//--> //--> //--> //-->
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:"Quantitative 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
The scaling function-based est...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
41
Monte-Carlo-Simulation
41
Option pricing theory
25
Optionspreistheorie
25
Stochastic process
14
Stochastischer Prozess
14
Theorie
14
Theory
14
Volatility
14
Volatilität
14
Simulation
11
Derivat
8
Derivative
8
Markov chain
8
Markov-Kette
8
Monte Carlo
8
Risikomaß
8
Risk measure
8
Forecasting model
6
Option pricing
6
Option trading
6
Optionsgeschäft
6
Portfolio selection
6
Portfolio-Management
6
Prognoseverfahren
6
Experiment
5
Statistical distribution
5
Statistische Verteilung
5
ARCH model
4
ARCH-Modell
4
Bayes-Statistik
4
Bayesian inference
4
Estimation
4
Greece
4
Griechenland
4
Markov chain Monte Carlo
4
Neural networks
4
Neuronale Netze
4
Schätzung
4
Value-at-risk
4
more ...
less ...
Online availability
All
Undetermined
40
Free
3
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Language
All
English
43
Author
All
Bayer, Christian
5
Tempone, Raúl
3
Ben Hammouda, Chiheb
2
Bunn, Derek W.
2
Chen, Qian
2
Funahashi, Hideharu
2
Gerlach, Richard
2
Sit, Tony
2
Wang, Chao
2
Wang, Xiaoqun
2
Wong, Hoi Ying
2
Afkhami, Mohamad
1
Alexander, Carol
1
Auster, Johan
1
Bosserhoff, Frank
1
Cao, Yi
1
Chen, An
1
Chen, Junyao
1
Chen, Wilson Ye
1
Chronopoulou, Alexandra
1
Cohen, Asaf
1
Csabai, István
1
Dakos, Michael
1
Damien, Paul
1
Fries, Christian
1
Fukasawa, Masaaki
1
Fáth, Gábor
1
Gerlach, Richard H.
1
Ghoddusi, Hamed
1
Gianfreda, Angelica
1
Grzelak, Lech A.
1
Hassan, M. Kabir
1
Hirano, Asuto
1
Hu, Wenbin
1
Hu, Xiaobo
1
Häppölä, Juho
1
Izzeldin, Marwan
1
Kang, Li
1
Koike, Takaaki
1
Kunsági-Máté, Sándor
1
more ...
less ...
Published in...
All
Quantitative finance
Journal of econometrics
164
Discussion paper / Tinbergen Institute
110
Economics letters
101
Physica A: Statistical Mechanics and its Applications
99
Computational economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Applied economics
70
European journal of operational research : EJOR
67
Working paper
65
International journal of forecasting
63
Econometric reviews
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
60
The journal of computational finance
57
CEMMAP working papers / Centre for Microdata Methods and Practice
52
Journal of forecasting
52
Working paper / Department of Econometrics and Business Statistics, Monash University
50
Journal of applied econometrics
48
Econometric theory
47
International journal of theoretical and applied finance
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Economic modelling
39
Journal of economic dynamics & control
39
The econometrics journal
38
Working paper / National Bureau of Economic Research, Inc.
38
Risks : open access journal
37
Energy economics
36
IMF Working Papers
35
Journal of risk and financial management : JRFM
33
NBER Working Paper
33
NBER working paper series
33
Applied economics letters
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
Econometric Institute research papers
30
Finance and stochastics
28
Insurance / Mathematics & economics
27
International journal of production research
26
Journal of banking & finance
26
Journal of the American Statistical Association : JASA
26
CAMA working paper series
25
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A neural network enhanced volatility component model
Zhai, Jia
;
Cao, Yi
;
Liu, Xiaoquan
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 783-797
Persistent link: https://www.econbiz.de/10012262620
Saved in:
2
Forecasting realised volatility using ARFIMA and HAR models
Izzeldin, Marwan
;
Hassan, M. Kabir
;
Pappas, Vasileios
; …
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1627-1638
Persistent link: https://www.econbiz.de/10012194811
Saved in:
3
A fast algorithm for simulation of rough volatility models
Ma, Jingtang
;
Wu, Haofei
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 447-462
Persistent link: https://www.econbiz.de/10013167769
Saved in:
4
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
Saved in:
5
Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles : practical applications of the KLNV-scheme
Shinozaki, Yuji
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1147-1161
Persistent link: https://www.econbiz.de/10012588029
Saved in:
6
Pairs trading with general state space models
Zhang, Guang
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1567-1587
Persistent link: https://www.econbiz.de/10012624158
Saved in:
7
Artificial neural network for option pricing with and without asymptotic correction
Funahashi, Hideharu
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 575-592
Persistent link: https://www.econbiz.de/10012483840
Saved in:
8
Pricing high-dimensional American options by kernel ridge regression
Hu, Wenbin
;
Zastawniak, Tomasz
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 851-865
Persistent link: https://www.econbiz.de/10012262630
Saved in:
9
Turbocharging Monte Carlo pricing for the rough Bergomi model
McCrickerd, Ryan
;
Pakkanen, Mikko S.
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1877-1886
Persistent link: https://www.econbiz.de/10012262858
Saved in:
10
Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model
Bayer, Christian
;
Ben Hammouda, Chiheb
;
Tempone, Raúl
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1457-1473
Persistent link: https://www.econbiz.de/10012295614
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->