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~subject:"Schätztheorie"
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Subject
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Schätztheorie
Simulation
19,791
Optionspreistheorie
14,726
Option pricing theory
14,268
Theorie
11,883
Theory
11,587
Monte Carlo simulation
6,203
Monte-Carlo-Simulation
5,637
Volatilität
4,366
Volatility
4,295
Stochastischer Prozess
4,168
Stochastic process
4,101
Optionsgeschäft
2,884
Option trading
2,867
simulation
2,519
Derivat
2,478
Derivative
2,475
Estimation theory
2,163
Schätzung
1,860
Estimation
1,831
USA
1,729
United States
1,672
Portfolio-Management
1,669
Portfolio selection
1,650
Deutschland
1,455
Prognoseverfahren
1,319
Hedging
1,318
Forecasting model
1,295
Germany
1,271
Markov chain
1,266
Markov-Kette
1,261
Agentenbasierte Modellierung
1,223
Agent-based modeling
1,217
CAPM
1,168
Black-Scholes-Modell
1,115
Mathematische Optimierung
1,087
Mathematical programming
1,084
Black-Scholes model
1,060
Zinsstruktur
1,059
Yield curve
1,046
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Online availability
All
Free
784
Undetermined
430
Type of publication
All
Book / Working Paper
1,116
Article
1,087
Type of publication (narrower categories)
All
Article in journal
1,005
Aufsatz in Zeitschrift
1,005
Working Paper
635
Arbeitspapier
597
Graue Literatur
589
Non-commercial literature
589
Aufsatz im Buch
65
Book section
65
Hochschulschrift
52
Thesis
42
Collection of articles of several authors
18
Sammelwerk
18
Amtsdruckschrift
13
Aufsatzsammlung
13
Collection of articles written by one author
13
Government document
13
Sammlung
13
Konferenzschrift
8
Bibliografie enthalten
4
Bibliography included
4
Conference paper
3
Conference proceedings
3
Forschungsbericht
3
Konferenzbeitrag
3
Mehrbändiges Werk
3
Multi-volume publication
3
Systematic review
3
Übersichtsarbeit
3
Handbook
2
Handbuch
2
Festschrift
1
Mikroform
1
Nachschlagewerk
1
Reference book
1
Statistik
1
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Language
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English
2,162
German
40
French
2
Italian
1
Author
All
Kleijnen, Jack P. C.
17
Schorfheide, Frank
17
Lechner, Michael
16
Dufour, Jean-Marie
15
Inoue, Atsushi
13
Herbst, Edward P.
12
Huber, Martin
12
Pesaran, M. Hashem
12
Nesheim, Lars
11
Shephard, Neil G.
11
Hall, Alastair R.
10
Heckman, James J.
10
Hong, Han
10
Hortaçsu, Ali
10
Rossi, Barbara
10
Słoczyński, Tymon
10
Wooldridge, Jeffrey M.
10
Barndorff-Nielsen, Ole E.
9
Cui, Zhenyu
9
Fu, Michael
9
Härdle, Wolfgang
9
Khalaf, Lynda
9
Kilian, Lutz
9
Kiviet, J. F.
9
Kohn, Robert
9
Koopman, Siem Jan
9
McAleer, Michael
9
Nason, James Michael
9
Takahashi, Akihiko
9
Arcidiacono, Peter
8
Baltagi, Badi H.
8
Chib, Siddhartha
8
Hajivassiliou, Vassilis Argyrou
8
Hlouskova, Jaroslava
8
Kristensen, Dennis
8
Lee, Lung-fei
8
Stentoft, Lars
8
Tsionas, Efthymios G.
