//--> //--> //--> //-->
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
subject:"Germany"
~isPartOf:"The journal of computational finance"
~subject:"Korrelation"
~subject:"Monte Carlo simulation"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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
Germany
Korrelation
Monte Carlo simulation
Schätztheorie
Estimation theory
15
Monte-Carlo-Simulation
6
Option pricing theory
5
Optionspreistheorie
5
Portfolio selection
4
Portfolio-Management
4
Stochastic process
4
Stochastischer Prozess
4
Correlation
3
Greece
3
Griechenland
3
Analysis
2
Estimation
2
Mathematical analysis
2
Monte Carlo
2
Regression analysis
2
Regressionsanalyse
2
Risikomaß
2
Risk measure
2
Sampling
2
Schätzung
2
Simulation
2
Statistical distribution
2
Statistische Verteilung
2
Stichprobenerhebung
2
local correlation
2
variance reduction
2
Bayes-Statistik
1
Bayesian inference
1
Black-Scholes model
1
Devisenmarkt
1
Dykstra's algorithm
1
Erwartungsbildung
1
Exchange rate
1
Expectation formation
1
Fong-Vasicek (FV) model
1
Foreign exchange market
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
15
Language
All
English
15
Author
All
Koster, Frank
2
Badouraly Kassim, Laetitia
1
Bouev, Maxim
1
Coskun, Sema
1
Desmettre, Sascha
1
Fu, Haifeng
1
Giles, Michael B.
1
Glasserman, Paul
1
Gupta, Alok
1
Guyon, Julien
1
Haji-Ali, Abdul-Lateef
1
Hamza, Kais
1
Itkin, Andrey
1
Jin, Xing
1
Klebaner, Fima C.
1
Korn, Ralf
1
Langrené, Nicolas
1
Lelong, Jérôme
1
Liu, Zongjian
1
Loumrhari, Imane
1
Manaev, Ilya
1
Minabutdinov, Aleksey
1
Oeltz, Daniel
1
Pan, Guangming
1
Pan, Zhibin
1
Pang, Tao
1
Rehmet, Achim
1
Reisinger, Christoph
1
Takahashi, Akihiko
1
Teng, Long
1
Tian, Yu
1
Tsuzuki, Yukihiro
1
Yang, Yanrong
1
Zhang, Rongju
1
Zhao, Yang
1
more ...
less ...
Published in...
All
The journal of computational finance
Journal of econometrics
1,601
Economics letters
961
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
449
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
272
Journal of applied econometrics
220
Applied economics letters
198
Oxford bulletin of economics and statistics
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
European journal of operational research : EJOR
179
Applied economics
169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
International journal of forecasting
153
Econometrics : open access journal
152
The review of economics and statistics
148
Economic modelling
139
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Insurance / Mathematics & economics
117
Computational economics
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
Statistical papers
102
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
91
The review of economic studies
86
American journal of agricultural economics
77
Journal of empirical finance
75
Journal of banking & finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Annales d'économie et de statistique
69
Finance research letters
69
Metrika : international journal for theoretical and applied statistics
68
Operations research
63
Empirical economics : a quarterly journal of the Institute for Advanced Studies
62
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
60
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Subsampling and other considerations for efficient risk estimation in large portfolios
Giles, Michael B.
;
Haji-Ali, Abdul-Lateef
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 113-140
Persistent link: https://www.econbiz.de/10014546280
Saved in:
2
A review of tree-based approaches to solving forward-backward stochastic differential equations
Teng, Long
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 125-159
Persistent link: https://www.econbiz.de/10012873086
Saved in:
3
A simple and robust approach for expected shortfall estimation
Pan, Zhibin
;
Pang, Tao
;
Zhao, Yang
- In:
The journal of computational finance
25
(
2021
)
1
,
pp. 77-107
Persistent link: https://www.econbiz.de/10012672323
Saved in:
4
Finding the nearest covariance matrix : the foreign exchange market case
Minabutdinov, Aleksey
;
Manaev, Ilya
;
Bouev, Maxim
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 103-127
Persistent link: https://www.econbiz.de/10012543624
Saved in:
5
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
6
Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method
Zhang, Rongju
;
Langrené, Nicolas
;
Tian, Yu
;
Klebaner, …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012065042
Saved in:
7
A pairwise local correlation model
Koster, Frank
;
Oeltz, Daniel
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012042217
Saved in:
8
Monte Carlo payoff smoothing for pricing autocallable instruments
Koster, Frank
;
Rehmet, Achim
- In:
The journal of computational finance
21
(
2017/2018
)
4
,
pp. 59-77
Persistent link: https://www.econbiz.de/10011848407
Saved in:
9
Calibration of local correlation models to basket smiles
Guyon, Julien
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 1-51
Persistent link: https://www.econbiz.de/10011691606
Saved in:
10
Efficient solution of backward jump-diffusion partial integro-differential equations with splitting and matrix exponentials
Itkin, Andrey
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 29-70
Persistent link: https://www.econbiz.de/10011563465
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->