//--> //--> //--> //-->
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:"Finance and stochastics"
~isPartOf:"International journal of production research"
~isPartOf:"The econometrics journal"
~subject:"Monte-Carlo-Simulation"
~subject:"Option pricing theory"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Option pricing theory
Monte Carlo simulation
80
Theorie
79
Theory
79
Bayes-Statistik
74
Bayesian inference
74
Estimation theory
27
Schätztheorie
27
Simulation
22
Lieferkette
19
Supply chain
19
Stochastic process
18
Stochastischer Prozess
18
Optionspreistheorie
15
Mathematical programming
14
Mathematische Optimierung
14
Forecasting model
13
Prognoseverfahren
13
Estimation
12
Schätzung
12
Regression analysis
11
Regressionsanalyse
11
Time series analysis
11
Zeitreihenanalyse
11
Quality management
10
Qualitätsmanagement
10
Volatility
10
Volatilität
10
Markov chain
9
Markov-Kette
9
Risiko
9
Risikomanagement
9
Risk
9
Risk management
9
Bayesian network
8
ARCH model
7
ARCH-Modell
7
Robust statistics
7
Robustes Verfahren
7
more ...
less ...
Online availability
All
Undetermined
21
Free
2
Type of publication
All
Article
80
Type of publication (narrower categories)
All
Article in journal
80
Aufsatz in Zeitschrift
80
Language
All
English
80
Author
All
Glasserman, Paul
4
Malmborg, Charles J.
3
Chan, Wai Kin
2
Clements, Michael P.
2
Giles, Michael B.
2
Robertson, Scott
2
Schoenmakers, John
2
Abdo, Houssein
1
Abdollahian, Malihe Akhavan
1
Alfonsi, Aurélien
1
Antonelli, Fabio
1
Arvanitis, Stelios
1
Avikainen, Rainer
1
Baltagi, Badi H.
1
Bansal, Prateek
1
Barker, Kash
1
Battaïa, Olga
1
Bauer, Daniel
1
Bauwens, Luc
1
Belomestny, Denis
1
Bender, Christian
1
Bentaha, Mohand Lounes
1
Betterton, Carl E.
1
Bigeon, Jean
1
Boldea, Otilia
1
Bouchard, Bruno
1
Breslaw, Jon A.
1
Brigo, Damiano
1
Cai, Michael
1
Canals-Cerdá, José
1
Carmona, René
1
Celik, Nurcin
1
Chen, I-Po
1
Chen, Nan
1
Chen, Zhiyong
1
Chinnam, Ratna Babu
1
Choi, Chi-young
1
Christensen, Kim
1
Clément, Emmanuelle
1
Coelho, Leandro C.
1
more ...
less ...
Published in...
All
Finance and stochastics
International journal of production research
The econometrics journal
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
The journal of computational finance
55
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
21
Discussion paper series / IZA
20
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
51
-
60
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
52
Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors : the case of stationary and non-stationary...
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 554-572
Persistent link: https://www.econbiz.de/10003802390
Saved in:
53
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
Sandberg, Rickard
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 638-647
Persistent link: https://www.econbiz.de/10003802469
Saved in:
54
Sensitivity estimates for portfolio credit derivatives using Monte
Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
Saved in:
55
Optimal importance sampling with explicit formulas in continuous time
Guasoni, Paolo
;
Robertson, Scott
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003592542
Saved in:
56
How useful are tests for uni-root in distinguishing unit-root processes from stationary but non-linear processes?
Choi, Chi-young
;
Moh, Young-kyu
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 82-112
Persistent link: https://www.econbiz.de/10003451749
Saved in:
57
Minimum distance estimation of stationary and non-stationary ARFIMA processes
Mayoral, Laura
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 124-148
Persistent link: https://www.econbiz.de/10003451751
Saved in:
58
Semiparametric competing risks analysis
Canals-Cerdá, José
;
Gurmu, Shiferaw
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 193-215
Persistent link: https://www.econbiz.de/10003559943
Saved in:
59
Additive and multiplicative duals for American option pricing
Chen, Nan
;
Glasserman, Paul
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 153-179
Persistent link: https://www.econbiz.de/10003439750
Saved in:
60
Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.
;
Orme, Chris D.
;
Silva, João Santos
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
Saved in:
First
Prev
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->