//--> //--> //-->
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:"Journal of 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
Monte-Carlo simulation studies...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte-Carlo Simulation
2
Option pricing theory
2
Optionspreistheorie
2
Analysis of variance
1
Asian Option
1
Experiment
1
Importance Sampling
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option Portfolio
1
Option trading
1
Optionsgeschäft
1
Portfolio selection
1
Portfolio-Management
1
Put-Call-Parity
1
Risk-Neutral World
1
Safety-First Criterion
1
Sampling
1
Scenario Tree
1
Simulation
1
Standard Portfolio Analysis of Risk
1
Stichprobenerhebung
1
Stochastic Programming
1
Stochastic process
1
Stochastischer Prozess
1
Variance Reduction
1
Varianzanalyse
1
Volatility
1
Volatilität
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
Abramov, Anatoly Markovich
1
Golembiovsky, Dmitry Jurievich
1
Müller, Armin
1
Published in...
All
Journal of mathematical finance
Working Papers in Accounting Valuation Auditing
6
Physica A: Statistical Mechanics and its Applications
5
International journal of production economics
4
Applied economics
3
Cambridge Working Papers in Economics
3
Computational economics
3
Discussion paper / Central Bureau voor de Statistiek
3
MPRA Paper
3
Metrika
3
Queen's Economics Department working paper
3
AStA Advances in Statistical Analysis
2
Computational Statistics & Data Analysis
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Discussion Papers
2
Discussion Papers / Statistisk Sentralbyrå, Government of Norway
2
Discussion papers / CEPR
2
Energy
2
Eurasian Eononometrics, Statistics and Emprical Economics Journal
2
IZA Discussion Papers
2
International Journal of Revenue Management
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of Air Transport Management
2
Journal of econometrics
2
Quaderni di Dipartimento
2
Queen's Economics Department Working Paper
2
Risks
2
Risks : open access journal
2
Ruhr Economic Papers
2
Ruhr economic papers
2
Serie Research Memoranda
2
Sociological Methods & Research
2
Statistics & Probability Letters
2
Statistics in transition : an international journal of the Polish Statistical Association
2
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
2
Working paper
2
AMSE Working Papers
1
Agricultural Systems
1
Applied Energy
1
Applied economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option portfolio management in a risk-neutral world
Golembiovsky, Dmitry Jurievich
;
Abramov, Anatoly Markovich
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 710-733
Persistent link: https://www.econbiz.de/10012016559
Saved in:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->