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Monte Carlo Approximations of...
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United States
Optionspreistheorie
14,725
Option pricing theory
14,267
Monte Carlo simulation
6,203
Theorie
5,756
Monte-Carlo-Simulation
5,637
Theory
5,602
Volatilität
4,186
Volatility
4,120
Stochastischer Prozess
3,637
Stochastic process
3,581
Optionsgeschäft
2,876
Option trading
2,859
Derivat
2,419
Derivative
2,416
Schätzung
1,420
Estimation
1,395
Schätztheorie
1,347
Estimation theory
1,328
Portfolio-Management
1,321
Portfolio selection
1,304
Hedging
1,270
Markov-Kette
1,139
Markov chain
1,137
Black-Scholes-Modell
1,112
CAPM
1,088
Black-Scholes model
1,055
USA
1,022
Zinsstruktur
983
Yield curve
973
Simulation
952
Statistische Verteilung
777
Bayesian inference
776
Prognoseverfahren
776
Bayes-Statistik
770
Forecasting model
767
Statistical distribution
766
Risiko
734
Risk
733
Kreditrisiko
673
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Free
189
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96
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Article
619
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385
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Article in journal
566
Aufsatz in Zeitschrift
566
Graue Literatur
271
Non-commercial literature
271
Arbeitspapier
246
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51
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45
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10
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10
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8
Sammelwerk
8
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5
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4
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4
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4
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4
Accompanied by computer file
2
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2
CD-ROM, DVD
2
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1
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1
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English
990
German
14
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Engle, Robert F.
8
Rosenberg, Joshua V.
8
Bollerslev, Tim
7
Koopman, Siem Jan
7
Madan, Dilip B.
7
Pesaran, M. Hashem
7
Asai, Manabu
6
Bates, David S.
6
Hecq, Alain W. J.
6
McAleer, Michael
6
Nandi, Saikat
6
Scaillet, Olivier
6
Zhou, Hao
6
Cooper, Russell W.
5
Corsi, Fulvio
5
Craig, Ben R.
5
Deng, Yongheng
5
Fleming, Jeff
5
Heston, Steven L.
5
Joshi, Mark S.
5
Pierdzioch, Christian
5
Schwartz, Eduardo S.
5
Skiadopoulos, George
5
Willis, Jonathan L.
5
Audrino, Francesco
4
Brav, Alon
4
Carr, Peter
4
Christoffersen, Peter F.
4
Crouhy, Michel
4
Driessen, Joost
4
Figlewski, Stephen
4
Galai, Dan
4
Gibson, Michael S.
4
Géczy, Christopher
4
Haltiwanger, John C.
4
Haque, Qazi
4
Jacobs, Kris
4
Jong, Frank de
4
Kapetanios, George
4
Keller, Joachim G.
4
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National Bureau of Economic Research
3
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Transportation, Water, and Telecommunications Department, The World Bank
2
Weltbank
2
American Finance Association
1
Centre for Analytical Finance <Århus>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
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 / 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
Hydro-Electric Commission through its Energy Management Centre
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 Monetary Fund
1
International Monetary Fund (IMF)
1
Kanada / Minister of State for Employment and Immigration
1
Kanada / Skill Development Leave Task Force
1
Office of State Planning and Development
1
Pennsylvania Land Policy Project
1
Practising Law Institute
1
Reserve Bank of Australia / Economic Research Dept
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Tasmanian Dairy and Food Industry training Committee inc.
1
The Wharton Financial Institutions Center
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Exeter / Department of Economics
1
University of Hong Kong / School of Economics and Finance
1
University of Waterloo / Department of Economics
1
Universität Basel / Institut für Statistik und Ökonometrie
1
Verlag Dr. Kovač
1
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Published in...
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The journal of futures markets
40
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
The review of financial studies
27
Working paper / National Bureau of Economic Research, Inc.
24
The journal of finance : the journal of the American Finance Association
22
Journal of financial and quantitative analysis : JFQA
18
Journal of financial economics
14
Journal of banking & finance
13
Journal of econometrics
13
Journal of applied econometrics
12
Review of derivatives research
11
The journal of fixed income
11
The journal of real estate finance and economics
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
Discussion paper / Centre for Economic Policy Research
9
Discussion paper / Tinbergen Institute
9
Finance and economics discussion series
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The journal of computational finance
9
American journal of agricultural economics
7
Econometric Institute research papers
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Working paper
7
International review of economics & finance : IREF
6
Journal of empirical finance
6
The journal of business : B
6
CAMA working paper series
5
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Review of quantitative finance and accounting
5
Working paper series / Federal Reserve Bank of Atlanta
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
Applied economics
4
CORE discussion paper : DP
4
Discussion paper series / IZA
4
Federal Reserve Bank of Cleveland working paper series
4
Insurance / Mathematics & economics
4
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of forecasting
4
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ECONIS (ZBW)
1,003
RePEc
1
Showing
1
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10
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1,004
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1
Valuation of contingent Guarantees using least-squares Monte Carlo
Bienek, T.
;
Scherer, Matthias
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 31-56
Persistent link: https://www.econbiz.de/10012105338
Saved in:
2
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:
3
On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
Saved in:
4
On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
;
Navas, Javier F.
- In:
Review of derivatives research
6
(
2003
)
2
,
pp. 107-128
Persistent link: https://www.econbiz.de/10001857659
Saved in:
5
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:
6
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:
7
Optimal martingales and American option pricing
Cerrato, Mario
(
contributor
);
Abbasyan, Abdollah
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003806133
Saved in:
8
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:
9
Pricing high-dimensional Bermudan options using variance-reduced Monte Carlo methods
Hepperger, Peter
- In:
The journal of computational finance
16
(
2012/13
)
3
,
pp. 99-126
Persistent link: https://www.econbiz.de/10009740106
Saved in:
10
Optimal martingales and American option pricing
Cerrato, Mario
;
Abbasyan, Abdollah
-
2009
Persistent link: https://www.econbiz.de/10003875010
Saved in:
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