//--> //--> //--> //-->
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
type_genre:"Handbuch"
~subject:"Option pricing theory"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie"
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:"Monte-Carlo-Methode"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Monte Carlo simulation
199
Monte-Carlo-Simulation
199
Theorie
84
Theory
84
Bayes-Statistik
25
Bayesian inference
25
Optionspreistheorie
24
Markov chain
23
Markov-Kette
23
Simulation
23
Estimation theory
21
Schätztheorie
21
Stochastic process
19
Stochastischer Prozess
19
Risikomanagement
16
Risk management
16
Forecasting model
14
Prognoseverfahren
14
Time series analysis
14
Zeitreihenanalyse
14
Volatility
12
Volatilität
12
Estimation
10
Portfolio selection
10
Portfolio-Management
10
Schätzung
10
Statistical distribution
8
Statistische Verteilung
8
USA
8
United States
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Deutschland
7
Germany
7
Panel
7
Panel study
7
Risiko
7
Risk
7
Capital income
6
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Handbuch
Aufsatz im Buch
Bibliografie
Article in journal
416
Aufsatz in Zeitschrift
416
Graue Literatur
61
Non-commercial literature
61
Arbeitspapier
60
Working Paper
60
Book section
24
Hochschulschrift
12
Thesis
11
Collection of articles of several authors
4
Sammelwerk
4
Lehrbuch
3
Textbook
3
Reprint
2
Bibliografie enthalten
1
Bibliography included
1
Collection of articles written by one author
1
Conference paper
1
Conference proceedings
1
Forschungsbericht
1
Konferenzbeitrag
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Sammlung
1
more ...
less ...
Language
All
English
24
Author
All
Aksoy, Tamer
1
Akyildirim, Erdinc
1
Auer, M.
1
Belomestny, Denis
1
Biffl, S.
1
Bouchard, Bruno
1
Boyle, Phelim P.
1
Coleman, Thomas F.
1
Del Moral, Pierre
1
Dockner, Engelbert J.
1
Fabozzi, Frank J.
1
Fournié, E.
1
Gobet, Emmanuel
1
Goncu, Ahmet
1
Jiang, George J.
1
Johannes, Michael
1
Kemna, A. G. Z.
1
Khoury, Sam
1
Lamberton, Damien
1
Lasry, J. M.
1
Li, Yuying
1
Marshall, Cara M.
1
Milʹstejn, Grigorij N.
1
Moreno, Manuel
1
Moritsch, Hans
1
Newton, Nigel J.
1
Nešlehová, Johanna
1
Patron, Maria-Christina
1
Polson, Nicholas G.
1
Powers, Lisa J.
1
Rubenthaler, Sylvain
1
Rémillard, Bruno
1
Sensoy, Ahmet
1
Serrano, Pedro
1
Stentoft, Lars
1
Stephens, David
1
Tam, Chun Ming
1
Tang, J.
1
Touzi, Nizar
1
Vorst, Ton
1
more ...
less ...
Published in...
All
Numerical methods in finance : Bordeaux, June 2010
3
Numerical methods in finance
2
Options : classic approaches to pricing and modelling
2
Applications
1
Applied quantitative finance
1
Aspects of mathematical finance
1
Commercialization and transfer of technology : major country case studies
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
1
Credit risk : models, derivatives, and management
1
Financial derivatives : pricing and risk management
1
Financial ecosystem and strategy in the digital era : global approaches and new opportunities
1
Financial engineering
1
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
1
Forecasting volatility in the financial markets
1
Handbook of research methods and applications in empirical finance
1
Internet finance and digital economy : advances in digital economy and data analysis technology : the 2nd International Conference on Internet Finance and Digital Economy, Kuala Lumpur, Malaysia, 19 - 21 August 2022
1
Mathematical modeling and numerical methods in finance : special volume
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
Risk management decisions and value under uncertainty
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing Asian option and lookback option with Monte Carlo method
Yiyang Lu
- In:
Internet finance and digital economy : advances in …
,
(pp. 329-338)
.
2024
Persistent link: https://www.econbiz.de/10014534116
Saved in:
2
Statistical arbitrage in jump-diffusion models with compound Poisson processes
Akyildirim, Erdinc
;
Fabozzi, Frank J.
;
Goncu, Ahmet
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1357-1371)
.
2022
Persistent link: https://www.econbiz.de/10013342121
Saved in:
3
An applied approach to valuation of securitized balance sheet assets based on Monte Carlo Simulation with special reference to Turkish finance sector
Aksoy, Tamer
;
Yuzbasıoglu, Nuray
- In:
Financial ecosystem and strategy in the digital era : …
,
(pp. 379-398)
.
2021
Persistent link: https://www.econbiz.de/10012615121
Saved in:
4
Fractional Brownian motions in financial models and their Monte Carlo simulation
Tam, Chun Ming
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 133-176)
.
2014
Persistent link: https://www.econbiz.de/10010359856
Saved in:
5
American option pricing using simulation with an application to the GARCH model
Stentoft, Lars
- In:
Handbook of research methods and applications in …
,
(pp. 114-147)
.
2013
Persistent link: https://www.econbiz.de/10011897373
Saved in:
6
Pricing American options in an infinite activity Lévy market : Monte Carlo and deterministic approaches using a diffusion approximation
Powers, Lisa J.
;
Nešlehová, Johanna
;
Stephens, David
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 291-321)
.
2012
Persistent link: https://www.econbiz.de/10009577191
Saved in:
7
Monte-Carlo valuation of American options : facts and new algorithms to improve existing methods
Bouchard, Bruno
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 215-255)
.
2012
Persistent link: https://www.econbiz.de/10009577193
Saved in:
8
Monte Carlo approximations of American options that preserve monotonicity and convexity
Del Moral, Pierre
;
Rémillard, Bruno
;
Rubenthaler, Sylvain
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 115-143)
.
2012
Persistent link: https://www.econbiz.de/10009577196
Saved in:
9
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
10
Monte Carlo techniques in pricing and using derivatives
Marshall, Cara M.
- In:
Financial derivatives : pricing and risk management
,
(pp. 425-440)
.
2010
Persistent link: https://www.econbiz.de/10003920439
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->