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~subject:"Monte Carlo simulation"
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Monte Carlo simulation
Volatility
41,139
Volatilität
40,870
Theorie
15,226
Theory
14,865
Optionspreistheorie
14,850
Option pricing theory
14,389
Börsenkurs
9,787
Share price
9,643
Schätzung
9,474
Estimation
9,268
Kapitaleinkommen
7,400
Capital income
7,372
ARCH-Modell
6,695
ARCH model
6,624
Aktienmarkt
5,965
Stock market
5,902
Monte-Carlo-Simulation
5,713
Stochastischer Prozess
5,623
Stochastic process
5,524
Welt
5,204
World
5,104
USA
5,099
United States
4,952
Wechselkurs
4,741
Exchange rate
4,648
Prognoseverfahren
4,323
Forecasting model
4,269
Zeitreihenanalyse
3,737
Time series analysis
3,651
Optionsgeschäft
3,362
Portfolio-Management
3,349
Option trading
3,341
Derivat
3,321
Portfolio selection
3,320
Derivative
3,312
Risk
3,229
Risiko
3,183
Schätztheorie
2,710
Estimation theory
2,670
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Free
2,365
Undetermined
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Article
3,634
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2,696
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1
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Article in journal
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research-article
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French
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2
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Koopman, Siem Jan
54
Dijk, Herman K. van
46
Joshi, Mark S.
42
Kapetanios, George
38
Pesaran, M. Hashem
37
Reed, W. Robert
34
Tsionas, Efthymios G.
34
McAleer, Michael
29
Dufour, Jean-Marie
23
Pfaffermayr, Michael
19
Schorfheide, Frank
19
Stentoft, Lars
19
Zhang, Xibin
19
Asai, Manabu
18
Bos, Charles S.
18
Hoogerheide, Lennart
18
Casarin, Roberto
17
Chib, Siddhartha
17
Frühwirth-Schnatter, Sylvia
17
Kano, Takashi
17
Kleijnen, Jack P. C.
17
Koop, Gary
17
Caporale, Guglielmo Maria
16
Chiarella, Carl
16
Martin, Gael M.
16
Ravazzolo, Francesco
16
Westerlund, Joakim
16
Dijk, Dick van
15
Kohn, Robert
15
Peters, Gareth
15
Scaillet, Olivier
15
Shevchenko, Pavel V.
15
Strachan, Rodney W.
15
Forbes, Catherine Scipione
14
Gil-Alaña, Luis A.
14
Kilian, Lutz
14
Lechner, Michael
14
Nielsen, Morten Ørregaard
14
Oberhofer, Harald
14
Schoenmakers, John
14
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National Bureau of Economic Research
36
Centre for Analytical Finance <Århus>
12
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
12
Ekonomiska forskningsinstitutet <Stockholm>
10
Finance Discipline Group, Business School
7
Nationalekonomiska Institutionen <Lund>
7
Queen Mary College / Department of Economics
7
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
6
European Association of Agricultural Economists - EAAE
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Tinbergen Instituut
6
Department of Economics, University of Victoria
5
Tinbergen Institute
5
Agricultural and Applied Economics Association - AAEA
4
EconWPA
4
Economics Department, Queen's University
4
HAL
4
Institute for the Study of Labor (IZA)
4
Nationalekonomiska Institutionen, Ekonomihögskolan
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Canterbury / Dept. of Economics and Finance
4
University of Exeter / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Deutsche Bundesbank
3
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
3
Econometrisch Instituut <Rotterdam>
3
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
3
Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
3
National Institute of Economic and Social Research
3
Santa Fe Institute
3
University of Warwick / Department of Economics
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
C.E.P.R. Discussion Papers
2
CTS - Centre for Transport Studies Stockholm (KTH and VTI)
2
Center for Economic Research <Tilburg>
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Centro de Estudios Monetarios y Financieros (CEMFI)
2
Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà"
2
European University Institute / Department of Law
2
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Journal of econometrics
141
Physica A: Statistical Mechanics and its Applications
96
Discussion paper / Tinbergen Institute
94
Computational economics
68
Economics letters
68
European journal of operational research : EJOR
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
The journal of computational finance
57
Working paper
57
Econometric reviews
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Applied economics
49
Journal of applied econometrics
45
International journal of theoretical and applied finance
42
Quantitative finance
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Journal of economic dynamics & control
36
Working paper / Department of Econometrics and Business Statistics, Monash University
36
Risks : open access journal
34
Working paper / National Bureau of Economic Research, Inc.
33
Applied economics letters
31
Economic modelling
31
NBER Working Paper
31
The econometrics journal
31
International journal of forecasting
30
Journal of risk and financial management : JRFM
30
NBER working paper series
30
Finance and stochastics
28
Energy economics
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Insurance / Mathematics & economics
25
International journal of production research
23
Econometric theory
22
Econometrics : open access journal
22
Finance research letters
22
Journal of forecasting
22
Journal of the American Statistical Association : JASA
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
CAMA working paper series
21
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Source
All
ECONIS (ZBW)
5,547
RePEc
622
EconStor
93
Other ZBW resources
51
BASE
18
Showing
1
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10
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6,331
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1
A Gaussian approximation scheme for computation of option prices in stochastic
volatility
models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
2
Stochastic
volatility
and option pricing
Jiang, George J.
- In:
Forecasting volatility in the financial markets
,
(pp. 131-171)
.
2007
Persistent link: https://www.econbiz.de/10003872887
Saved in:
3
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
4
Exotic option, stochastic
volatility
and incentive scheme
Tang, J.
;
Yau, S. S.-T.
- In:
Computational finance and its applications II : [Second …
,
(pp. 183-192)
.
2006
Persistent link: https://www.econbiz.de/10003410142
Saved in:
5
The evaluation of barrier option prices under stochastic
volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
6
Pricing options under stochastic
volatility
: a power series approach
Antonelli, Fabio
;
Scarlatti, Sergio
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 269-303
Persistent link: https://www.econbiz.de/10003939521
Saved in:
7
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:
8
The role of stochastic
volatility
and return jumps : reproducing
volatility
and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
9
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:
10
The uncertain
volatility
model : a Monte Carlo apporach
Guyon, Julien
;
Henry-Labordère, Pierre
- In:
The journal of computational finance
14
(
2010/11
)
3
,
pp. 37-71
Persistent link: https://www.econbiz.de/10008989934
Saved in:
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