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subject:"Monte-Carlo-Simulation"
~accessRights:"restricted"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Monte-Carlo-Simulation
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Analysis
180
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180
Stochastic process
137
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137
Option pricing theory
84
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55
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Su, Fei
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2
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2
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1
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1
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1
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Insurance / Mathematics & economics
8
International journal of theoretical and applied finance
4
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3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
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3
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Finance research letters
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IMA journal of management mathematics
1
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1
International game theory review
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International journal of economics and business research
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International journal of financial engineering
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Opsearch : journal of the Operational Research Society of India
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Production and operations management : the flagship research journal of the Production and Operations Management Society
1
Research in economics : an international review of economics
1
Scandinavian actuarial journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
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ECONIS (ZBW)
63
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Epstein-Zin utility maximization on a random horizon
Aurand, Joshua
;
Huang, Yu-Jui
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1370-1411
Persistent link: https://www.econbiz.de/10014370670
Saved in:
9
Managing medical equipment capacity with early spread of infection in a region
Jain, Apurva
;
Rayal, Swapnil
- In:
Production and operations management : the flagship …
32
(
2023
)
5
,
pp. 1415-1432
Persistent link: https://www.econbiz.de/10014266303
Saved in:
10
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning
;
Zhang, Yumo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
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