Narrow search
Showing 1 - 10 of 78,132
Cover Image
Stock price simulation using bootstrap and Monte Carlo
Pažický, Martin - In: Scientific Annals of Economics and Business 64 (2017) 2, pp. 155-170
Persistent link: https://www.econbiz.de/10011865983
Cover Image
A time-varying jump tail risk measure using high-frequency options data
Ubukata, Masato - In: Empirical economics : a quarterly journal of the … 63 (2022) 5, pp. 2633-2653
Persistent link: https://www.econbiz.de/10013440507
Cover Image
The impact of embedded location options on price discovery of agricultural futures contracts : the evidence from the Chana contract
Mansabdar, Sanjay; Yaganti, Hussain C.; Basu, Sankarshan - In: Journal of Indian business research 14 (2022) 3, pp. 301-318
Persistent link: https://www.econbiz.de/10013288116
Cover Image
Examining the efficiency of American put option pricing by Monte Carlo methods with variance reduction
Chang, George - In: International journal of economics and finance 10 (2018) 2, pp. 10-13
Persistent link: https://www.econbiz.de/10011814902
Cover Image
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
Cover Image
Analysis of Markov chain approximation for Asian options and occupation-time derivatives : Greeks and convergence rates
Yang, Wensheng; Ma, Jingtang; Cui, Zhenyu - In: Mathematical methods of operations research : ZOR 93 (2021) 2, pp. 359-412
Persistent link: https://www.econbiz.de/10012548535
Cover Image
An efficient variance reduction-based simulation algorithm for pricing arithmetic Asian options
Mehrdoust, Farshid; Noorani, Idin - In: Annals of financial economics 15 (2020) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012642935
Cover Image
An effective hybrid variance reduction method for pricing the Asian options and its variants
Lu, King-Jeng; Liang, Chiung-Ju; Hsieh, Ming-Hua; Lee, … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012659091
Cover Image
Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo; Villani, Giovanni - In: Annals of finance 17 (2021) 3, pp. 379-404
Persistent link: https://www.econbiz.de/10012622325
Cover Image
What can be learned from the free destination option in the LNG imbroglio?
Baba, Amina; Creti, Anna; Massol, Olivier - In: Energy economics 89 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012516968