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subject:"Monte-Carlo-Simulation"
~isPartOf:"Annals of operations research"
~isPartOf:"Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen"
~subject:"Stochastic process"
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Monte-Carlo-Simulation
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Annals of operations research
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
Discussion papers of interdisciplinary research project 373
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International journal of theoretical and applied finance
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Insurance / Mathematics & economics
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The journal of computational finance
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and stochastics
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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CESifo working papers
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International journal of financial engineering
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Journal of economic dynamics & control
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Risks : open access journal
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SFB 649 discussion paper
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann
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2019
Persistent link: https://www.econbiz.de/10012149431
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2
ML-estimation of sampled stochastic differential equations
Singer, Hermann
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2009
Persistent link: https://www.econbiz.de/10003876985
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3
Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
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2008
Persistent link: https://www.econbiz.de/10003795449
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Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
Kloeden, Peter E.
;
Neuenkirch, Andreas
;
Pavani, Raffaella
-
2011
Persistent link: https://www.econbiz.de/10009305696
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