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
~subject:"Derivat"
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
Higher order approximations fo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
Theorie
6
Theory
6
Estimation theory
4
Monte Carlo simulation
4
Schätztheorie
4
Simulation
4
simulation
4
Derivative
3
Risikomaß
3
Risk measure
3
Sampling
3
Stichprobenerhebung
3
perturbation analysis
3
Bayes-Statistik
2
Bayesian framework
2
Bayesian inference
2
Measurement
2
Messung
2
Monte-Carlo-Simulation
2
Portfolio selection
2
Portfolio-Management
2
Sensitivity analysis
2
Sensitivitätsanalyse
2
Stochastic process
2
Stochastischer Prozess
2
dynamic sampling allocation
2
sensitivity analysis
2
stochastic derivative estimation
2
Business process management
1
Conditional Monte Carlo
1
Copula model
1
Credit derivative
1
Credit risk
1
Decision analysis
1
Demand
1
Dynamic pricing with demand learning
1
Dynamic programming
1
Dynamische Optimierung
1
Estimation
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Fu, Michael
3
Hu, Jian-Qiang
3
Peng, Yijie
3
Cui, Zhenyu
1
Heidergott, Bernd
1
Lei, Lei
1
Liu, Yanchu
1
Zhu, Lingjiong
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1
INFORMS journal on computing : JOC
1
Operations research
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu
;
Fu, Michael
;
Hu, Jian-Qiang
;
Liu, Yanchu
; …
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 390-407
Persistent link: https://www.econbiz.de/10012242769
Saved in:
2
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
;
Heidergott, Bernd
- In:
Operations research
66
(
2018
)
2
,
pp. 487-499
Persistent link: https://www.econbiz.de/10011845997
Saved in:
3
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
