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Stochastic process
Simulation
20,424
Optionspreistheorie
14,841
Option pricing theory
14,380
Theorie
11,997
Theory
11,701
Monte Carlo simulation
6,321
Monte-Carlo-Simulation
5,703
Volatilität
4,417
Volatility
4,346
Stochastischer Prozess
4,223
Optionsgeschäft
2,926
Option trading
2,909
simulation
2,557
Derivat
2,514
Derivative
2,509
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2,243
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2,203
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1,877
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1,849
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1,737
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1,691
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1,676
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1,672
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1,466
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1,333
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1,331
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1,310
Germany
1,281
Markov chain
1,279
Markov-Kette
1,274
Agentenbasierte Modellierung
1,240
Agent-based modeling
1,232
CAPM
1,181
Black-Scholes-Modell
1,133
Mathematische Optimierung
1,108
Mathematical programming
1,103
Black-Scholes model
1,078
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1,067
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1,054
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4,083
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70
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2
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Cui, Zhenyu
37
Chiarella, Carl
29
Takahashi, Akihiko
27
Koopman, Siem Jan
24
Carr, Peter
23
Nguyen, Duy
23
Madan, Dilip B.
22
Kleijnen, Jack P. C.
21
Alòs, Elisa
19
Elliott, Robert J.
19
Fabozzi, Frank J.
19
Hainaut, Donatien
19
Oosterlee, Cornelis W.
18
Escobar, Marcos
17
Platen, Eckhard
16
Wang, Xingchun
16
Kim, Young Shin
15
Lorig, Matthew
15
Fouque, Jean-Pierre
14
Grasselli, Martino
14
Jacquier, Antoine (Jack)
14
Benth, Fred Espen
13
Forde, Martin
13
Grzelak, Lech A.
13
Hess, Markus
13
Kang, Boda
13
Kirkby, Justin
13
Levendorskij, Sergej Z.
13
Račev, Svetlozar T.
13
Schoutens, Wim
13
Shiraya, Kenichiro
13
Siu, Tak Kuen
13
Wong, Hoi Ying
13
Yamada, Toshihiro
13
Yamazaki, Akira
13
Ziveyi, Jonathan
13
Eberlein, Ernst
12
Forbes, Catherine Scipione
12
Gatheral, Jim
12
Kirkby, J. Lars
12
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National Bureau of Economic Research
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Centre for Analytical Finance <Århus>
3
Center for Economic Research <Tilburg>
2
Chambre de commerce et d'industrie de Paris
2
Queen Mary College / Department of Economics
2
Walter de Gruyter GmbH & Co. KG
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of Cleveland
1
IGI Global
1
Institutionen för Skogsekonomi <Ume°a>
1
International Center for Financial Asset Management and Engineering
1
National Institute of Economic and Social Research
1
Society of Actuaries
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Taylor and Francis.
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Exeter / Department of Economics
1
Universität Ulm
1
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International journal of theoretical and applied finance
211
European journal of operational research : EJOR
110
Quantitative finance
109
The journal of computational finance
92
Applied mathematical finance
90
Finance and stochastics
85
Insurance / Mathematics & economics
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
64
Computational economics
59
International journal of financial engineering
59
Journal of mathematical finance
50
Risks : open access journal
50
Journal of economic dynamics & control
45
Finance research letters
42
Review of derivatives research
41
The journal of futures markets
40
Journal of econometrics
38
Journal of banking & finance
34
The North American journal of economics and finance : a journal of financial economics studies
34
Discussion paper / Tinbergen Institute
32
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
30
Annals of finance
28
Journal of risk and financial management : JRFM
28
International journal of production research
26
Operations research
26
Asia-Pacific financial markets
25
Research paper series / Swiss Finance Institute
24
Economic modelling
23
Energy economics
22
Mathematics of operations research
22
The European journal of finance
21
Mathematical finance : an international journal of mathematics, statistics and financial economics
20
Operations research letters
20
Econometric reviews
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Computers & operations research : and their applications to problems of world concern ; an international journal
18
INFORMS journal on computing : JOC
18
SFB 649 discussion paper
18
Applied economics
17
International journal of production economics
16
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ECONIS (ZBW)
4,152
RePEc
2
Other ZBW resources
1
Showing
1
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10
of
4,155
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date (oldest first)
1
JDOI variance reduction method and the pricing of American-style options
Auster, Johan
;
Mathys, Ludovic
;
Maeder, Fabio
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 639-656
Persistent link: https://www.econbiz.de/10013367843
Saved in:
2
Geometrically convergent
simulation
of the extrema of Lévy processes
González Cázares, Jorge Ignacio
;
Mijatović, Aleksandar
; …
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1141-1168
Persistent link: https://www.econbiz.de/10013365090
Saved in:
3
Simulation
of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
4
An improved averaged two-replication procedure with Latin hypercube sampling
Bayraksan, Güzin
- In:
Operations research letters
46
(
2018
)
2
,
pp. 173-178
Persistent link: https://www.econbiz.de/10011824808
Saved in:
5
Automatic differentiation for diffusion operator integral variance reduction
Auster, Johan
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 27-53
Persistent link: https://www.econbiz.de/10014546286
Saved in:
6
A mixed Monte Carlo and partial differential equation variance reduction method for foreign exchange options under the Heston-Cox-Ingersoll-Ross model
Cozma, Andrei
;
Reisinger, Christoph
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 109-149
Persistent link: https://www.econbiz.de/10011689688
Saved in:
7
A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Sues, Scott
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 175-215
Persistent link: https://www.econbiz.de/10011815225
Saved in:
8
Efficient control variate methods with applications to exotic options pricing under subordinated Brownian motion models
Zhang, Ling
;
Lai, Yongzeng
;
Zhang, Shuhua
;
Li, Lin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 602-621
Persistent link: https://www.econbiz.de/10012120139
Saved in:
9
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
10
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
Saved in:
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