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Subject
All
United States
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
Stochastic process
4,155
Optionsgeschäft
2,926
Option trading
2,909
simulation
2,557
Derivat
2,514
Derivative
2,509
Schätztheorie
2,243
Estimation theory
2,203
Schätzung
1,877
Estimation
1,849
USA
1,737
Portfolio-Management
1,691
Portfolio selection
1,672
Deutschland
1,466
Prognoseverfahren
1,333
Hedging
1,331
Forecasting model
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
Zinsstruktur
1,067
Yield curve
1,054
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All
Free
310
Undetermined
188
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Article
1,050
Book / Working Paper
626
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All
Article in journal
925
Aufsatz in Zeitschrift
925
Graue Literatur
429
Non-commercial literature
429
Arbeitspapier
381
Working Paper
381
Aufsatz im Buch
112
Book section
112
Hochschulschrift
84
Thesis
76
Collection of articles written by one author
27
Sammlung
27
Collection of articles of several authors
15
Sammelwerk
15
Lehrbuch
12
Textbook
12
Bibliografie enthalten
10
Bibliography included
10
Case study
9
Fallstudie
9
Aufsatzsammlung
6
Glossar enthalten
6
Glossary included
6
Amtsdruckschrift
4
Conference paper
4
Government document
4
Konferenzbeitrag
4
Accompanied by computer file
2
Bibliografie
2
CD-ROM, DVD
2
Elektronischer Datenträger als Beilage
2
Konferenzschrift
2
Reprint
2
Bibliography
1
Biografie
1
Biography
1
Diskette
1
Floppy disk
1
Forschungsbericht
1
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1
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All
English
1,635
German
33
French
4
Undetermined
2
Italian
1
Spanish
1
Author
All
Kotlikoff, Laurence J.
13
Dixon, Peter B.
9
Rimmer, Maureen T.
9
Engle, Robert F.
8
Rosenberg, Joshua V.
8
Bollerslev, Tim
7
Gokhale, Jagadeesh
7
Hecq, Alain W. J.
7
Koopman, Siem Jan
7
Madan, Dilip B.
7
Pesaran, M. Hashem
7
Asai, Manabu
6
Auerbach, Alan J.
6
Bates, David S.
6
McAleer, Michael
6
Nandi, Saikat
6
Scaillet, Olivier
6
Wilson, William W.
6
Zhou, Hao
6
Altig, David
5
Audrino, Francesco
5
Cooper, Russell W.
5
Corsi, Fulvio
5
Craig, Ben R.
5
Deng, Yongheng
5
Fleming, Jeff
5
Heston, Steven L.
5
Holter, Hans A.
5
Jacquet, Laurence
5
Joshi, Mark S.
5
Kapetanios, George
5
Krueger, Dirk
5
Lehmann, Etienne
5
Pierdzioch, Christian
5
Samwick, Andrew
5
Schwartz, Eduardo S.
5
Skiadopoulos, George
5
Smetters, Kent A.
5
Stepanchuk, Serhiy
5
Van der Linden, Bruno
5
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Institution
All
National Bureau of Economic Research
13
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Transportation, Water, and Telecommunications Department, The World Bank
2
University of Exeter / Department of Economics
2
Weltbank
2
American Finance Association
1
Boston College / Department of Economics
1
Center for Japan US Business and Economic Studies
1
Centre for Analytical Finance <Århus>
1
Conference on Software Systems and Income Transfer Policy <1987, Washington, DC>
1
Edward Elgar Publishing
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Environmental Protection Agency
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European University Institute / Department of Law
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Federal Reserve Bank of Chicago
1
Federal Reserve System / Board of Governors
1
Federal Reserve System / Division of Research and Statistics
1
Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main
1
Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion
1
HAL
1
Hamburger Universität für Wirtschaft und Politik
1
Hydro-Electric Commission through its Energy Management Centre
1
IGI Global
1
Institut für Weltwirtschaft
1
Institute for Fiscal Studies
1
Institute of Finance and Accounting <London>
1
Institutionen för Skogsekonomi <Ume°a>
1
International Accounting Standards Board
1
International Centre for Trade and Sustainable Development
1
International Institute for Applied Systems Analysis
1
International Monetary Fund
1
International Monetary Fund (IMF)
1
Internationaler Währungsfonds / Research Department
1
Kanada / Minister of State for Employment and Immigration
1
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Published in...
