//--> //--> //--> //-->
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:"Theory"
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
Probabilistic Error Bounds for...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
32
Simulation
16
Option pricing theory
14
Optionspreistheorie
14
Estimation theory
13
Schätztheorie
13
Monte Carlo simulation
12
Portfolio selection
11
Portfolio-Management
11
Stochastic process
11
Stochastischer Prozess
11
Monte-Carlo-Simulation
10
Derivat
6
Derivative
6
Estimation
5
Operations Research
5
Sampling
5
Schätzung
5
Stichprobenerhebung
5
Volatility
5
Volatilität
5
general equilibrium
5
simulation
5
Mathematical programming
4
Mathematische Optimierung
4
Operations research
4
Option trading
4
Optionsgeschäft
4
Risiko
4
Risikomaß
4
Risk
4
Risk measure
4
Sensitivity analysis
4
Sensitivitätsanalyse
4
Transaction costs
4
Transaktionskosten
4
perturbation analysis
4
sensitivity analysis
4
Arbitrage Pricing
3
more ...
less ...
Online availability
All
Undetermined
9
Free
3
Type of publication
All
Article
23
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
4
Working Paper
4
Aufsatz im Buch
2
Book section
2
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
32
Author
All
Jin, Xing
20
Fu, Michael
10
Milne, Frank
5
Peng, Yijie
5
Chen, Chun-hung
4
Hu, Jian-Qiang
3
Madan, Dilip B.
3
Fu, Michael C.
2
Luo, Dan
2
Ryzhov, Ilya O.
2
Zeng, Xudong
2
Carr, Peter
1
Deng, Shuhui
1
Ding, Zi
1
HONG, Yi
1
He, Donghai
1
Hong, Yi
1
Hu, Jiaqiao
1
Hwee Huat Tan
1
Jarrow, Robert A.
1
L'Ecuyer, Pierre
1
Lee, Loo Hay
1
Lei, Lei
1
Qu, Huashuai
1
Shi, Leyuan
1
Shi, Zhongshun
1
Su, Yi
1
Sun, Junhua
1
Tong, Xiangbin
1
Tuffin, Bruno
1
Wang, Leping
1
Wang, Tong
1
Yang, Cheng-Yu
1
Yu, Jun
1
Zhang, Allen X.
1
Zhang, Kun
1
Zhang, Shuhua
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
3
INFORMS journal on computing : JOC
3
Discussion paper / Institute for Economic Research, Queen's University
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Queen's Economics Department working paper
2
The journal of computational finance
2
Finance and stochastics
1
Finance research letters
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
International Series in Operations Research & Management Science
1
International Series in Operations Research and Management Science Ser.
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of management science and engineering
1
Journal of mathematical economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research
1
Perspectives in operations research : papers in honor of Saul Gass' 80th birthday
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Springer eBook Collection / Business and Economics
1
SpringerLink / Bücher
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sensitivity analysis in Monte Carlo Simulation of stochastic activity networks
Fu, Michael
- In:
Perspectives in operations research : papers in honor …
,
(pp. 351-366)
.
2006
Persistent link: https://www.econbiz.de/10003674859
Saved in:
2
Consumption and portfolio turnpike theorems in a continuous-time finance model
Jin, Xing
- In:
Journal of economic dynamics & control
22
(
1998
)
7
,
pp. 1001-1026
Persistent link: https://www.econbiz.de/10001243970
Saved in:
3
The existence of equilibrium in a financial market with transaction costs
Jin, Xing
(
contributor
);
Milne, Frank
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10003780915
Saved in:
4
Efficient simulation budget allocation for selecting an optimal subset
Chen, Chun-hung
;
He, Donghai
;
Fu, Michael
;
Lee, Loo Hay
- In:
INFORMS journal on computing : JOC
20
(
2008
)
4
,
pp. 579-595
Persistent link: https://www.econbiz.de/10003772390
Saved in:
5
Taxation and transaction costs in a general equilibrium asset economy
Milne, Frank
(
contributor
);
Jin, Xing
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003412366
Saved in:
6
Temporal aggregation and risk-return relation
Jin, Xing
;
Wang, Leping
;
Yu, Jun
- In:
Finance research letters
4
(
2007
)
2
,
pp. 104-115
Persistent link: https://www.econbiz.de/10003477216
Saved in:
7
Sequential selection with unknown correlation structures
Qu, Huashuai
;
Ryzhov, Ilya O.
;
Fu, Michael
;
Ding, Zi
- In:
Operations research
63
(
2015
)
4
,
pp. 931-948
Persistent link: https://www.econbiz.de/10011313170
Saved in:
8
Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints
Jin, Xing
;
Zhang, Kun
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1733-1746
Persistent link: https://www.econbiz.de/10009729466
Saved in:
9
Decomposition of optimal portfolio weight in a jump-diffusion model and its applications
Jin, Xing
;
Zhang, Allen X.
- In:
The review of financial studies
25
(
2012
)
9
,
pp. 2877-2919
Persistent link: https://www.econbiz.de/10009630184
Saved in:
10
Dynamic sampling allocation and design selection
Peng, Yijie
;
Chen, Chun-hung
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
INFORMS journal on computing : JOC
28
(
2016
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10011489257
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->