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Option pricing theory
Monte Carlo
828
Monte Carlo simulation
218
Monte-Carlo-Simulation
214
Theorie
122
Theory
109
Schätztheorie
68
Estimation theory
64
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58
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Regression analysis
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English
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Bayer, Christian
3
Grzelak, Lech A.
3
Oosterlee, Cornelis W.
3
Sabino, Piergiacomo
3
Stoep, Anthonie W. van der
3
Tempone, Raúl
3
Ben Hammouda, Chiheb
2
Bender, Christian
2
Gardini, Matteo
2
Glau, Kathrin
2
Joshi, Mark S.
2
La Bua, Gaetano
2
Marazzina, Daniele
2
Sasso, Emanuela
2
Schweizer, Nikolaus
2
Tang, Robert
2
Wu, Liuren
2
Ahlawat, Samit
1
Aistleitner, Christoph
1
Auster, Johan
1
Bastien, Josée
1
Bernard, Carole
1
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1
Bollin, Bartłomiej
1
Boyle, Phelim P.
1
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1
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1
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1
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Del Moral, Pierre
1
Filipović, Damir
1
Frangos, Nikolaos E.
1
Fáth, Gábor
1
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1
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Quantitative finance
8
The journal of computational finance
8
International journal of theoretical and applied finance
6
Journal of risk and financial management : JRFM
3
Applied mathematical finance
2
International journal of financial engineering
2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Scientific Annals of Economics and Business
2
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1
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Decisions in economics and finance : a journal of applied mathematics
1
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1
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1
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1
International journal of theoretical and applied finance : IJTAF
1
Internet finance and digital economy : advances in digital economy and data analysis technology : the 2nd International Conference on Internet Finance and Digital Economy, Kuala Lumpur, Malaysia, 19 - 21 August 2022
1
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1
Journal of risk finance : the convergence of financial products and insurance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics of operations research
1
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1
Operations research letters
1
Prague economic papers : a bimonthly journal of economic theory and policy
1
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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1
Implied stopping rules for American basket options from Markovian projection
Bayer, Christian
;
Häppölä, Juho
;
Tempone, Raúl
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 371-390
Persistent link: https://www.econbiz.de/10012194659
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2
The optimal method for pricing Bermudan options by simulation
Ibáñez, Alfredo
;
Velasco, Carlos
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 1143-1180
Persistent link: https://www.econbiz.de/10011969082
Saved in:
3
Regime classification and stock loan valuation
Cai, Ning
;
Zhang, Wei
- In:
Operations research
68
(
2020
)
4
,
pp. 965-983
Persistent link: https://www.econbiz.de/10012288340
Saved in:
4
Pricing path-dependent Bermudan options using Wiener chaos expansion : an embarrassingly parallel approach
Lelong, Jérôme
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012543612
Saved in:
5
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
Saved in:
6
Measuring infrastructure investment option value
Power, Gabriel J.
;
Tandja M., Charli D.
;
Bastien, Josée
; …
- In:
Journal of risk finance : the convergence of financial …
16
(
2015
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10010513368
Saved in:
7
Ultra-fast scenario analysis of mortgage prepayment risk
Theiakos, Alexios
;
Tas, Jurgen M. C.
;
Lem, Han van der
; …
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 19-33
Persistent link: https://www.econbiz.de/10011298889
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8
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
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9
A low-bias simulation scheme for the Sabr Stochastic Volatility model
Chen, Bin
;
Oosterlee, Cornelis W.
;
Weide, Hans van der
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009624504
Saved in:
10
Estimating correlated jumps and stochastic volatilities
Witzany, Jiří
- In:
Prague economic papers : a bimonthly journal of …
22
(
2013
)
2
,
pp. 251-283
Persistent link: https://www.econbiz.de/10010226453
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