Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Monte Carlo simulation"
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
Moments Structure of l1-Stocha...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Stochastic volatility
128
Stochastische Volatilität
128
Volatilität
92
Stochastic process
90
Stochastischer Prozess
90
Volatility
89
Option pricing theory
68
Optionspreistheorie
68
Stochastic volatility model
65
Theorie
62
Theory
62
stochastic volatility model
41
Prognoseverfahren
34
Forecasting model
32
Monte-Carlo-Simulation
31
Estimation
27
Schätzung
26
ARCH model
24
ARCH-Modell
24
Bayesian inference
24
Bayes-Statistik
22
Zeitreihenanalyse
21
Time series analysis
20
Option trading
19
Optionsgeschäft
19
Black-Scholes model
18
Black-Scholes-Modell
18
Derivat
18
Derivative
18
USA
18
United States
18
VAR model
16
VAR-Modell
16
Welt
16
World
16
Estimation theory
15
Schätztheorie
15
Capital market returns
14
Kapitalmarktrendite
14
more ...
less ...
Online availability
All
Free
16
Undetermined
10
Type of publication
All
Book / Working Paper
18
Article
13
Type of publication (narrower categories)
All
Graue Literatur
14
Non-commercial literature
14
Arbeitspapier
13
Article in journal
13
Aufsatz in Zeitschrift
13
Working Paper
13
Hochschulschrift
1
more ...
less ...
Language
All
English
31
Author
All
McAleer, Michael
11
Asai, Manabu
8
Chang, Chia-Lin
5
Chen, Jinghui
3
Kobayashi, Masahito
3
Peiris, Shelton
3
Baum, Christopher F.
2
Chaussé, Pierre
2
Chen, Liyuan
2
Goossens, François
2
Koopman, Siem Jan
2
Xu, Dinghai
2
Zerilli, Paola
2
Asghari, Naser M.
1
Baldeaux, Jan
1
Chiarella, Carl
1
Han, Heejoon
1
Jacod, Jean
1
Jungbacker, Borus
1
Kang, Boda
1
Klüppelberg, Claudia
1
Lee, Eunhee
1
Lou, Zhusheng
1
Lucas, André
1
Mandjes, Michel
1
Mehrdoust, Farshid
1
Moussa, Karim
1
Müller, Gernot
1
Nakajima, Jouchi
1
Nguyen, Duy
1
Roberts, Dale
1
Samimi, Oldouz
1
Scharth, Marcel
1
Shinozaki, Yuji
1
Takahashi, Akihiko
1
Takehara, Kohta
1
Wang, Nianling
1
Watanabe, Toshiaki
1
more ...
less ...
Published in...
All
Econometric Institute research papers
5
Discussion paper / Tinbergen Institute
4
International journal of financial engineering
2
Journal of econometrics
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Boston College working papers in economics
1
Econometric reviews
1
Economic modelling
1
Energy economics
1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Quantitative finance
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
The Korean economic review
1
The Wiley Finance Ser.
1
The journal of computational finance
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Tinbergen Institute research series
1
Waterloo economic series : working paper
1
Wiley finance series
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Transform-based evluation of prices and Greeks of lookback options driven by Lévy processes
Asghari, Naser M.
;
Mandjes, Michel
- In:
The journal of computational finance
20
(
2016
)
2
,
pp. 67-100
Persistent link: https://www.econbiz.de/10011656711
Saved in:
2
High-frequency realized stochastic volatility model
Watanabe, Toshiaki
;
Nakajima, Jouchi
- In:
Journal of empirical finance
79
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015179722
Saved in:
3
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
4
Quasi- Monte Carol methods for the Heston model
Baldeaux, Jan
;
Roberts, Dale
-
2012
Persistent link: https://www.econbiz.de/10009564454
Saved in:
5
How to implement market models using VBA
Goossens, François
-
2015
Persistent link: https://www.econbiz.de/10010493587
Saved in:
6
The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
7
Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448006
Saved in:
8
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
9
Pricing multi-asset American option under Heston stochastic volatility model
Samimi, Oldouz
;
Mehrdoust, Farshid
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011923057
Saved in:
10
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
-
2018
Persistent link: https://www.econbiz.de/10011891048
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
