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type_genre:"Article in journal"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Monte Carlo simulation"
~subject:"Stochastic process"
~type_genre:"Aufsatzsammlung"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Stochastic process
Estimation theory
39
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11
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Albanese, Claudio
1
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1
Chen, Tzu-ying
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Jourdain, Benjamin
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1
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International journal of theoretical and applied finance
Journal of econometrics
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Econometric reviews
36
Economics letters
35
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27
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24
European journal of operational research : EJOR
22
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The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometrics : open access journal
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9
Operations research letters
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1
Least squares Monte Carlo credit value adjustment with small and unidirectional bias
Joshi, Mark S.
;
Kwon, Oh Kang
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686744
Saved in:
2
Strong convergence for Euler-Maruyama and Milstein schemes with asymptotic method
Tanaka, Hideyuki
;
Yamada, Toshihiro
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010363902
Saved in:
3
VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
Saved in:
4
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko
;
Takehara, Kohta
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Saved in:
5
Exact simulation of the 3/2 model
Baldeaux, jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009672611
Saved in:
6
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:
7
Kernel convergence estimates for diffusions with continuous coefficients
Albanese, Claudio
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 979-1004
Persistent link: https://www.econbiz.de/10009407684
Saved in:
8
On the impact of hidden trends for a compound poisson model with pareto-type claims
Grandits, Peter
;
Kainhofer, Reinhold
;
Temnov, Grigory
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 959-978
Persistent link: https://www.econbiz.de/10008905099
Saved in:
9
Efficient, almost exact simulation of the heston stochastic volatility model
van Haastrecht, Alexander
;
Pelsser, Antoon André Jean
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10008860425
Saved in:
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