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subject:"Germany"
~isPartOf:"The journal of computational finance"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Germany
Monte Carlo simulation
Estimation theory
14
Schätztheorie
14
Monte-Carlo-Simulation
5
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
4
Stochastischer Prozess
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local correlation
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Fong-Vasicek (FV) model
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Gyöngy's theorem
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Heath-Platen (HP) estimator
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Aufsatz in Zeitschrift
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Koster, Frank
2
Badouraly Kassim, Laetitia
1
Coskun, Sema
1
Desmettre, Sascha
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Hamza, Kais
1
Klebaner, Fima C.
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Korn, Ralf
1
Langrené, Nicolas
1
Lelong, Jérôme
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Loumrhari, Imane
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Oeltz, Daniel
1
Rehmet, Achim
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1
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The journal of computational finance
Journal of econometrics
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Economics letters
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Econometric reviews
22
Computational economics
21
Applied economics
13
Applied economics letters
13
Economic modelling
13
The econometrics journal
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Econometric theory
10
European journal of operational research : EJOR
10
Econometrics : open access journal
9
Journal of the American Statistical Association : JASA
9
Journal of economic dynamics & control
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
International journal of forecasting
6
Jahrbücher für Nationalökonomie und Statistik
6
Journal of international money and finance
6
Journal of productivity analysis
6
Oxford bulletin of economics and statistics
6
Risks : open access journal
6
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
5
Journal of quantitative economics : official journal of the Indian Econometric Society
5
Quantitative economics : QE ; journal of the Econometric Society
5
Finance research letters
4
INFORMS journal on computing : JOC
4
Insurance / Mathematics & economics
4
International journal of theoretical and applied finance
4
Journal of business economics : JBE
4
Journal of forecasting
4
Journal of risk and financial management : JRFM
4
Journal of time series econometrics
4
Kredit und Kapital
4
Labour economics : official journal of the European Association of Labour Economists
4
Operations research
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Statistics in transition : an international journal of the Polish Statistical Association
4
Wirtschaft und Statistik : WISTA
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Annales d'économie et de statistique
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1
A pairwise local correlation model
Koster, Frank
;
Oeltz, Daniel
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012042217
Saved in:
2
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
3
Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method
Zhang, Rongju
;
Langrené, Nicolas
;
Tian, Yu
;
Klebaner, …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012065042
Saved in:
4
Monte Carlo payoff smoothing for pricing autocallable instruments
Koster, Frank
;
Rehmet, Achim
- In:
The journal of computational finance
21
(
2017/2018
)
4
,
pp. 59-77
Persistent link: https://www.econbiz.de/10011848407
Saved in:
5
Importance sampling for jump processes and applications to finance
Badouraly Kassim, Laetitia
;
Lelong, Jérôme
; …
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10011442676
Saved in:
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