//--> //--> //-->
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
~isPartOf:"Energy economics"
~person:"Caporin, Massimiliano"
~subject:"Mathematical programming"
~subject:"Monte Carlo simulation"
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:"Stochastic process"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Mathematical programming
Monte Carlo simulation
Derivat
1
Derivative
1
Derivative pricing
1
Forecasting model
1
Model simulation and forecast
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
Prognoseverfahren
1
Quanto option pricing
1
Simulation
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
Weather
1
Weather derivatives
1
Wetter
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Caporin, Massimiliano
Li, Y. P.
2
Abate, Arega Getaneh
1
Angus, Andrew
1
Baum, Christopher F.
1
Bertocchi, Marida
1
Boffino, Luigi
1
Brennan, Feargal
1
Brix, Anne Floor
1
Chen, C.
1
Chen, Liyuan
1
Conejo, Antonio J.
1
Costa, Letícia de Almeida
1
Dehler-Holland, Joris
1
Fuzuli, Gulistiani
1
Garcés, Francisco
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
Huang, Charley Z.
1
Huang, Guo H.
1
Ignatieva, Ekaterina
1
Ioannou, Anastasia
1
Kanudia, Amit
1
Keles, Dogan
1
Labriet, Maryse
1
Liu, J.
1
Loulou, Richard
1
Lunde, Asger
1
Moriarty, John
1
Nie, S.
1
Oggioni, Giorgia
1
Olsina, Fernando
1
Palczewski, Jan
1
Pisciella, P.
1
Preś, Juliusz
1
Pringles, Rolando
1
Riccardi, Rossana
1
Ruiz, Carlos
1
Sgarra, Carlo
1
Sioshansi, Ramteen
1
more ...
less ...
Published in...
All
Energy economics
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->