//--> //--> //--> //-->
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:"Estimation theory"
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
Faster comparison of stopping...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
Simulation
20,265
Optionspreistheorie
14,760
Option pricing theory
14,302
Theorie
11,904
Theory
11,608
Monte Carlo simulation
6,273
Monte-Carlo-Simulation
5,655
Volatilität
4,386
Volatility
4,315
Stochastischer Prozess
4,182
Stochastic process
4,116
Optionsgeschäft
2,897
Option trading
2,880
simulation
2,544
Derivat
2,491
Derivative
2,488
Schätztheorie
2,210
Schätzung
1,865
Estimation
1,837
USA
1,734
Portfolio-Management
1,673
United States
1,673
Portfolio selection
1,654
Deutschland
1,457
Prognoseverfahren
1,324
Hedging
1,323
Forecasting model
1,301
Germany
1,274
Markov chain
1,270
Markov-Kette
1,265
Agentenbasierte Modellierung
1,225
Agent-based modeling
1,219
CAPM
1,170
Black-Scholes-Modell
1,120
Mathematische Optimierung
1,090
Mathematical programming
1,087
Black-Scholes model
1,065
Zinsstruktur
1,061
Yield curve
1,048
more ...
less ...
Online availability
All
Free
749
Undetermined
434
Type of publication
All
Article
1,094
Book / Working Paper
1,076
Type of publication (narrower categories)
All
Article in journal
1,012
Aufsatz in Zeitschrift
1,012
Working Paper
597
Arbeitspapier
596
Graue Literatur
589
Non-commercial literature
589
Aufsatz im Buch
65
Book section
65
Hochschulschrift
51
Thesis
41
Collection of articles of several authors
18
Sammelwerk
18
Aufsatzsammlung
13
Collection of articles written by one author
13
Sammlung
13
Amtsdruckschrift
12
Government document
12
Konferenzschrift
8
Bibliografie enthalten
4
Bibliography included
4
Conference paper
3
Conference proceedings
3
Forschungsbericht
3
Konferenzbeitrag
3
Mehrbändiges Werk
3
Multi-volume publication
3
Systematic review
3
Übersichtsarbeit
3
Handbook
2
Handbuch
2
Festschrift
1
Mikroform
1
Nachschlagewerk
1
Reference book
1
Statistik
1
more ...
less ...
Language
All
English
2,131
German
38
French
2
Italian
1
Author
All
Schorfheide, Frank
18
Kleijnen, Jack P. C.
17
Lechner, Michael
16
Dufour, Jean-Marie
15
Herbst, Edward P.
12
Huber, Martin
12
Inoue, Atsushi
12
Pesaran, M. Hashem
12
Shephard, Neil G.
11
Hall, Alastair R.
10
Hong, Han
10
Hortaçsu, Ali
10
Nesheim, Lars
10
Słoczyński, Tymon
10
Barndorff-Nielsen, Ole E.
9
Cui, Zhenyu
9
Fu, Michael
9
Heckman, James J.
9
Härdle, Wolfgang
9
Khalaf, Lynda
9
Kilian, Lutz
9
Kiviet, J. F.
9
Kohn, Robert
9
Koopman, Siem Jan
9
McAleer, Michael
9
Nason, James Michael
9
Rossi, Barbara
9
Takahashi, Akihiko
9
Wooldridge, Jeffrey M.
9
Arcidiacono, Peter
8
Baltagi, Badi H.
8
Chib, Siddhartha
8
Hajivassiliou, Vassilis Argyrou
8
Kristensen, Dennis
8
Lee, Lung-fei
8
Stentoft, Lars
8
Tsionas, Efthymios G.
8
Urga, Giovanni
8
Zhang, Xibin
8
Bayer, Patrick J.
7
more ...
less ...
