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Monte Carlo simulation
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International journal of theoretical and applied finance
Physica A: Statistical Mechanics and its Applications
384
Journal of econometrics
134
Discussion paper / Tinbergen Institute
93
Economics letters
67
Computational economics
66
European journal of operational research : EJOR
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
The journal of computational finance
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Working paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
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IMF Working Papers
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Journal of economic dynamics & control
34
Risks : open access journal
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NBER Working Paper
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International journal of forecasting
30
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Energy economics
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Insurance / Mathematics & economics
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Mathematics and Computers in Simulation (MATCOM)
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International journal of production research
23
Journal of forecasting
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Journal of the American Statistical Association : JASA
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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1
Empirical exercise behavior of warrant holders and its consequences for warrant values
Koziol, Christian
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 245-268
Persistent link: https://www.econbiz.de/10003312734
Saved in:
2
Monte Carlo evaluation of American options using consumption processes
Belomestny, Denis
;
Milʹstejn, Grigorij N.
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 455-481
Persistent link: https://www.econbiz.de/10003347377
Saved in:
3
Pricing path-dependent options on state dependent volatility models with a Bessel bridge
Campolieti, Giuseppe
;
Makarov, Roman
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 51-88
Persistent link: https://www.econbiz.de/10003415659
Saved in:
4
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
Saved in:
5
Better confidence intervals for importance sampling
Sak, Halis
;
Hörmann, Wolfgang
;
Leydold, Josef
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1279-1291
Persistent link: https://www.econbiz.de/10008906160
Saved in:
6
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
7
A quasi-Monte Carlo algorithm for the normal inverse Gaussian distribution and valuation of financial derivatives
Benth, Fred Espen
;
Groth, Martin
;
Kettler, Paul C.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 843-867
Persistent link: https://www.econbiz.de/10003380284
Saved in:
8
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
Saved in:
9
Monte Carlo derivative pricing with partial information in a class of doubly stochastic poisson processes with marks
Centanni, Silvia
;
Minozzo, Marco
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624500
Saved in:
10
A low-bias simulation scheme for the Sabr Stochastic Volatility model
Chen, Bin
;
Oosterlee, Cornelis W.
;
Weide, Hans van der
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009624504
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