//--> //--> //--> //-->
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:"International journal of financial engineering"
~subject:"Estimation theory"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Monte Carlo methods
Stochastic process
Monte Carlo simulation
52
Monte-Carlo-Simulation
52
Option pricing theory
36
Optionspreistheorie
36
Stochastischer Prozess
17
Volatility
14
Volatilität
14
Theorie
11
Theory
11
Simulation
9
Monte Carlo
8
Derivat
7
Derivative
7
Option trading
7
Optionsgeschäft
7
Black-Scholes model
6
Black-Scholes-Modell
6
Experiment
4
Hedging
4
CAPM
3
Schätztheorie
3
Statistical distribution
3
Statistische Verteilung
3
option pricing
3
sensitivity analysis
3
American options
2
Analysis
2
Bermudan options
2
Credit risk
2
Greece
2
Griechenland
2
Heston model
2
Kleinste-Quadrate-Methode
2
Kreditrisiko
2
Least squares method
2
Markov chain
2
Markov-Kette
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Kouritzin, Michael A.
2
Oosterlee, Cornelis W.
2
Benedetti, Giuseppe
1
Benth, Fred Espen
1
Bernard, Carole
1
Bojarčenko, Svetlana I.
1
Bottasso, Anna
1
Briani, Maya
1
Campolieti, Giuseppe
1
Caramellino, Lucia
1
Centanni, Silvia
1
Chen, Bin
1
Cherif, Sidi Mohamed Lalaoui Ben
1
Cui, Zhenyu
1
Eddahbi, M'hamed
1
Felten, Björn
1
Fusaro, Michelangelo
1
Gao, Xin
1
Giribone, Pier Giuseppe
1
Grzelak, Lech A.
1
Joshi, Mark S.
1
Jourdain, Benjamin
1
Karlsson, Patrik
1
Kiesel, Rüdiger
1
Kremer, Marcel
1
Kwon, Oh Kang
1
Lapeyre, Bernard
1
Levendorskij, Sergej Z.
1
Liu, Chen
1
MacKay, Anne
1
Makarov, Roman
1
McLeish, Don L.
1
Mehrdoust, Farshid
1
Mi, Yanhui
1
Minozzo, Marco
1
Nasroallah, Abdelaziz
1
Peng, Qidi
1
Sabino, Piergiacomo
1
Samimi, Oldouz
1
Schellhorn, Henry
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
International journal of financial engineering
Journal of econometrics
49
Computational economics
30
Econometric reviews
30
Discussion paper / Tinbergen Institute
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Economics letters
24
European journal of operational research : EJOR
21
The journal of computational finance
21
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Applied economics
16
Quantitative finance
16
Economic modelling
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
Journal of risk and financial management : JRFM
14
The econometrics journal
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Risks : open access journal
13
Working paper / National Bureau of Economic Research, Inc.
13
Applied economics letters
12
Econometric theory
11
Energy economics
11
Finance research letters
11
Journal of economic dynamics & control
11
NBER Working Paper
11
Finance and stochastics
10
Journal of the American Statistical Association : JASA
10
Working paper
10
Econometrics : open access journal
9
Mathematics of operations research
9
NBER working paper series
9
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
8
Discussion paper series / IZA
8
Insurance / Mathematics & economics
7
International journal of forecasting
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Operations research
7
Economics working paper
6
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investment certificates pricing using a Quasi-Monte Carlo framework : case-studies based on the Italian market
Bottasso, Anna
;
Fusaro, Michelangelo
;
Giribone, Pier …
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014444661
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
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:
5
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:
6
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:
7
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:
8
Finite element based Monte Carlo simulation of options on Lévy driven assets
Karlsson, Patrik
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011922968
Saved in:
9
Pricing multi-asset American option under Heston stochastic volatility model
Samimi, Oldouz
;
Mehrdoust, Farshid
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011923057
Saved in:
10
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->