All
Working paper / National Bureau of Economic Research, Inc.
52
The journal of futures markets
43
The review of financial studies
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
The journal of finance : the journal of the American Finance Association
22
Journal of financial and quantitative analysis : JFQA
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
American journal of agricultural economics
17
Journal of banking & finance
16
Journal of econometrics
16
Discussion paper / Centre for Economic Policy Research
15
Journal of financial economics
15
International journal of production research
14
Journal of applied econometrics
13
NBER working paper series
13
The journal of real estate finance and economics
13
The journal of fixed income
12
Finance and economics discussion series
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
11
Review of derivatives research
11
European journal of operational research : EJOR
10
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
10
Discussion paper / Tinbergen Institute
9
The journal of computational finance
9
Discussion paper series / IZA
8
Econometric Institute research papers
8
Energy economics
8
Journal of policy modeling : JPMOD ; a social science forum of world issues
8
The American economic review
8
Working paper
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The review of economics and statistics
7
Agricultural finance review
6
Applied economics
6
CAMA working paper series
6
Canadian journal of agricultural economics : CJAE
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of agricultural and applied economics
6
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Source
All
ECONIS (ZBW)
1,671
RePEc
5
Showing
1
-
10
of
1,676
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuing American options by least-squares randomized quasi-Monte Carlo methods
Wu, Xin-Yu
;
Zhou, Hai-Lin
;
Wang, Shouyang
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010508081
Saved in:
2
Convergence of Monte Carlo simulations involving the mean-reverting square root process
Higham, Desmond J.
;
Mao, Xuerong
- In:
The journal of computational finance
8
(
2004/2005
)
3
,
pp. 35-61
Persistent link: https://www.econbiz.de/10002996511
Saved in:
3
Optimal martingales and American option pricing
Cerrato, Mario
(
contributor
);
Abbasyan, Abdollah
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003806133
Saved in:
4
Liquidity and employee options : an empirical examination of the Microsoft experience
Chance, Don M.
- In:
The journal of corporate finance : contracting, …
15
(
2009
)
4
,
pp. 469-487
Persistent link: https://www.econbiz.de/10003871942
Saved in:
5
Simulation
-based pricing of convertible bonds
Ammann, Manuel
;
Kind, Axel
;
Wilde, Christian
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
Saved in:
6
Optimal martingales and American option pricing
Cerrato, Mario
;
Abbasyan, Abdollah
-
2009
Persistent link: https://www.econbiz.de/10003875010
Saved in:
7
Valuation of options of European and American style
Varmaz, Armin
;
Fieberg, Christian
- In:
Corporate finance / Biz
2
(
2011
)
3
,
pp. 195-203
Persistent link: https://www.econbiz.de/10008987478
Saved in:
8
Monte-Carlo valuation of American options : facts and new algorithms to improve existing methods
Bouchard, Bruno
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 215-255)
.
2012
Persistent link: https://www.econbiz.de/10009577193
Saved in:
9
Stock price dynamics of listed growth companies : evidence from the options market
Baule, Rainer
;
Tallau, Christian
- In:
The IUP journal of applied finance : IJAF
19
(
2013
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10009696959
Saved in:
10
A new approach to modeling the dynamics of implied distributions : theory and evidence from the S&P 500 options
Panigirtzoglou, Nikolaos
;
Skiadopoulos, George
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1499-1520
Persistent link: https://www.econbiz.de/10002100451
Saved in:
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