//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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:"Carlo"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Volatility
Bayes-Statistik
48
Bayesian inference
48
Theorie
45
Theory
45
Monte Carlo simulation
34
Estimation
14
Schätzung
14
Stochastic process
13
Stochastischer Prozess
13
Forecasting model
12
Prognoseverfahren
12
Estimation theory
11
Schätztheorie
11
Option pricing theory
9
Optionspreistheorie
9
Markov chain
8
Markov-Kette
8
Probability theory
7
Simulation
7
Wahrscheinlichkeitsrechnung
7
Bayesian estimation
6
Mathematical programming
6
Mathematische Optimierung
6
Mortality
6
Portfolio selection
6
Portfolio-Management
6
Sterblichkeit
6
Derivat
5
Derivative
5
Heuristics
5
Heuristik
5
Regression analysis
5
Regressionsanalyse
5
Sampling
5
Stichprobenerhebung
5
Volatilität
5
Algorithm
4
Algorithmus
4
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Language
All
English
37
Author
All
Avanzi, Benjamin
2
Chen, Jun-Home
2
Kim, Geonwoo
2
Lian, Yu-Min
2
Liao, Szu-Lang
2
Wong, Bernard
2
Yang, Xinda
2
Alem, Douglas
1
Alfonsi, Aurélien
1
Almada-Lobo, Bernardo
1
Amorim, Pedro
1
Başoğlu, İsmail
1
Beetsma, Roel
1
Bhattacharyya, Dhrubasish
1
Bian, Zhicun
1
Borodin, Valeria
1
Broeders, Dirk W. G. A.
1
Chang, Hao Wen
1
Chang, Tsangyao
1
Chen, Cathy W. S.
1
Chen, Damiaan H. J.
1
Chen, Dengsheng
1
Chen, Naiwei
1
Chen, Yu-Ting
1
Cherchali, Adel
1
Chiu, Chun-Yuan
1
Chou, Xiaochen
1
Curcio, Eduardo
1
Dai, Tian-Shyr
1
Dauzère-Péres, Stéphane
1
De Causmaecker, Patrick
1
Denault, Michel
1
Fang, Runhuan
1
Flores-Gómez, Mario
1
Floryszczak, Anthony
1
Forster, Jonathan J.
1
Fung, Man Chung
1
Gambardella, Luca Maria
1
Goffard, Pierre-Olivier
1
Guo, Xu
1
more ...
less ...
Published in...
All
Computers & operations research : and their applications to problems of world concern ; an international journal
Insurance / Mathematics & economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
50
Computational economics
46
European journal of operational research : EJOR
46
Quantitative finance
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Econometric reviews
33
Journal of applied econometrics
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Energy economics
29
The journal of computational finance
28
Economics letters
26
International journal of forecasting
25
Applied economics
20
Finance research letters
20
Applied economics letters
15
Discussion paper / Centre for Economic Policy Research
15
Economic modelling
15
International journal of theoretical and applied finance
14
Journal of economic dynamics & control
12
Operations research
12
International journal of production research
11
Discussion papers / CEPR
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Operations research letters
10
SpringerLink / Bücher
10
Working paper / National Bureau of Economic Research, Inc.
10
Journal of empirical finance
9
Oxford bulletin of economics and statistics
9
International journal of financial engineering
8
Journal of banking & finance
8
Journal of forecasting
8
Journal of the Operational Research Society
8
Journal of time series econometrics
8
Mathematics of operations research
8
Econometric theory
7
International journal of production economics
7
Journal of mathematical finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exploring search space trees using an adapted version of Monte
Carlo
tree search for combinatorial optimization problems
Jooken, Jorik
;
Leyman, Pieter
;
Wauters, Tony
;
De …
- In:
Computers & operations research : and their …
150
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013485774
Saved in:
2
Maximizing the service level on the makespan in the stochastic flexible job-shop scheduling problem
Flores-Gómez, Mario
;
Borodin, Valeria
; …
- In:
Computers & operations research : and their …
157
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014320993
Saved in:
3
Optimal reinsurance-investment game for two insurers with SAHARA utilities under correlated markets
Chen, Dengsheng
;
Lu, Zhengyang
;
He, Yong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014485260
Saved in:
4
Multilevel Monte-
Carlo
for computing the SCR with the standard formula and other stress tests
Alfonsi, Aurélien
;
Cherchali, Adel
;
Infante, Arturo
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 234-260
Persistent link: https://www.econbiz.de/10012622391
Saved in:
5
Approximate Bayesian Computations to fit and compare insurance loss models
Goffard, Pierre-Olivier
;
Laub, Patrick J.
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 350-371
Persistent link: https://www.econbiz.de/10012622398
Saved in:
6
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
Saved in:
7
Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
Chen, Jun-Home
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013449359
Saved in:
8
Option pricing with the control variate technique beyond Monte
Carlo
simulation
Chiu, Chun-Yuan
;
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
;
Liu, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013539074
Saved in:
9
Sample recycling method : a new approach to efficient nested Monte
Carlo
simulations
Fang, Runhuan
;
Li, Peng
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 336-359
Persistent link: https://www.econbiz.de/10013349067
Saved in:
10
Valuation of callable accreting interest rate swaps : least squares Monte-
Carlo
method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->