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Simulation
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
Option trading
2,891
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
Bayesian inference
782
Prognoseverfahren
781
Statistische Verteilung
781
Bayes-Statistik
776
Forecasting model
773
Statistical distribution
770
Risk
749
Risiko
747
Kreditrisiko
682
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633
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1
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1
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English
940
German
25
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Stentoft, Lars
12
Joshi, Mark S.
11
Koopman, Siem Jan
9
Advani, Arun
7
Geweke, John
7
Słoczyński, Tymon
7
Kleijnen, Jack P. C.
6
Sabino, Piergiacomo
6
Wang, Xiaoqun
6
Cui, Zhenyu
5
Dassios, Angelos
5
Fries, Christian P.
5
Fu, Michael
5
Grzelak, Lech A.
5
Kitagawa, Toru
5
Lux, Thomas
5
Oosterlee, Cornelis W.
5
Wong, Hoi Ying
5
Zhao, Hongbiao
5
Di Iorio, Francesca
4
Dijk, Herman K. van
4
Dufour, Jean-Marie
4
Fachin, Stefano
4
Günther, Michael
4
Hong, Han
4
Huber, Martin
4
Kwok, Yue-Kuen
4
Nijkamp, Peter
4
Oberhofer, Harald
4
Peng, Yijie
4
Pfaffermayr, Michael
4
Pitt, Michael K.
4
Platen, Eckhard
4
Poot, Jacques
4
Qu, Yan
4
Scaillet, Olivier
4
Schoenmakers, John
4
Seydel, Rüdiger
4
Veith, Jochen
4
Zhu, Dan
4
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National Bureau of Economic Research
2
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1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer International Publishing
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of London
1
University of Melbourne / Department of Finance
1
University of Warwick / Department of Economics
1
Universität <Erlangen
1
Universität Stuttgart
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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European journal of operational research : EJOR
28
Computational economics
25
The journal of computational finance
20
Discussion paper / Tinbergen Institute
15
Applied mathematical finance
12
Operations research
12
Quantitative finance
12
Risks : open access journal
12
Energy economics
11
International journal of production research
11
International journal of theoretical and applied finance
11
Journal of risk and financial management : JRFM
11
Journal of economic dynamics & control
10
Journal of econometrics
9
Journal of mathematical finance
9
Economic modelling
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
SpringerLink / Bücher
8
Finance research letters
7
International journal of production economics
7
INFORMS journal on computing : JOC
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Organizational research methods : ORM
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The European journal of finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Applied economics
5
Econometric reviews
5
International journal of financial engineering
5
Journal of the Operational Research Society
5
Mathematics of operations research
5
Universitext
5
Applied economics letters
4
Discussion paper series / IZA
4
Finance and stochastics
4
Insurance / Mathematics & economics
4
International journal of computational economics and econometrics
4
Report / Econometric Institute, Erasmus University Rotterdam
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Review of derivatives research
4
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ECONIS (ZBW)
958
EconStor
4
Other ZBW resources
2
USB Cologne (business full texts)
1
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1
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
2
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:
3
Optimizing hedging effectiveness of indian agricultural commodity futures : a simulation approach
Mansabdar, Sanjay
;
Yaganti, Hussain C.
- In:
Asia Pacific financial markets
30
(
2023
)
1
,
pp. 13-36
Persistent link: https://www.econbiz.de/10014251541
Saved in:
4
The planting real option in cash rent valuation
Du, Xiaodong
;
Hennessy, David A.
-
2008
Persistent link: https://www.econbiz.de/10003716599
Saved in:
5
Bewertung von Optionen unter der Coherent Market Hypothesis
Veith, Jochen
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003307885
Saved in:
6
New acceleration schemes with the asymptotic expansion in Monte Carlo simulation
Takahashi, Akihiko
;
Uchida, Yoshihiko
- In:
Advances in mathematical economics
8
(
2006
),
pp. 411-431
Persistent link: https://www.econbiz.de/10003309026
Saved in:
7
Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options
Sabino, Piergiacomo
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10003835862
Saved in:
8
Asymptotic normality for EMS option price estimator with continuous or discontinuous payoff functions
Yuan, Zhushun
;
Chen, Gemai
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1438-1450
Persistent link: https://www.econbiz.de/10003885452
Saved in:
9
Valuing modularity as a real option
Gamba, Andrea
;
Fusari, Nicola
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1877-1896
Persistent link: https://www.econbiz.de/10003909226
Saved in:
10
Monte Carlo techniques in pricing and using derivatives
Marshall, Cara M.
- In:
Financial derivatives : pricing and risk management
,
(pp. 425-440)
.
2010
Persistent link: https://www.econbiz.de/10003920439
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