Institution
All
National Bureau of Economic Research
19
Centre for Analytical Finance <Århus>
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Umeå universitet
6
Ekonomiska forskningsinstitutet <Stockholm>
4
Birkbeck College / Department of Economics
3
Universität Basel / Institut für Statistik und Ökonometrie
3
European University Institute / Department of Economics
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of New England / Department of Econometrics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Center for Economic Research <Tilburg>
1
Centre for Microdata Methods and Practice <London>
1
Centre for Quantitative Economics & Computing
1
Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
1
Deutsche Forschungsgemeinschaft
1
European University Institute / Department of Law
1
Europäische Kommission / Gemeinsame Forschungsstelle
1
Europäische Kommission / Statistisches Amt
1
Federal Reserve Bank of Cleveland
1
Foerder Institute for Economic Research <Tēl-Āvîv>
1
Forschungsinstitut zur Zukunft der Arbeit
1
Goethe-Universität Frankfurt am Main
1
Gottfried Wilhelm Leibniz Universität Hannover
1
International Growth Centre <London>
1
International Workshop Traffic and Mobility: Simulation - Economics - Environment <1999, Aachen>
1
Leonard N. Stern School of Business / Information Systems Department
1
London School of Economics and Political Science
1
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
1
Magyar Gazdaságkutató Intézet <Budapest>
1
McMaster University / Department of Economics
1
National Bureau of Economic Research inc.
1
Nationalekonomiska Institutionen <Lund>
1
New York University / Mathematical Finance Seminar
1
New York University Mathematical Finance Seminar
1
Nuffield College
1
Oxford Financial Research Centre
1
more ...
less ...
Published in...
All
Journal of econometrics
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Econometric reviews
45
Economics letters
41
European journal of operational research : EJOR
33
Computational economics
30
Discussion paper / Tinbergen Institute
22
CEMMAP working papers / Centre for Microdata Methods and Practice
19
Working paper / National Bureau of Economic Research, Inc.
19
Discussion paper series / IZA
18
Economic modelling
18
NBER Working Paper
18
Operations research
18
Journal of economic dynamics & control
17
Applied economics
16
Discussion paper / Center for Economic Research, Tilburg University
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International journal of theoretical and applied finance
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
The econometrics journal
16
Econometric theory
15
Applied economics letters
14
NBER working paper series
13
Working paper
13
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Econometrics : open access journal
11
Statistics in transition : an international journal of the Polish Statistical Association
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
The journal of computational finance
11
Discussion paper
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
INFORMS journal on computing : JOC
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Quantitative finance
10
IZA Discussion Paper
8
Journal of applied econometrics
8
Journal of quantitative economics : official journal of the Indian Econometric Society
8
Journal of the American Statistical Association : JASA
8
Risks : open access journal
8
The review of economics and statistics
8
more ...
less ...
Source
All
ECONIS (ZBW)
2,169
EconStor
1
Showing
1
-
10
of
2,170
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Subsampling and other considerations for efficient risk estimation in large portfolios
Giles, Michael B.
;
Haji-Ali, Abdul-Lateef
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 113-140
Persistent link: https://www.econbiz.de/10014546280
Saved in:
2
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
3
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
4
On the consistency of regression-based Monte Carlo methods for pricing Bermudan options in case of estimated financial models
Fromkorth, Andreas
;
Köhler, Michael
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 371-399
Persistent link: https://www.econbiz.de/10011350612
Saved in:
5
An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
Saved in:
6
Efficient numerical pricing of American call options using symmetry arguments
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
12
(
2019
)
2/59
,
pp. 1-26
regression and
simulation
-based least-squares Monte Carlo method by using put-call symmetry. The results show that, for a large …
Persistent link: https://www.econbiz.de/10012022212
Saved in:
7
Unbiased estimators and multilevel Monte Carlo
Vihola, Matti
- In:
Operations research
66
(
2018
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10011845993
Saved in:
8
Sample recycling method : a new approach to efficient nested Monte Carlo simulations
Fang, Runhuan
;
Li, Peng
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 336-359
Persistent link: https://www.econbiz.de/10013349067
Saved in:
9
Impact of bias in the estimation of American-style options by Monte Carlo
simulation
Anukal Chiralaksanakul
- In:
Journal of modelling in management
11
(
2016
)
2
,
pp. 644-659
Persistent link: https://www.econbiz.de/10011529578
Saved in:
10
Convergence of Monte Carlo simulations involving the mean-reverting square root process
Higham, Desmond J.
;
Mao, Xuerong
- In:
The journal of computational finance
8
(
2004/2005
)
3
,
pp. 35-61
Persistent link: https://www.econbiz.de/10002996511
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->