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isPartOf:"International journal of theoretical and applied finance"
~subject:"Monte Carlo methods"
~subject:"Stochastic process"
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Monte Carlo methods
Stochastic process
Monte Carlo simulation
42
Monte-Carlo-Simulation
42
Option pricing theory
28
Optionspreistheorie
28
Stochastischer Prozess
12
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International journal of theoretical and applied finance
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
Finance research letters
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Mathematics of operations research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Risks : open access journal
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Journal of empirical finance
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CEMMAP working papers / Centre for Microdata Methods and Practice
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International journal of financial engineering
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied mathematical finance
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CAMA working paper series
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Computers & operations research : and their applications to problems of world concern ; an international journal
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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
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GRIPS discussion papers
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INFORMS journal on computing : JOC
4
Insurance / Mathematics & economics
4
International journal of forecasting
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Journal of economic dynamics & control
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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
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ECONIS (ZBW)
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Monte Carlo derivative pricing with partial information in a class of doubly stochastic poisson processes with marks
Centanni, Silvia
;
Minozzo, Marco
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624500
Saved in:
12
A low-bias simulation scheme for the Sabr Stochastic Volatility model
Chen, Bin
;
Oosterlee, Cornelis W.
;
Weide, Hans van der
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009624504
Saved in:
13
Convenient multiple directions of stratification
Jourdain, Benjamin
;
Lapeyre, Bernard
;
Sabino, Piergiacomo
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 867-897
Persistent link: https://www.econbiz.de/10009380998
Saved in:
14
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
15
Pricing path-dependent options on state dependent volatility models with a Bessel bridge
Campolieti, Giuseppe
;
Makarov, Roman
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 51-88
Persistent link: https://www.econbiz.de/10003415659
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