8
Urga, Giovanni
8
Wagner, Martin
8
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Institution
All
National Bureau of Economic Research
19
Centre for Analytical Finance <Århus>
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Umeå universitet
6
Ekonomiska forskningsinstitutet <Stockholm>
4
Birkbeck College / Department of Economics
3
Universität Basel / Institut für Statistik und Ökonometrie
3
European University Institute / Department of Economics
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of New England / Department of Econometrics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Center for Economic Research <Tilburg>
1
Centre for Microdata Methods and Practice <London>
1
Centre for Quantitative Economics & Computing
1
Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
1
Deutsche Forschungsgemeinschaft
1
European University Institute / Department of Law
1
Europäische Kommission / Gemeinsame Forschungsstelle
1
Europäische Kommission / Statistisches Amt
1
Federal Reserve Bank of Cleveland
1
Foerder Institute for Economic Research <Tēl-Āvîv>
1
Forschungsinstitut zur Zukunft der Arbeit
1
Goethe-Universität Frankfurt am Main
1
Gottfried Wilhelm Leibniz Universität Hannover
1
International Growth Centre <London>
1
International Workshop Traffic and Mobility: Simulation - Economics - Environment <1999, Aachen>
1
Leonard N. Stern School of Business / Information Systems Department
1
London School of Economics and Political Science
1
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
1
Magyar Gazdaságkutató Intézet <Budapest>
1
McMaster University / Department of Economics
1
National Bureau of Economic Research inc.
1
Nationalekonomiska Institutionen <Lund>
1
New York University / Mathematical Finance Seminar
1
New York University Mathematical Finance Seminar
1
Nuffield College
1
Oxford Financial Research Centre
1
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Published in...
All
Journal of econometrics
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Econometric reviews
45
Economics letters
41
European journal of operational research : EJOR
33
Computational economics
30
Discussion paper / Tinbergen Institute
22
CEMMAP working papers / Centre for Microdata Methods and Practice
19
Working paper / National Bureau of Economic Research, Inc.
19
Discussion paper series / IZA
18
Economic modelling
18
NBER Working Paper
18
Operations research
18
Journal of economic dynamics & control
17
Applied economics
16
Discussion paper / Center for Economic Research, Tilburg University
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International journal of theoretical and applied finance
16
The econometrics journal
16
Econometric theory
15
Applied economics letters
14
NBER working paper series
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Working paper
13
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Econometrics : open access journal
11
Statistics in transition : an international journal of the Polish Statistical Association
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
The journal of computational finance
11
Discussion paper
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
INFORMS journal on computing : JOC
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Quantitative finance
10
IZA Discussion Paper
8
Journal of applied econometrics
8
Journal of quantitative economics : official journal of the Indian Econometric Society
8
Journal of the American Statistical Association : JASA
8
Risks : open access journal
8
The review of economics and statistics
8
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Source
All
ECONIS (ZBW)
2,164
EconStor
38
USB Cologne (EcoSocSci)
1
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1
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1
Subsampling and other considerations for efficient risk estimation in large portfolios
Giles, Michael B.
;
Haji-Ali, Abdul-Lateef
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 113-140
Persistent link: https://www.econbiz.de/10014546280
Saved in:
2
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
3
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
4
On the consistency of regression-based Monte Carlo methods for pricing Bermudan options in case of estimated financial models
Fromkorth, Andreas
;
Köhler, Michael
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 371-399
Persistent link: https://www.econbiz.de/10011350612
Saved in:
5
An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
Saved in:
6
Efficient numerical pricing of American call options using symmetry arguments
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
12
(
2019
)
2/59
,
pp. 1-26
regression and
simulation
-based least-squares Monte Carlo method by using put-call symmetry. The results show that, for a large …
Persistent link: https://www.econbiz.de/10012022212
Saved in:
7
Unbiased estimators and multilevel Monte Carlo
Vihola, Matti
- In:
Operations research
66
(
2018
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10011845993
Saved in:
8
Sample recycling method : a new approach to efficient nested Monte Carlo simulations
Fang, Runhuan
;
Li, Peng
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 336-359
Persistent link: https://www.econbiz.de/10013349067
Saved in:
9
Impact of bias in the estimation of American-style options by Monte Carlo
simulation
Anukal Chiralaksanakul
- In:
Journal of modelling in management
11
(
2016
)
2
,
pp. 644-659
Persistent link: https://www.econbiz.de/10011529578
Saved in:
10
Monte Carlo
simulation
of boundary crossing probabilities with applications to finance and statistics
Gür, Sercan
-
2019
Persistent link: https://www.econbiz.de/10012197036
Saved in:
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