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Cui, Zhenyu
31
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30
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27
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24
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23
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22
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22
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19
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15
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15
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14
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14
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14
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13
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13
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13
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12
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12
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12
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12
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11
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11
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11
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11
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11
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11
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11
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11
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11
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11
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11
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11
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11
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10
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10
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10
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10
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10
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10
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10
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Peter Lang GmbH
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Akademie für Technikfolgenabschätzung in Baden-Württemberg
1
Alzheimer's Disease Neuroimaging Initiative
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1
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1
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1
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1
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European journal of operational research : EJOR
286
International journal of production research
283
Quantitative finance
198
International journal of theoretical and applied finance
154
Physica A: Statistical Mechanics and its Applications
151
Management Science
149
Computational economics
147
SpringerLink / Bücher
147
International journal of financial engineering
107
International journal of production economics
102
Insurance / Mathematics & economics
98
The journal of computational finance
98
Finance research letters
97
Mathematics and Computers in Simulation (MATCOM)
91
Journal of econometrics
88
Renewable Energy
79
Journal of banking & finance
77
The North American journal of economics and finance : a journal of financial economics studies
77
Journal of economic dynamics & control
74
Energy
72
Journal of the Operational Research Society
72
Applied mathematical finance
71
European Journal of Operational Research
69
Finance and stochastics
67
Journal of mathematical finance
67
Energy economics
65
Operations research
62
Discussion paper / Centre for Economic Policy Research
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
The journal of futures markets
60
Economic modelling
59
Applied economics
58
Transportation research / E : an international journal
57
Computers & operations research : and their applications to problems of world concern ; an international journal
56
Review of derivatives research
56
Technological forecasting & social change : an international journal
53
Applied Energy
51
Economics letters
48
Water Resources Management
42
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ECONIS (ZBW)
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1,638
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38
BASE
2
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1
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10
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1
Geometrically convergent
simulation
of the extrema of Lévy processes
González Cázares, Jorge Ignacio
;
Mijatović, Aleksandar
; …
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1141-1168
Persistent link: https://www.econbiz.de/10013365090
Saved in:
2
JDOI variance reduction method and the pricing of American-style options
Auster, Johan
;
Mathys, Ludovic
;
Maeder, Fabio
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 639-656
Persistent link: https://www.econbiz.de/10013367843
Saved in:
3
Improved variance reduced Monte-Carlo
simulation
of in-the-money options
Müller, Armin
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 361-367
Persistent link: https://www.econbiz.de/10011583475
Saved in:
4
Conditional Monte Carlo scheme for stable greeks of worst-of autocallable notes
Rakhmonov, Firuz
;
Rakhmonov, Parviz
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012153309
Saved in:
5
An improved averaged two-replication procedure with Latin hypercube sampling
Bayraksan, Güzin
- In:
Operations research letters
46
(
2018
)
2
,
pp. 173-178
Persistent link: https://www.econbiz.de/10011824808
Saved in:
6
Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Mohammadi, Mohammadreza
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 522-552
Persistent link: https://www.econbiz.de/10011490623
Saved in:
7
An efficient variance reduction-based
simulation
algorithm for pricing arithmetic Asian options
Mehrdoust, Farshid
;
Noorani, Idin
- In:
Annals of financial economics
15
(
2020
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012642935
Saved in:
8
General multilevel Monte Carlo methods for pricing discretely monitored Asian options
Kahalé, Nabil
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 739-748
Persistent link: https://www.econbiz.de/10012293946
Saved in:
9
Automatic differentiation for diffusion operator integral variance reduction
Auster, Johan
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 27-53
Persistent link: https://www.econbiz.de/10014546286
Saved in:
10
Subsampling and other considerations for efficient risk estimation in large portfolios
Giles, Michael B.
;
Haji-Ali, Abdul-Lateef
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 113-140
Persistent link: https://www.econbiz.de/10014546280
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