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~isPartOf:"Computational economics"
~subject:"Option pricing theory"
~subject:"Simulation"
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Option pricing theory
Simulation
Agent-based modeling
105
Agentenbasierte Modellierung
105
Theorie
101
Theory
101
Monte Carlo simulation
66
Monte-Carlo-Simulation
66
Estimation theory
29
Schätztheorie
29
Optionspreistheorie
23
Stochastic process
19
Stochastischer Prozess
19
Time series analysis
18
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Boubaker, Heni
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Computational economics
International journal of production research
541
European journal of operational research : EJOR
347
International journal of production economics
213
Europäische Hochschulschriften / 5
106
EUROMOD working paper series
101
SpringerLink / Bücher
101
Discussion paper / Center for Economic Research, Tilburg University
88
NBER working paper series
87
Working paper / National Bureau of Economic Research, Inc.
84
Computers & operations research : and their applications to problems of world concern ; an international journal
83
Operations research
83
Economic modelling
82
Technological forecasting & social change : an international journal
82
Journal of the Operational Research Society : OR
81
NBER Working Paper
80
Working paper
77
Management science : journal of the Institute for Operations Research and the Management Sciences
76
Health care management science
75
Journal of econometrics
74
Transportation research / E : an international journal
73
Journal of economic dynamics & control
69
Journal of the Operational Research Society
66
Mathematics and Computers in Simulation (MATCOM)
66
Discussion paper series / IZA
65
Renewable Energy
61
Energy economics
60
European Journal of Operational Research
60
The journal of computational finance
59
Energy
58
Omega : the international journal of management science
58
European journal of industrial engineering : EJIE
52
International journal of logistics systems and management
52
Discussion paper / Tinbergen Institute
51
Journal of policy modeling : JPMOD ; a social science forum of world issues
50
Economics letters
49
Physica A: Statistical Mechanics and its Applications
49
International journal of services and operations management
48
Journal of industrial engineering and management : JIEM
48
International journal of theoretical and applied finance
47
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ECONIS (ZBW)
104
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1
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
2
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
3
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
4
Boosting the scalability of farm-level models : efficient surrogate modeling of compositional
simulation
output
Troost, Christian
;
Parussis-Krech, Julia
;
Mejaíl, Matías
- In:
Computational economics
62
(
2023
)
3
,
pp. 721-759
Persistent link: https://www.econbiz.de/10014382831
Saved in:
5
A dynamic baseline calibration procedure for CGE models
Ziesmer, Johannes
;
Jin, Ding
;
Thube, Sneha
;
Henning, …
- In:
Computational economics
61
(
2023
)
4
,
pp. 1331-1368
Persistent link: https://www.econbiz.de/10014327059
Saved in:
6
Incentives for research effort : an evolutionary model of publication markets with double-blind and open review
Radzvilas, Mantas
;
De Pretis, Francesco
;
Peden, William
; …
- In:
Computational economics
61
(
2023
)
4
,
pp. 1433-1476
Persistent link: https://www.econbiz.de/10014327065
Saved in:
7
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
8
Analytic method for pricing vulnerable external barrier options
Kim, Donghyun
;
Yoon, Ji-Hun
- In:
Computational economics
61
(
2023
)
4
,
pp. 1561-1591
Persistent link: https://www.econbiz.de/10014327071
Saved in:
9
A synthetic data-plus-features driven approach for portfolio optimization
Pagnoncelli, Bernardo K.
;
Ramírez, Domingo
;
Rahimian, Hamed
- In:
Computational economics
62
(
2023
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10014327294
Saved in:
10
Quasi-Monte Carlo-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao
;
Wang, Xiaoqun
- In:
Computational economics
62
(
2023
)
1
,
pp. 325-360
Persistent link: https://www.econbiz.de/10014327500
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