//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Monte Carlo simulation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Monte Carlo simulation
76
Monte-Carlo-Simulation
75
Theorie
31
Theory
31
Estimation theory
23
Schätztheorie
23
Time series analysis
11
Zeitreihenanalyse
11
Simulation
9
Einheitswurzeltest
8
Estimation
8
Markov chain
8
Markov-Kette
8
Schätzung
8
Unit root test
8
Monte Carlo
7
Optionspreistheorie
7
Panel
7
Panel study
7
Statistical test
6
Statistischer Test
6
Kleinste-Quadrate-Methode
5
Least squares method
5
Structural break
5
Strukturbruch
5
ARCH model
4
ARCH-Modell
4
Autocorrelation
4
Autokorrelation
4
Cointegration
4
Correlation
4
Kointegration
4
Korrelation
4
Lag model
4
Lag-Modell
4
Monte Carlo simulations
4
Risikomaß
4
Risk measure
4
Stochastic process
4
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Bisso, Claudio R. S.
1
Chen, A.-S.
1
Costa, Letícia de Almeida
1
Du, Xiaodong
1
Ferreira, Léo da R.
1
Göncu, Ahmet
1
Hennessy, David A.
1
Kermiche, L.
1
Kung, James J.
1
Lien, Che-Hui
1
Nascimento, Carolina Caldas do
1
Samanez, Carlos P.
1
Shen, P.-F.
1
Vuillermet, N.
1
Yeh, I.-Cheng
1
Yuan, Wei
1
Ökten, Giray
1
more ...
less ...
Published in...
All
Applied economics letters
Applied economics
The journal of computational finance
42
International journal of theoretical and applied finance
29
Quantitative finance
24
Computational economics
16
Finance and stochastics
15
European journal of operational research : EJOR
14
Applied mathematical finance
13
Energy economics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Journal of risk and financial management : JRFM
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Risks : open access journal
9
International journal of financial engineering
8
Journal of economic dynamics & control
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of futures markets
8
Finance research letters
7
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Journal of mathematical finance
6
Mathematics of operations research
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Asia-Pacific financial markets
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
International review of financial analysis
4
Operations research letters
4
The European journal of finance
4
Advances in mathematical economics
3
Computational management science
3
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
3
Insurance / Mathematics & economics
3
Numerical methods in finance : Bordeaux, June 2010
3
Review of derivatives research
3
The journal of computational finance : JFC
3
Working paper
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Annals of financial economics
2
Astin bulletin : the journal of the International Actuarial Association
2
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Evaluating real estate development project with Monte Carlo based binomial options pricing model
Yeh, I.-Cheng
;
Lien, Che-Hui
- In:
Applied economics letters
27
(
2020
)
4
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012205448
Saved in:
2
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
Saved in:
3
Weather derivatives structuring and pricing : a sustainable agricultural approach in Africa
Kermiche, L.
;
Vuillermet, N.
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 165-177
Persistent link: https://www.econbiz.de/10011412618
Saved in:
4
Estimating sensitivities of temperature-based weather derivatives
Yuan, Wei
;
Göncu, Ahmet
;
Ökten, Giray
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 1942-1955
Persistent link: https://www.econbiz.de/10010513460
Saved in:
5
Evaluating the economy embedded in the Brazilian ethanol-gasoline flex-fuel car : a Real Options approach
Samanez, Carlos P.
;
Ferreira, Léo da R.
;
Nascimento, …
- In:
Applied economics
46
(
2014
)
13/15
,
pp. 1565-1581
Persistent link: https://www.econbiz.de/10010412451
Saved in:
6
The planting real option in cash rent valuation
Du, Xiaodong
;
Hennessy, David A.
- In:
Applied economics
44
(
2012
)
4/6
,
pp. 765-776
Persistent link: https://www.econbiz.de/10009532031
Saved in:
7
Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives
Chen, A.-S.
;
Shen, P.-F.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 223-229
Persistent link: https://www.econbiz.de/10001748973
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->