//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Option trading"
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
Monte Carlo Approximations of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option trading
Optionspreistheorie
14,810
Option pricing theory
14,351
Monte Carlo simulation
6,292
Theorie
5,778
Monte-Carlo-Simulation
5,674
Theory
5,624
Volatilität
4,221
Volatility
4,155
Stochastischer Prozess
3,672
Stochastic process
3,617
Optionsgeschäft
2,908
Derivat
2,447
Derivative
2,444
Schätzung
1,429
Estimation
1,404
Schätztheorie
1,360
Estimation theory
1,341
Portfolio-Management
1,332
Portfolio selection
1,315
Hedging
1,279
Markov-Kette
1,144
Markov chain
1,142
Black-Scholes-Modell
1,126
CAPM
1,099
Black-Scholes model
1,069
USA
1,024
United States
1,005
Zinsstruktur
988
Yield curve
978
Simulation
965
Bayesian inference
782
Prognoseverfahren
781
Statistische Verteilung
781
Bayes-Statistik
776
Forecasting model
773
Statistical distribution
770
Risk
749
Risiko
747
Kreditrisiko
682
more ...
less ...
Online availability
All
Free
923
Undetermined
862
Type of publication
All
Article
1,768
Book / Working Paper
1,122
Journal
1
Type of publication (narrower categories)
All
Article in journal
1,665
Aufsatz in Zeitschrift
1,665
Graue Literatur
232
Non-commercial literature
232
Arbeitspapier
223
Working Paper
223
Aufsatz im Buch
88
Book section
88
Hochschulschrift
59
Thesis
41
Lehrbuch
29
Textbook
28
Glossar enthalten
18
Glossary included
18
Collection of articles of several authors
14
Sammelwerk
14
Handbook
12
Handbuch
12
Bibliografie enthalten
9
Bibliography included
9
Collection of articles written by one author
8
Sammlung
8
Aufsatzsammlung
7
Conference paper
6
Konferenzbeitrag
6
Accompanied by computer file
4
Elektronischer Datenträger als Beilage
4
Guidebook
3
Ratgeber
3
Reprint
3
Amtsdruckschrift
2
Bibliografie
2
CD-ROM, DVD
2
Forschungsbericht
2
Government document
2
Rezension
2
Aufgabensammlung
1
Diskette
1
Einführung
1
Floppy disk
1
more ...
less ...
Language
All
English
2,825
German
56
French
6
Italian
3
Spanish
1
Author
All
Hull, John
25
Cui, Zhenyu
21
Wang, Xingchun
20
Joshi, Mark S.
18
Lee, Hangsuck
17
Madan, Dilip B.
17
Stentoft, Lars
17
Carr, Peter
14
Fusai, Gianluca
13
Zhang, Jin E.
13
Orosi, Greg
12
Guirguis, Michel
11
Jacobs, Kris
11
Lee, Cheng F.
11
Schoutens, Wim
11
Alghalith, Moawia
10
Ewald, Christian-Oliver
10
Fabozzi, Frank J.
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Perrakis, Stylianos
10
Ryu, Doojin
10
Zanette, Antonino
10
Chen, An
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
Lee, Minha
9
Li, Lingfei
9
Stork, Philip
9
Takahashi, Akihiko
9
Zhu, Song-Ping
9
Alexander, Carol
8
Bayraktar, Erhan
8
Bernales, Alejandro
8
Bernard, Carole
8
Broeders, Dirk
8
Cai, Ning
8
Constantinides, George M.
8
Escobar, Marcos
8
Ha, Hongjun
8
more ...
less ...
Institution
All
National Bureau of Economic Research
8
Center for Economic Research <Tilburg>
5
Centre for Analytical Finance <Århus>
4
Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Weltwirtschaftsforum
2
Australian National University / Faculty of Economics and Commerce
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Christian-Albrechts-Universität zu Kiel
1
Deutsche Forschungsgemeinschaft
1
EOE
1
Eberhard Karls Universität Tübingen
1
Energy, Mines and Resources, Canada
1
Erasmus Research Institute of Management
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Federal Reserve Bank of Chicago
1
FernUniversität in Hagen
1
Institute for Fiscal Studies
1
Investors Intelligence
1
Johannes Gutenberg-Universität Mainz
1
Judge Institute of Management Studies
1
Karlsruher Institut für Technologie
1
New York Institute of Finance
1
Pearson Studium
1
Practising Law Institute
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
USA / Subcommittee on Civil Service, Post Office, and General Services
1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of York / Department of Economics and Related Studies
1
Universität Konstanz
1
Wiley-VCH
1
ham- Māḵôn le-Meḥqār Kalkālî be-Yiśrā'ēl ʿal Šēm Môrîs Fâlq <Yerûšālayim>
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
85
The journal of futures markets
84
Review of derivatives research
58
The journal of computational finance
58
Quantitative finance
53
Applied mathematical finance
52
The journal of derivatives : the official publication of the International Association of Financial Engineers
49
Finance research letters
47
Journal of banking & finance
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
Computational economics
28
Finance and stochastics
28
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Journal of financial economics
21
Risks : open access journal
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Asia-Pacific financial markets
18
Review of quantitative finance and accounting
18
The European journal of finance
17
Economic modelling
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Applied economics
14
Swiss Finance Institute Research Paper
14
Annals of finance
13
Journal of risk and financial management : JRFM
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
International review of financial analysis
12
Journal of financial markets
11
Energy economics
10
Journal of derivatives & hedge funds
10
Journal of risk
10
Operations research letters
10
Theoretical economics letters
10
more ...
less ...
Source
All
ECONIS (ZBW)
2,891
Showing
1
-
10
of
2,891
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing Asian options : a comparison of numerical and simulation approaches twenty years later
Horvath, Akos
;
Medvegyev, Peter
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 810-841
Persistent link: https://www.econbiz.de/10011657691
Saved in:
2
A new control variate estimator for an Asian option
Kamizono, Kenji
;
Kariya, Takeaki
;
Liu, Regina Y.
; …
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 143-160
Persistent link: https://www.econbiz.de/10003357648
Saved in:
3
Optimal martingales and American option pricing
Cerrato, Mario
(
contributor
);
Abbasyan, Abdollah
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003806133
Saved in:
4
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
Saved in:
5
Unbiased Monte Carlo valuation of lookback, swing and barrier options with continous monitoring under variance gamma models
Becker, Martin
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 35-61
Persistent link: https://www.econbiz.de/10003996072
Saved in:
6
A simple derivation of and improvements to Jamshidian's and Roger's upper bound methods for Bermudan options
Joshi, Mark S.
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 197-205
Persistent link: https://www.econbiz.de/10003542984
Saved in:
7
Optimal martingales and American option pricing
Cerrato, Mario
;
Abbasyan, Abdollah
-
2009
Persistent link: https://www.econbiz.de/10003875010
Saved in:
8
Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
-
2009
Persistent link: https://www.econbiz.de/10003924345
Saved in:
9
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
10
Monte-Carlo valuation of American options : facts and new algorithms to improve existing methods
Bouchard, Bruno
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 215-255)
.
2012
Persistent link: https://www.econbiz.de/10009577193
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->