//--> //--> //--> //-->
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:"Computational economics"
~isPartOf:"International journal of production research"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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
Monte Carlo simulation
105
Monte-Carlo-Simulation
105
Theorie
45
Theory
45
Simulation
34
Option pricing theory
25
Optionspreistheorie
25
Stochastic process
23
Stochastischer Prozess
23
Estimation theory
21
Schätztheorie
21
Volatility
19
Volatilität
19
Bayes-Statistik
14
Bayesian inference
14
Time series analysis
13
Zeitreihenanalyse
13
Markov chain
12
Markov-Kette
12
Mathematical programming
8
Mathematische Optimierung
8
Statistical distribution
8
Statistische Verteilung
8
Monte Carlo
7
Monte Carlo method
7
Estimation
6
Lieferkette
6
Schätzung
6
Supply chain
6
Algorithm
5
Algorithmus
5
Monte Carlo simulations
5
Real options analysis
5
Realoptionsansatz
5
Risikomaß
5
Risk measure
5
State space model
5
Yield curve
5
Zinsstruktur
5
Zustandsraummodell
5
more ...
less ...
Online availability
All
Undetermined
56
Free
31
Type of publication
All
Article
84
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
84
Aufsatz in Zeitschrift
84
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
English
106
Author
All
Chiarella, Carl
9
Kang, Boda
6
Platen, Eckhard
6
Villani, Giovanni
4
Boubaker, Heni
3
Malmborg, Charles J.
3
Shi, Lei
3
Wang, Xiaoqun
3
Baldeaux, Jan
2
Chan, Wai Kin
2
Fanelli, Viviana
2
He, Xue-zhong
2
Jeong, Darae
2
Kim, Junseok
2
Musti, Silvana
2
Månsson, Kristofer
2
Sephton, Peter S.
2
Shukur, Ghazi
2
Teng, Huei-Wen
2
Tsionas, Efthymios G.
2
Xia, Qiang
2
Abdo, Houssein
1
Abdollahian, Malihe Akhavan
1
Aloy, Marcel
1
Asai, Manabu
1
Ban, Jungyup
1
Barker, Kash
1
Barrios, Erniel B.
1
Battaïa, Olga
1
Beaumont, Paul Michael
1
Behrenz, Lars
1
Beikirch, Maximilian
1
Bentaha, Mohand Lounes
1
Bessler, David A.
1
Betterton, Carl E.
1
Beyna, Ingo
1
Biancardi, Marta Elena
1
Bigeon, Jean
1
Boreiko, D. V.
1
Brace, Alan
1
more ...
less ...
Published in...
All
Computational economics
International journal of production research
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of econometrics
134
Physica A: Statistical Mechanics and its Applications
103
Discussion paper / Tinbergen Institute
94
Economics letters
67
European journal of operational research : EJOR
61
Working paper
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
The journal of computational finance
55
Econometric reviews
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Applied economics
49
Journal of applied econometrics
44
International journal of theoretical and applied finance
43
Quantitative finance
40
Working paper / Department of Econometrics and Business Statistics, Monash University
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
IMF Working Papers
34
Journal of economic dynamics & control
34
Risks : open access journal
33
Working paper / National Bureau of Economic Research, Inc.
33
Economic modelling
31
NBER Working Paper
31
The econometrics journal
31
International journal of forecasting
30
Journal of risk and financial management : JRFM
30
NBER working paper series
30
Applied economics letters
28
Finance and stochastics
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Energy economics
26
Insurance / Mathematics & economics
25
Journal of the American Statistical Association : JASA
22
CAMA working paper series
21
Econometric Institute research papers
21
Econometric theory
21
Journal of forecasting
21
more ...
less ...
Source
All
ECONIS (ZBW)
106
Showing
1
-
10
of
106
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
Analytic method for pricing vulnerable external barrier options
Kim, Donghyun
;
Yoon, Ji-Hun
- In:
Computational economics
61
(
2023
)
4
,
pp. 1561-1591
Persistent link: https://www.econbiz.de/10014327071
Saved in:
3
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
4
Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Zopounidis, …
- In:
Computational economics
62
(
2023
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
Saved in:
5
Quasi-Monte Carlo-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao
;
Wang, Xiaoqun
- In:
Computational economics
62
(
2023
)
1
,
pp. 325-360
Persistent link: https://www.econbiz.de/10014327500
Saved in:
6
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
7
A neural network approach to value R&D compound american exchange option
Villani, Giovanni
- In:
Computational economics
60
(
2022
)
1
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013262680
Saved in:
8
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
9
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
10
Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer
;
Kibria, B. M. Golam
- In:
Computational economics
58
(
2021
)
2
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->