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Monte Carlo simulation
Optionspreistheorie
14,803
Option pricing theory
14,344
Volatilität
3,890
Volatility
3,827
Theorie
3,740
Theory
3,598
Stochastischer Prozess
3,272
Stochastic process
3,219
Optionsgeschäft
2,890
Option trading
2,873
Derivat
2,395
Derivative
2,392
Hedging
1,250
Black-Scholes-Modell
1,124
Portfolio-Management
1,117
Portfolio selection
1,105
Black-Scholes model
1,066
CAPM
1,034
Zinsstruktur
940
Yield curve
930
Schätzung
873
Estimation
858
USA
728
United States
714
Realoptionsansatz
646
Real options analysis
645
Risiko
631
Risk
628
Monte-Carlo-Simulation
622
Kreditrisiko
590
Credit risk
580
Statistische Verteilung
575
Statistical distribution
566
Börsenkurs
562
Share price
548
Kapitaleinkommen
514
Capital income
513
Numerisches Verfahren
475
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459
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1
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1
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1
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English
604
German
4
French
1
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1
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Joshi, Mark S.
21
Stentoft, Lars
15
Chiarella, Carl
9
Schoenmakers, John
9
Wang, Xiaoqun
9
Grzelak, Lech A.
8
Oosterlee, Cornelis W.
8
Reesor, R. Mark
8
Belomestny, Denis
7
Korn, Ralf
7
Caramellino, Lucia
6
Ghamami, Samim
6
Sabino, Piergiacomo
6
Takahashi, Akihiko
6
Tang, Robert
6
Bayer, Christian
5
Milʹstejn, Grigorij N.
5
Schweizer, Nikolaus
5
Bender, Christian
4
Bernard, Carole
4
Beveridge, Christopher
4
Boyle, Phelim P.
4
Del Moral, Pierre
4
Fanelli, Viviana
4
Glasserman, Paul
4
Jackson, Kenneth R.
4
Kang, Boda
4
Liu, Qiang
4
Oosterlee, Cornelis Willebrordus
4
Shevchenko, Pavel V.
4
Shiraya, Kenichiro
4
Zanette, Antonino
4
Zhang, Bo
4
Zhu, Dan
4
Becker, Martin
3
Boire, François-Michel
3
Bottasso, Anna
3
Brandão, Luiz Eduardo Teixeira
3
Chen, Bin
3
Dionne, Georges
3
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Centre for Analytical Finance <Århus>
3
Columbia University / Graduate School of Business
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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The journal of computational finance
44
International journal of theoretical and applied finance
28
Quantitative finance
25
Computational economics
18
Finance and stochastics
15
Applied mathematical finance
14
European journal of operational research : EJOR
14
Energy economics
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Journal of risk and financial management : JRFM
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Risks : open access journal
9
International journal of financial engineering
8
Journal of economic dynamics & control
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of futures markets
8
Finance research letters
7
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Mathematics of operations research
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Applied economics
5
Asia-Pacific financial markets
5
Journal of mathematical finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
International review of financial analysis
4
Operations research letters
4
The European journal of finance
4
Advances in mathematical economics
3
Computational management science
3
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
3
Insurance / Mathematics & economics
3
Numerical methods in finance : Bordeaux, June 2010
3
Review of derivatives research
3
The journal of computational finance : JFC
3
Working paper
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Annals of financial economics
2
Applied economics letters
2
Astin bulletin : the journal of the International Actuarial Association
2
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ECONIS (ZBW)
607
EconStor
3
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1
Numerical methods in finance
Rogers, Leonard C. G.
(
contributor
); …
-
2008
-
Digitally print. version, paperb. re-issue
Persistent link: https://www.econbiz.de/10003650172
Saved in:
2
A few insights into cliquet options
Guillaume, Tristan
- In:
International journal of business
17
(
2012
)
2
,
pp. 163-180
Persistent link: https://www.econbiz.de/10009550120
Saved in:
3
Automated option pricing : numerical methods
Henry-Labordère, Pierre
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010243611
Saved in:
4
Wiener chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model
Kalpinelli, Evangelia A.
;
Frangos, Nikolaos E.
; …
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011603168
Saved in:
5
American option valuation methods
Zhao, Jinsha
- In:
International journal of economics and finance
10
(
2018
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011861003
Saved in:
6
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
7
Value Function Approximation or Stopping Time Approximation : A Comparison of Two Recent Numerical Methods for American Option Pricing using Simulation and Regression
Stentoft, Lars
-
2012
In Longstaff and Schwartz (2001) a method for American option pricing using simulation and regression is suggested, and since then the method has rapidly gained importance. However, the idea of using regression and simulation for American option pricing was used at least as early as in Carriere...
Persistent link: https://www.econbiz.de/10014212073
Saved in:
8
Zur Eignung numerischer Verfahren für die Optionsbewertung : mit einer ausführlichen Einführung in Derivatehandel und -bewertung
Wilkens, Sascha
-
2000
Persistent link: https://www.econbiz.de/10013439215
Saved in:
9
Numerical analysis of the statistical properties of uniform design in stated choice modelling
Li, Pengfei
;
Wang, Donggen
- In:
Transport reviews : TR
29
(
2009
)
5
,
pp. 619-634
Persistent link: https://www.econbiz.de/10003897650
Saved in:
10
Numerical methods for optimization in finance : optimized hedges for options and optimized options for hedging
Lipp, Tobias
-
2013
Persistent link: https://www.econbiz.de/10010203082
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