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~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of production research"
~isPartOf:"The econometrics journal"
~subject:"Option pricing theory"
~subject:"Stochastischer Prozess"
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Option pricing theory
Stochastischer Prozess
Monte Carlo simulation
80
Monte-Carlo-Simulation
80
Theorie
79
Theory
79
Bayes-Statistik
74
Bayesian inference
74
Estimation theory
27
Schätztheorie
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Optionspreistheorie
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English
30
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Giles, Michael B.
2
Glasserman, Paul
2
Kardaras, Constantinos
2
Meyer, Renate
2
Robertson, Scott
2
Schoenmakers, John
2
Antonelli, Fabio
1
Avikainen, Rainer
1
Belomestny, Denis
1
Bender, Christian
1
Berg, Andreas
1
Carmona, René
1
Chen, Nan
1
Clements, Michael P.
1
Clément, Emmanuelle
1
Dickmann, Fabian
1
Feng, Zebiao
1
Fouque, Jean-Pierre
1
Fournier, David A.
1
Gaß, Maximilian
1
Glau, Kathrin
1
Gobet, Emmanuel
1
González Cázares, Jorge
1
Guasoni, Paolo
1
Gutierrez-Alcoba, Alejandro
1
Götz, Thomas B.
1
Hauzenberger, Klemens
1
Hendrix, Eligius M. T.
1
Hendry, David F.
1
Higham, Desmond J.
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Kim, Gilwhan
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Kim, Kyoung-kuk
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L'Ecuyer, Pierre
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Lamberton, Damien
1
Lin, Winston T.
1
Lyuu, Yuh-dauh
1
Ma, Yizhong
1
Mahlstedt, Mirco
1
Mair, Maximilian
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Finance and stochastics
International journal of production research
The econometrics journal
The journal of computational finance
44
European journal of operational research : EJOR
36
International journal of theoretical and applied finance
34
Quantitative finance
34
Journal of econometrics
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Computational economics
24
Discussion paper / Tinbergen Institute
24
Econometric reviews
21
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Journal of risk and financial management : JRFM
18
CAMA working paper series
17
Energy economics
17
Working paper
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Risks : open access journal
16
Applied mathematical finance
15
Journal of economic dynamics & control
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Mathematics of operations research
12
Journal of mathematical finance
11
Applied economics
10
Finance research letters
10
Insurance / Mathematics & economics
10
International journal of financial engineering
10
Journal of empirical finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
International journal of forecasting
9
Operations research
9
Asia-Pacific financial markets
8
CAMA Working Paper
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
Economic modelling
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
SFB 649 discussion paper
8
The journal of futures markets
8
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
8
Documento de trabajo
7
Federal Reserve Bank of Cleveland working paper series
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ECONIS (ZBW)
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1
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:
2
Option valuation and hedging using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
Saved in:
3
Chebyshev interpolation for parametric option pricing
Gaß, Maximilian
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 701-731
Persistent link: https://www.econbiz.de/10011945899
Saved in:
4
Multilevel Monte
Carlo
for exponential Lévy models
Giles, Michael B.
;
Xia, Yuan
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 995-1026
Persistent link: https://www.econbiz.de/10011944462
Saved in:
5
Continuous-time perpetuities and time reversal of diffusions
Kardaras, Constantinos
;
Robertson, Scott
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 65-110
Persistent link: https://www.econbiz.de/10011944065
Saved in:
6
A simple heuristic for perishable item inventory control under non-stationary stochastic demand
Gutierrez-Alcoba, Alejandro
;
Rossi, Roberto
; …
- In:
International journal of production research
55
(
2017
)
7/8
,
pp. 1885-1897
Persistent link: https://www.econbiz.de/10011648375
Saved in:
7
Multilevel dual approach for pricing American style derivates
Belomestny, Denis
;
Schoenmakers, John
;
Dickmann, Fabian
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 717-742
Persistent link: https://www.econbiz.de/10010190883
Saved in:
8
Quantitative error estimates for a least-squares Monte
Carlo
algorithm for American option pricing
Zanger, Daniel Z.
- In:
Finance and stochastics
17
(
2013
)
3
,
pp. 503-534
Persistent link: https://www.econbiz.de/10009756026
Saved in:
9
Gamma expansion of the Heston stochastic volatility model
Glasserman, Paul
;
Kim, Kyoung-kuk
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 267-296
Persistent link: https://www.econbiz.de/10009159098
Saved in:
10
Unbiased and efficient Greeks of financial options
Lyuu, Yuh-dauh
;
Teng, Huei-wen
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 141-181
Persistent link: https://www.econbiz.de/10008824129
Saved in:
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