//--> //--> //-->
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:"Applied mathematical finance"
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
Inference on the primary param...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Conditional Monte Carlo
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Option pricing theory
2
Optionspreistheorie
2
dimension reduction
2
variance reduction
2
Analysis
1
Fourier transform
1
Mathematical analysis
1
Simulation
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
cross-currency
1
double-exponential
1
fast Fourier transform
1
jump diffusions
1
normal
1
partial differential equations
1
partial integro-differential equation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Dang, Duy Minh
2
Jackson, Kenneth R.
2
Mohammadi, Mohammadreza
1
Sues, Scott
1
Published in...
All
Applied mathematical finance
Computational Statistics & Data Analysis
11
Journal of Multivariate Analysis
10
Journal of econometrics
10
SFB 649 Discussion Paper
10
SFB 649 Discussion Papers
9
Technical Report
8
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
8
Computational Statistics
7
LSE Research Online Documents on Economics
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Advances in Data Analysis and Classification
5
Annals of the Institute of Statistical Mathematics
5
SFB 649 discussion paper
5
Computational economics
4
Discussion paper / Tinbergen Institute
4
International journal of forecasting
4
Tinbergen Institute Discussion Paper
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
3
ECARES working paper
3
European journal of operational research : EJOR
3
IFS Working Papers
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Statistical Applications in Genetics and Molecular Biology
3
Statistics & Probability Letters
3
Tinbergen Institute Discussion Papers
3
AStA Advances in Statistical Analysis
2
Boston College Working Papers in Economics
2
CIRANO Working Papers
2
Discussion Paper
2
Finance research letters
2
IFS working paper
2
Insurance / Mathematics & economics
2
Journal of forecasting
2
Quality & Quantity: International Journal of Methodology
2
Quantitative finance
2
Statistics & Risk Modeling
2
Working Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Sues, Scott
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 175-215
Persistent link: https://www.econbiz.de/10011815225
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->