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~language:"eng"
~language:"fra"
~language:"hun"
~language:"spa"
~person:"Joshi, Mark S."
~subject:"Markov chain"
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Markov chain
Monte Carlo simulation
42
Monte-Carlo-Simulation
42
Option pricing theory
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Optionspreistheorie
22
Theorie
19
Theory
19
Yield curve
15
Zinsstruktur
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Simulation
12
Option trading
9
Optionsgeschäft
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Derivat
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Greece
5
Griechenland
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Robust statistics
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Robustes Verfahren
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Estimation theory
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Schätztheorie
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Swap
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Modellierung
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Scientific modelling
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Sensitivity analysis
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Asset-Backed Securities
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Bayes-Statistik
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Bermudan options
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Black-Scholes model
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Black-Scholes-Modell
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Joshi, Mark S.
Dijk, Herman K. van
20
Tsionas, Efthymios G.
19
Frühwirth-Schnatter, Sylvia
17
Chib, Siddhartha
14
Koopman, Siem Jan
13
Zhang, Xibin
13
Koop, Gary
12
Martin, Gael M.
12
Omori, Yasuhiro
12
Kohn, Robert
11
Gerlach, Richard
10
Leon-Gonzalez, Roberto
10
Li, Yong
10
Peters, Gareth
10
Yu, Jun
10
Boivin, Jean
9
Chen, Cathy W. S.
9
Forbes, Catherine Scipione
9
Hoogerheide, Lennart
9
Strachan, Rodney W.
9
Weber, Andrea
9
Winter-Ebmer, Rudolf
9
Bauwens, Luc
8
Bos, Charles S.
8
Pamminger, Christoph
8
Robert, Christian P.
8
Shevchenko, Pavel V.
8
Kaufmann, Sylvia
7
King, Maxwell L.
7
Kneib, Thomas
7
Korobilis, Dimitris
7
Lesage, James P.
7
Lux, Thomas
7
McAleer, Michael
7
Nakajima, Jouchi
7
Dimitrakopoulos, Stefanos
6
Dufays, Arnaud
6
Fischer, Manfred M.
6
Hoogerheide, Lennart F.
6
Maneesoonthorn, Worapree
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ECONIS (ZBW)
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Automatic Infinitesimal Perturbation Analysis for Bayesian MCMC Inference via Gibbs Samplers
Jacobi, Liana
-
2020
systems in the classical
simulation
context. In this paper, we introduce an efficient nu- merical approach to undertake …
Persistent link: https://www.econbiz.de/10012849937
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2
Automated Sensitivity Analysis for Bayesian Inference via Markov Chain Monte Carlo : Applications to Gibbs Sampling
Jacobi, Liana
-
2018
high-dimensional numerical integrals for classical
simulation
methods using automatic numerical differentiation methods to …
Persistent link: https://www.econbiz.de/10012933783
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