//--> //--> //--> //-->
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:"Monte-Carlo-Simulation"
~accessRights:"restricted"
~subject:"Kontrolltheorie"
~subject:"Theory"
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:"Calculus"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Kontrolltheorie
Theory
Analysis
209
Mathematical analysis
209
Stochastic process
145
Stochastischer Prozess
145
Option pricing theory
90
Optionspreistheorie
90
Theorie
74
Volatility
30
Volatilität
30
Portfolio selection
23
Portfolio-Management
23
Experiment
22
Black-Scholes model
21
Black-Scholes-Modell
21
Risiko
20
Risk
20
Control theory
19
Estimation theory
18
Schätztheorie
18
Derivat
16
Derivative
16
Backward stochastic differential equation
14
Finanzmathematik
14
Hedging
14
Mathematical finance
14
Mathematical programming
14
Mathematics
14
Mathematik
14
Mathematische Optimierung
14
Option trading
13
Optionsgeschäft
13
Stochastic differential equations
13
stochastic differential equation
11
Time series analysis
10
Uncertainty theory
10
Zeitreihenanalyse
10
Monte Carlo simulation
9
more ...
less ...
Online availability
All
Undetermined
Free
164
Type of publication
All
Article
82
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
81
Aufsatz in Zeitschrift
81
Lehrbuch
6
Textbook
4
Arbeitspapier
3
Graue Literatur
3
Hochschulschrift
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
95
German
6
Author
All
Chan, Kung-sik
2
Chiu, Mei Choi
2
Djehiche, Boualem
2
Kouritzin, Michael A.
2
Madsen, Henrik
2
Marquardt, Teresa
2
Mickel, Annalena
2
Neuenkirch, Andreas
2
Pfeifer, Andreas
2
Su, Fei
2
Wels, Annalena
2
Wong, Hoi Ying
2
Xu, Zeshui
2
Yan, Tingjin
2
Yu, Shan
2
Zhang, Yumo
2
A, Chunxiang
1
Alia, Ishak
1
Anand, Adarsh
1
Aurand, Joshua
1
Bakan, Hacer Öz
1
Barth, Andrea
1
Başar, Tamer
1
Bender, Vivien
1
Bhatnagar, Shalabh
1
Bouziane, Markus
1
Brachetta, M.
1
Cai, Yongyang
1
Carr, Peter
1
Cartea, Álvaro
1
Ceci, C.
1
Chen, Yi
1
Chevalier, Etienne
1
Chighoub, Farid
1
Cohen, Asaf
1
Cozma, Andrei
1
Cuchiero, Christa
1
Cupidon, Jean René
1
Dang, Duy Minh
1
Dewynne, Jeff N.
1
more ...
less ...
Institution
All
Springer Fachmedien Wiesbaden
3
Springer-Verlag GmbH
1
Published in...
All
Insurance / Mathematics & economics
9
International journal of theoretical and applied finance
7
Mathematics of operations research
5
Applied mathematical finance
4
Dynamic games and applications : DGA
4
Springer eBook Collection
4
Finance and stochastics
3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
3
Journal of mathematical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Quantitative finance
3
SpringerLink / Bücher
3
Annals of finance
2
Discussion paper / Centre for Economic Policy Research
2
International journal of forecasting
2
Lehrbuch
2
Operations research
2
The journal of computational finance
2
The journal of computational finance : JFC
2
BestMasters
1
Computational Management Science : CMS
1
Computational economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic modelling
1
Essentials
1
Finance research letters
1
IMA journal of management mathematics
1
Information systems research : ISR
1
International game theory review
1
International journal of economics and business research
1
International journal of financial engineering
1
Journal of Eastern Europe research in business & economics : JEERBE
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Journal of mathematical economics
1
Lecture Notes in Economics and Mathematical Systems
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
more ...
less ...
Source
All
ECONIS (ZBW)
101
Showing
1
-
10
of
101
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantum-inspired variational algorithms for partial differential equations : application to financial derivative pricing
Zhao, Tianchen
;
Sun, Chuhao
;
Cohen, Asaf
;
Stokes, James
; …
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014551890
Saved in:
2
Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator
El Asri, Brahim
;
Ourkiya, Nacer
- In:
Dynamic games and applications : DGA
14
(
2024
)
3
,
pp. 549-577
Persistent link: https://www.econbiz.de/10014556746
Saved in:
3
Continuous-time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations
Wang, Ziheng
;
Sirignano, Justin
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 348-424
Persistent link: https://www.econbiz.de/10014514766
Saved in:
4
Sharp L¹-approximation of the log-Heston stochastic differential equation by Euler-type methods
Mickel, Annalena
;
Neuenkirch, Andreas
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 67-100
Persistent link: https://www.econbiz.de/10014342066
Saved in:
5
Uncertain hypothesis test for uncertain differential equations
Ye, Tingqing
;
Liu, Baoding
- In:
Fuzzy optimization and decision making : a journal of …
22
(
2023
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10014251883
Saved in:
6
Optimization under rational expectations : a framework of fully coupled forward-backward stochastic linear quadratic systems
Hu, Mingshang
;
Ji, Shaolin
;
Xue, Xiaole
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1767-1790
Persistent link: https://www.econbiz.de/10014329362
Saved in:
7
Stochastic differential equations in L p-spaces
Floros, Christos
;
Gillas, Konstantinos Gkillas
; …
- In:
Operational Research Methods in Business, Finance and …
,
(pp. 1-6)
.
2023
Persistent link: https://www.econbiz.de/10014319826
Saved in:
8
Sharp L¹-approximation of the log-Heston stochastic differential equation by Euler-type methods
Mickel, Annalena
;
Neuenkirch, Andreas
- In:
The journal of computational finance : JFC
26
(
2023
)
4
,
pp. 67-100
Persistent link: https://www.econbiz.de/10014486902
Saved in:
9
Neural stochastic differential equations for conditional time series generation using the Signature-Wasserstein-1 metric
Díaz Lozano, Pere
;
Lozano Bagén, Toni
;
Vives, Josep
- In:
The journal of computational finance : JFC
27
(
2023
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014486922
Saved in:
10
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->