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Simulation
19,791
Optionspreistheorie
14,726
Option pricing theory
14,268
Theorie
11,883
Theory
11,587
Monte Carlo simulation
6,203
Monte-Carlo-Simulation
5,637
Volatilität
4,366
Volatility
4,295
Stochastischer Prozess
4,168
Stochastic process
4,101
Optionsgeschäft
2,884
Option trading
2,867
simulation
2,519
Derivat
2,478
Derivative
2,475
Schätztheorie
2,203
Estimation theory
2,163
Schätzung
1,860
Estimation
1,831
USA
1,729
United States
1,672
Portfolio-Management
1,669
Portfolio selection
1,650
Deutschland
1,455
Prognoseverfahren
1,319
Hedging
1,318
Forecasting model
1,295
Germany
1,271
Markov chain
1,266
Markov-Kette
1,261
Agentenbasierte Modellierung
1,223
Agent-based modeling
1,217
CAPM
1,168
Black-Scholes-Modell
1,115
Mathematische Optimierung
1,087
Mathematical programming
1,084
Black-Scholes model
1,060
Zinsstruktur
1,059
Yield curve
1,046
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Free
13,227
Undetermined
8,989
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Article
22,443
Book / Working Paper
19,025
Other
119
Journal
36
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Article in journal
17,520
Aufsatz in Zeitschrift
17,520
Working Paper
6,612
Graue Literatur
6,431
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6,431
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5,874
Aufsatz im Buch
2,228
Book section
2,228
Hochschulschrift
1,806
Thesis
1,431
Collection of articles of several authors
337
Sammelwerk
337
Dissertation u.a. Prüfungsschriften
275
Bibliografie enthalten
261
Bibliography included
261
Lehrbuch
242
Textbook
224
Conference paper
201
Konferenzbeitrag
201
Aufsatzsammlung
178
Article
173
Konferenzschrift
155
Collection of articles written by one author
145
Sammlung
145
Case study
137
Fallstudie
137
Amtsdruckschrift
136
Government document
136
Forschungsbericht
106
Conference proceedings
58
Systematic review
40
Übersichtsarbeit
40
Glossar enthalten
38
Glossary included
38
Mehrbändiges Werk
38
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38
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35
Handbuch
35
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30
Reprint
28
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English
34,662
Undetermined
3,449
German
3,100
French
174
Spanish
109
Italian
50
Polish
33
Portuguese
23
Dutch
14
Russian
11
Czech
9
Hungarian
7
Romanian
4
Slovak
4
Norwegian
3
Finnish
2
Lithuanian
2
Slovenian
2
Swedish
2
Chinese
2
Bulgarian
1
Croatian
1
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1
Serbian
1
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Author
All
Kleijnen, Jack P. C.
140
Madan, Dilip B.
90
Joshi, Mark S.
88
Chiarella, Carl
81
Sutherland, Holly
79
Cui, Zhenyu
78
Härdle, Wolfgang
74
Fabozzi, Frank J.
73
Creedy, John
72
Koopman, Siem Jan
67
Stentoft, Lars
67
Takahashi, Akihiko
64
Peichl, Andreas
63
Carr, Peter
62
Platen, Eckhard
60
McAleer, Michael
58
Schoutens, Wim
57
Dijk, Herman K. van
56
Scaillet, Olivier
55
Pesaran, M. Hashem
53
Wystup, Uwe
51
Elliott, Robert J.
49
Jacobs, Kris
46
Merz, Joachim
45
Belomestny, Denis
44
Hull, John
44
Benth, Fred Espen
43
Glasserman, Paul
43
Immervoll, Herwig
43
Kapetanios, George
43
O'Donoghue, Cathal
42
Alexander, Carol
41
Nelson, Barry L.
40
Kleijnen, Jack P.C.
39
Schoenmakers, John
39
Tsionas, Efthymios G.
