5
Li, Dong
5
Li, Jia
5
Li, Kunpeng
5
Park, Joon Y.
5
Francq, Christian
4
Gao, Jiti
4
Horrace, William C.
4
Koopman, Siem Jan
4
Kristensen, Dennis
4
Lam, Henry
4
Lucas, André
4
Peng, Yijie
4
Pfaffermayr, Michael
4
Robinson, Peter M.
4
Tauchen, George Eugene
4
Wang, Hansheng
4
Yu, Jihai
4
Zhang, Xibin
4
Bai, Jushan
3
Blasques, Francisco
3
Boubaker, Heni
3
Boudreault, Mathieu
3
Cai, Jun
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Fu, Michael
3
Heidergott, Bernd
3
Hong, Han
3
Kim, Donggyu
3
Lai, Hung-pin
3
more ...
less ...
Published in...
All
Operations research letters
2
INFORMS journal on computing : JOC
1
International journal of financial engineering
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient
Cui, Zhenyu
;
Liu, Yanchu
;
Wang, Ruodu
- In:
Operations research letters
50
(
2022
)
2
,
pp. 199-204
Persistent link: https://www.econbiz.de/10013192693
Saved in:
2
On the optimal design of the randomized unbiased Monte Carlo estimators
Cui, Zhenyu
;
Lee, Chihoon
;
Zhu, Lingjiong
;
Zhu, Yunfan
- In:
Operations research letters
49
(
2021
)
4
,
pp. 477-484
Persistent link: https://www.econbiz.de/10012649016
Saved in:
3
On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu
;
Fu, Michael
;
Hu, Jian-Qiang
;
Liu, Yanchu
; …
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 390-407
Persistent link: https://www.econbiz.de/10012242769
Saved in:
4
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->