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~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of production research"
~isPartOf:"The econometrics journal"
~isPartOf:"The journal of computational finance"
~subject:"Monte-Carlo-Simulation"
~subject:"Option pricing theory"
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Monte-Carlo-Simulation
Option pricing theory
Monte Carlo simulation
136
Theorie
93
Theory
93
Bayes-Statistik
75
Bayesian inference
75
Optionspreistheorie
57
Estimation theory
34
Schätztheorie
34
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33
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30
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19
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13
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13
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Risikomanagement
11
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Time series analysis
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English
135
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Glasserman, Paul
4
Joshi, Mark S.
3
Malmborg, Charles J.
3
Caramellino, Lucia
2
Chan, Wai Kin
2
Clements, Michael P.
2
Dickmann, Fabian
2
Fu, Michael
2
Giles, Michael B.
2
Harrach, Bastian von
2
Higham, Desmond J.
2
Korn, Ralf
2
Koster, Frank
2
Mao, Xuerong
2
Merener, Nicolas
2
Pelsser, Antoon André Jean
2
Robertson, Scott
2
Schoenmakers, John
2
Shevchenko, Pavel V.
2
Warin, Xavier
2
Xu, Wei
2
Abdo, Houssein
1
Abdollahian, Malihe Akhavan
1
Abdymomunov, Azamat
1
Alfonsi, Aurélien
1
Alm, Thomas
1
Andersen, Leif B. G.
1
Antonelli, Fabio
1
Arouna, Bouhari
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Arvanitis, Stelios
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1
Bansal, Prateek
1
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1
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1
Bauer, Daniel
1
Bauwens, Luc
1
Becker, Martin
1
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Finance and stochastics
International journal of production research
The econometrics journal
The journal of computational finance
Journal of econometrics
135
Discussion paper / Tinbergen Institute
93
Economics letters
66
Computational economics
62
European journal of operational research : EJOR
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Working paper
57
Econometric reviews
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Applied economics
47
International journal of theoretical and applied finance
45
Journal of applied econometrics
44
Quantitative finance
43
Working paper / Department of Econometrics and Business Statistics, Monash University
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Journal of economic dynamics & control
34
Working paper / National Bureau of Economic Research, Inc.
33
Risks : open access journal
32
Economic modelling
31
Journal of risk and financial management : JRFM
31
NBER Working Paper
31
International journal of forecasting
30
NBER working paper series
30
Applied economics letters
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Energy economics
26
Insurance / Mathematics & economics
26
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
23
Journal of the American Statistical Association : JASA
22
CAMA working paper series
21
Econometric Institute research papers
21
Econometric theory
21
Journal of forecasting
21
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
135
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1
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England : a dynamic intensity model
Boldea, Otilia
;
Cornea-Madeira, Adriana
;
Madeira, João
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 444-466
Persistent link: https://www.econbiz.de/10014391706
Saved in:
2
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
3
Assessing production fulfillment time risk : application to pandemic-related health equipment
Soltanisehat, Leili
;
Ghorbani-Renani, Nafiseh
; …
- In:
International journal of production research
61
(
2023
)
24
,
pp. 8401-8422
Persistent link: https://www.econbiz.de/10014454446
Saved in:
4
Measuring fuel consumption in vehicle routing : new estimation models using supervised learning
Heni, Hamza
;
Diop, S. Arona
;
Renaud, Jacques
;
Coelho, …
- In:
International journal of production research
61
(
2023
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013530854
Saved in:
5
Designed quadrature to approximate integrals in maximum simulated likelihood estimation
Bansal, Prateek
;
Keshavarzzadeh, Vahid
;
Guevara, Angelo
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 301-321
Persistent link: https://www.econbiz.de/10013253833
Saved in:
6
Least squares Monte
Carlo
methods in stochastic Volterra rough volatility models
Guerreiro, Henrique
;
Guerra, João
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 73-101
Persistent link: https://www.econbiz.de/10014314563
Saved in:
7
Multilevel Monte
Carlo
simulation for VIX options in the rough Bergomi model
Bourgey, Florian
;
De Marco, Stefano
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 53-82
Persistent link: https://www.econbiz.de/10013549658
Saved in:
8
A least-squares Monte
Carlo
approach to the estimation of enterprise risk
Ha, Hongjun
;
Bauer, Daniel
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 417-459
Persistent link: https://www.econbiz.de/10013440231
Saved in:
9
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
10
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
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