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Schätztheorie
variance reduction
83
Monte Carlo simulation
56
Variance reduction
56
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43
Optionspreistheorie
35
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34
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control variates
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importance sampling
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Varianzanalyse
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variance reduction techniques
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9
Variance Reduction
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option pricing
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variance reduction technique
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Einmahl, John H. J.
3
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2
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2
Robledo, Franco
2
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2
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1
Bottasso, Anna
1
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1
Chen Zhou
1
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1
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1
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1
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1
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1
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1
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1
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1
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3
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1
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ECONIS (ZBW)
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11
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
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12
More efficient local polynomial regression with random-effects panel data models
Yang, Ke
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 760-776
Persistent link: https://www.econbiz.de/10012040410
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13
A new S.D.E. and instantaneous mean reversion rate formula (presented via a numerical empirical model comparison)
Rabinovitz, Yedidya
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011778269
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14
Another look at estimators for intermittent demand
Petropoulos, Fotios
;
Kourentzes, Nikolaos
; …
- In:
International journal of production economics
181
(
2016
),
pp. 154-161
Persistent link: https://www.econbiz.de/10011619257
Saved in:
15
Efficient estimation of distance-dependent metrics in edge-failing networks
Cancela, Héctor
;
Robledo, Franco
;
Rubino, Gerardo
; …
- In:
International transactions in operational research : …
21
(
2014
)
2
,
pp. 199-213
Persistent link: https://www.econbiz.de/10010256683
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16
Exact simulation of the 3/2 model
Baldeaux, jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009672611
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17
Convenient multiple directions of stratification
Jourdain, Benjamin
;
Lapeyre, Bernard
;
Sabino, Piergiacomo
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 867-897
Persistent link: https://www.econbiz.de/10009380998
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