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:"Risikomaß"
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
Higher order approximations fo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
Theorie
6
Theory
6
Estimation theory
4
Monte Carlo simulation
4
Schätztheorie
4
Simulation
4
simulation
4
Derivat
3
Derivative
3
Risk measure
3
Sampling
3
Stichprobenerhebung
3
perturbation analysis
3
Bayes-Statistik
2
Bayesian framework
2
Bayesian inference
2
Measurement
2
Messung
2
Monte-Carlo-Simulation
2
Portfolio selection
2
Portfolio-Management
2
Sensitivity analysis
2
Sensitivitätsanalyse
2
Stochastic process
2
Stochastischer Prozess
2
dynamic sampling allocation
2
sensitivity analysis
2
stochastic derivative estimation
2
Business process management
1
Conditional Monte Carlo
1
Copula model
1
Credit derivative
1
Credit risk
1
Decision analysis
1
Demand
1
Dynamic pricing with demand learning
1
Dynamic programming
1
Dynamische Optimierung
1
Estimation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Hu, Jian-Qiang
3
Fu, Michael
2
Chen, Chun-hung
1
Glynn, Peter W.
1
Hong, L. Jeff
1
Peng, Yijie
1
Wang, Tianxiang
1
Xu, Jie
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1
INFORMS journal on computing : JOC
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conditional Monte Carlo estimation of quantile sensitivities
Fu, Michael
;
Hong, L. Jeff
;
Hu, Jian-Qiang
- In:
Management science : journal of the Institute for …
55
(
2009
)
12
,
pp. 2019-2027
Persistent link: https://www.econbiz.de/10003928512
Saved in:
2
Computing sensitivities for distortion risk measures
Glynn, Peter W.
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
INFORMS journal on computing : JOC
33
(
2021
)
4
,
pp. 1520-1532
Persistent link: https://www.econbiz.de/10012796944
Saved in:
3
Efficient estimation of a risk measure requiring two-stage simulation optimization
Wang, Tianxiang
;
Xu, Jie
;
Hu, Jian-Qiang
;
Chen, Chun-hung
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1355-1365
Persistent link: https://www.econbiz.de/10013498797
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