39
Reed, W. Robert
38
Schlögl, Erik
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
37
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Institution
All
National Bureau of Economic Research
187
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
100
HAL
51
Tilburg University, Center for Economic Research
44
Centre for Analytical Finance <Århus>
34
EconWPA
32
International Monetary Fund (IMF)
32
Ekonomiska forskningsinstitutet <Stockholm>
29
Society for Computational Economics - SCE
29
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Springer Fachmedien Wiesbaden
28
Center for Economic Research <Tilburg>
27
Finance Discipline Group, Business School
26
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
25
Institut für Schweizerisches Bankwesen <Zürich>
21
Agricultural and Applied Economics Association - AAEA
20
National Centre for Social and Economic Modelling <Canberra>
20
Université Paris-Dauphine (Paris IX)
20
Southern Agricultural Economics Association - SAEA
19
International Labour Organization (ILO), United Nations
17
Nationalekonomiska Institutionen, Ekonomihögskolan
17
IGI Global
15
University of Cambridge / Microsimulation Unit
15
Department of Economics and Business, Universitat Pompeu Fabra
14
Tinbergen Instituut
14
C.E.P.R. Discussion Papers
13
European Association of Agricultural Economists - EAAE
13
Shaker Verlag
13
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
12
Technische Universität <München> / Lehrstuhl für Fördertechnik Materialfluß Logistik
12
Tinbergen Institute
12
Verlag Dr. Kovač
12
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
11
Institute for the Study of Labor (IZA)
11
Tilburg University, School of Economics and Management
11
Chambre de commerce et d'industrie de Paris
10
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
10
Erasmus University Rotterdam, Econometric Institute
10
Institut für Weltwirtschaft
10
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Published in...
All
International journal of production research
568
International journal of theoretical and applied finance
494
European journal of operational research : EJOR
493
The journal of computational finance
273
The journal of futures markets
269
Journal of econometrics
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
260
Applied mathematical finance
248
Journal of banking & finance
244
Finance and stochastics
233
International journal of production economics
233
Quantitative finance
222
Computational economics
221
Journal of economic dynamics & control
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
208
Insurance / Mathematics & economics
183
NBER working paper series
173
Review of derivatives research
171
Discussion paper / Tinbergen Institute
164
Working paper / National Bureau of Economic Research, Inc.
164
Working paper
162
Economic modelling
153
Physica A: Statistical Mechanics and its Applications
151
Management Science
149
SpringerLink / Bücher
148
NBER Working Paper
146
Economics letters
140
Europäische Hochschulschriften / 5
134
Risks : open access journal
131
Management science : journal of the Institute for Operations Research and the Management Sciences
130
Finance research letters
128
International journal of financial engineering
123
Applied economics
121
Discussion paper / Center for Economic Research, Tilburg University
120
Energy economics
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
Journal of mathematical finance
114
Research paper series / Swiss Finance Institute
111
Operations research
108
EUROMOD working paper series
101
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Source
All
ECONIS (ZBW)
36,072
RePEc
3,393
EconStor
974
USB Cologne (EcoSocSci)
717
BASE
237
USB Cologne (business full texts)
176
Other ZBW resources
38
OLC EcoSci
16
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11
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Sort
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date (oldest first)
11
General multilevel Monte Carlo methods for pricing discretely monitored Asian options
Kahalé, Nabil
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 739-748
Persistent link: https://www.econbiz.de/10012293946
Saved in:
12
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
13
Variance reduction for risk measures with importance sampling in nested
simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
14
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:
15
Subsampling and other considerations for efficient risk estimation in large portfolios
Giles, Michael B.
;
Haji-Ali, Abdul-Lateef
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 113-140
Persistent link: https://www.econbiz.de/10014546280
Saved in:
16
American option valuation methods
Zhao, Jinsha
- In:
International journal of economics and finance
10
(
2018
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011861003
Saved in:
17
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
18
Multilevel Monte Carlo for exponential Lévy models
Giles, Michael B.
;
Xia, Yuan
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 995-1026
Persistent link: https://www.econbiz.de/10011944462
Saved in:
19
Multilevel dual approach for pricing American style derivates
Belomestny, Denis
;
Schoenmakers, John
;
Dickmann, Fabian
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 717-742
Persistent link: https://www.econbiz.de/10010190883
Saved in:
20
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
Saved in:
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