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~subject:"Monte Carlo simulation"
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Monte Carlo simulation
Stochastischer Prozess
17,274
Stochastic process
16,828
Theorie
9,972
Theory
9,725
Volatilität
3,865
Volatility
3,802
Optionspreistheorie
3,250
Option pricing theory
3,199
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2,800
Queueing theory
2,290
Mathematische Optimierung
2,275
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2,260
Portfolio-Management
1,484
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1,475
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1,448
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1,441
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1,410
Time series analysis
1,395
Markov-Kette
1,072
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1,068
Schätztheorie
1,054
Estimation theory
1,037
Simulation
898
Risiko
840
Risk
826
Börsenkurs
686
Statistische Verteilung
684
Prognoseverfahren
676
USA
676
Statistical distribution
669
Forecasting model
658
Share price
657
Derivat
645
Derivative
643
United States
643
Dynamic programming
602
Dynamische Optimierung
599
Monte-Carlo-Simulation
593
Scheduling-Verfahren
584
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216
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211
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English
588
German
5
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3
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Koopman, Siem Jan
23
Bos, Charles S.
7
Forbes, Catherine Scipione
7
Kleijnen, Jack P. C.
7
Martin, Gael M.
7
Mertens, Elmar
7
Scharth, Marcel
7
Chiarella, Carl
6
Liesenfeld, Roman
6
Maneesoonthorn, Worapree
6
Asai, Manabu
5
León-González, Roberto
5
Lucas, André
5
Omori, Yasuhiro
5
Ooms, Marius
5
Rodrigues, Paulo Jorge Maurício
5
Seeger, Norman
5
Wirjanto, Tony S.
5
Zhang, Xibin
5
Beers, Wim C. M. van
4
Chan, Joshua
4
Dimitrakopoulos, Stefanos
4
Dufour, Jean-Marie
4
Grzelak, Lech A.
4
Ignatieva, Ekaterina
4
Jensen, Mark J.
4
Kang, Boda
4
Kim, Dongwoo
4
Kolkiewicz, Adam W.
4
McAleer, Michael
4
Men, Zhongxian
4
Nason, James Michael
4
Oosterlee, Cornelis Willebrordus
4
Platen, Eckhard
4
Richard, Jean-François
4
Rodriguez, Gabriel
4
Shevchenko, Pavel V.
4
Shiraya, Kenichiro
4
Takahashi, Akihiko
4
Tsionas, Efthymios G.
4
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Center for Economic Research <Tilburg>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Ekonomiska forskningsinstitutet <Stockholm>
1
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Discussion paper / Tinbergen Institute
16
Quantitative finance
14
Journal of econometrics
13
The journal of computational finance
13
Econometric reviews
12
European journal of operational research : EJOR
12
International journal of theoretical and applied finance
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Computational economics
11
Journal of risk and financial management : JRFM
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Energy economics
9
Finance research letters
9
Finance and stochastics
8
Mathematics of operations research
8
Risks : open access journal
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of empirical finance
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Applied mathematical finance
5
CEMMAP working papers / Centre for Microdata Methods and Practice
5
International journal of financial engineering
5
Journal of economic dynamics & control
5
SFB 649 discussion paper
5
Working paper
5
CAMA working paper series
4
Computers & operations research : and their applications to problems of world concern ; an international journal
4
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Econometric theory
4
Economic modelling
4
GRIPS discussion papers
4
INFORMS journal on computing : JOC
4
Insurance / Mathematics & economics
4
International journal of forecasting
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of mathematical finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Annals of operations research
3
Applied economics
3
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ECONIS (ZBW)
588
EconStor
4
RePEc
3
Other ZBW resources
1
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A stochastic modelling and optimization for the design of an LNG refuelling system in the Piraeus port region
Ntakolia, Charis
;
Douloumpekis, Michalis
;
Papaleonidas, …
- In:
Operations research forum
4
(
2023
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014384975
Saved in:
2
Moments of maximum of Lévy processes : application to barrier and lookback option pricing
Li, Yuan
;
Shiraya, Kenichiro
;
Umezawa, Yuji
;
Yamazaki, Akira
-
2022
Persistent link: https://www.econbiz.de/10013271751
Saved in:
3
Variance Gamma model in hedging vanilla and exotic options
Bollin, Bartłomiej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322240
Saved in:
4
Finite element based Monte Carlo simulation of options on Lévy driven assets
Karlsson, Patrik
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011922968
Saved in:
5
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:
6
A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
7
An exact method for the sensitivity analysis of systems simulated by rejection techniques
Joshi, Mark S.
;
Zhu, Dan
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 875-888
Persistent link: https://www.econbiz.de/10011521858
Saved in:
8
Randomized approximation scheme and perfect sampler for closed Jackson networks with multiple servers
Kijima, Shuji
;
Matsui, Tomomi
-
2008
Persistent link: https://www.econbiz.de/10003732987
Saved in:
9
Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Haldrup, Niels
-
1992
Persistent link: https://www.econbiz.de/10000842147
Saved in:
10
The accuracy of normal approximation in a heterogeneous panel data unit root test
Jönsson, Kristian
- In:
Statistical papers
49
(
2008
)
3
,
pp. 565-579
Persistent link: https://www.econbiz.de/10003715392
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