//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"Finance research letters"
~subject:"Monte Carlo methods"
~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_exact:"Monte Carlo method"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo methods
Stochastic process
Monte Carlo simulation
62
Monte-Carlo-Simulation
62
Option pricing theory
35
Optionspreistheorie
35
Stochastischer Prozess
20
Volatility
18
Volatilität
18
Theorie
17
Theory
17
Simulation
13
Derivat
9
Derivative
9
Option trading
8
Optionsgeschäft
8
Estimation theory
7
Schätztheorie
7
Stochastic volatility
7
Black-Scholes model
6
Black-Scholes-Modell
6
Markov chain
5
Markov-Kette
5
Monte Carlo
5
Hedging
4
American options
3
Bayes-Statistik
3
Bayesian inference
3
CAPM
3
Credit risk
3
Kleinste-Quadrate-Methode
3
Kreditrisiko
3
Least squares method
3
Option pricing
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Yield curve
3
Zinsstruktur
3
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Kouritzin, Michael A.
2
Oosterlee, Cornelis W.
2
Aintablian, Sebouh
1
Benedetti, Giuseppe
1
Benth, Fred Espen
1
Bernard, Carole
1
Bojarčenko, Svetlana I.
1
Briani, Maya
1
Buchner, Axel
1
Campolieti, Giuseppe
1
Caramellino, Lucia
1
Centanni, Silvia
1
Chen, Bin
1
Cherif, Sidi Mohamed Lalaoui Ben
1
Cui, Zhenyu
1
EL Khoury, Wissam
1
Eddahbi, M'hamed
1
El-Khatib, Youssef
1
Felten, Björn
1
Goutte, Stéphane
1
Grzelak, Lech A.
1
He, Jia
1
Jia, Jiayi
1
Jiang, Jingjing
1
Jourdain, Benjamin
1
Kiesel, Rüdiger
1
Kremer, Marcel
1
Lai, Yongzeng
1
Lapeyre, Bernard
1
Laurini, Márcio Poletti
1
Levendorskij, Sergej Z.
1
Li, Lin
1
Liu, Chen
1
MacKay, Anne
1
Makarov, Roman
1
Makumbe, Zororo S.
1
Mauad, Roberto Baltieri
1
McLeish, Don L.
1
Minozzo, Marco
1
Nasroallah, Abdelaziz
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Finance research letters
Discussion paper / Tinbergen Institute
16
Journal of econometrics
14
Quantitative finance
14
The journal of computational finance
14
Computational economics
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Econometric reviews
12
European journal of operational research : EJOR
11
Journal of risk and financial management : JRFM
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Energy economics
9
Finance and stochastics
8
Mathematics of operations research
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Risks : open access journal
7
Journal of empirical finance
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
International journal of financial engineering
5
SFB 649 discussion paper
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Working paper
5
Applied economics
4
Applied mathematical finance
4
CAMA working paper series
4
Computers & operations research : and their applications to problems of world concern ; an international journal
4
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Economic modelling
4
GRIPS discussion papers
4
INFORMS journal on computing : JOC
4
Insurance / Mathematics & economics
4
International journal of forecasting
4
Journal of economic dynamics & control
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of mathematical finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Asia-Pacific financial markets
3
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
Finance research letters
44
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014494891
Saved in:
2
Branching particle pricers with heston examples
Kouritzin, Michael A.
;
MacKay, Anne
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012270887
Saved in:
3
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
4
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
5
Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu
;
Wang, Xiaona
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
Saved in:
6
Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012019776
Saved in:
7
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
8
American option pricing with regression : convergence analysis
Liu, Chen
;
Schellhorn, Henry
;
Peng, Qidi
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012183261
Saved in:
9
Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
10
Explicit Heston solutions and stochastic approximation for path-dependent option pricing
Kouritzin, Michael A.
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011846484
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->