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ECONIS (ZBW)
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Valuation of R&D investment opportunities with the threat of compentitors entry in real option analysis
Villani, Giovanni
- In:
Computational economics
43
(
2014
)
3
,
pp. 330-355
Persistent link: https://www.econbiz.de/10010258806
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2
Some pitfalls in smooth transition models estimation : a Monte Carlo study
Maugeri, Novella
- In:
Computational economics
44
(
2014
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10010489076
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3
Generating random optimising choices
Heufer, Jan
- In:
Computational economics
44
(
2014
)
3
,
pp. 295-305
Persistent link: https://www.econbiz.de/10010489079
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Refinement by reducing and reusing random numbers of the Hybrid scheme for Brownian semistationary processes
Fukasawa, Masaaki
;
Hirano, Asuto
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1127-1146
Persistent link: https://www.econbiz.de/10012588025
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5
Performances of model selection criteria when variables are ILL conditioned
Karlsson, Peter S.
;
Behrenz, Lars
;
Shukur, Ghazi
- In:
Computational economics
54
(
2019
)
1
,
pp. 77-98
Persistent link: https://www.econbiz.de/10012134085
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6
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
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7
Variance reduction techniques of importance sampling Monte Carlo methods for pricing options
Zhao, Qiang
;
Liu, Guo
;
Gu, Guiding
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 431-436
Persistent link: https://www.econbiz.de/10010239518
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8
Generalized option betas
Husmann, Sven
;
Todorova, Neda
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010239545
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9
Some explicitly solvable SABR and multiscale SABR models : option pricing and calibration
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 10-32
Persistent link: https://www.econbiz.de/10010240231
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10
The role of collateral in credit markets
Atta-Mensah, Joseph
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 315-327
Persistent link: https://www.econbiz.de/10011438563
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