//--> //--> //--> //-->
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:"European journal of operational research : EJOR"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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 method"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Monte Carlo simulation
60
Monte-Carlo-Simulation
60
Theorie
31
Theory
31
Simulation
21
Option pricing theory
14
Optionspreistheorie
14
Stochastischer Prozess
11
Data envelopment analysis
10
Data-Envelopment-Analyse
10
Estimation theory
10
Markov chain
10
Markov-Kette
10
Mathematical programming
10
Mathematische Optimierung
10
Schätztheorie
10
Bayes-Statistik
9
Bayesian inference
9
Technical efficiency
9
Technische Effizienz
9
Markov chain Monte Carlo
6
Portfolio selection
6
Portfolio-Management
6
Productivity
6
Produktivität
6
Multi-criteria analysis
5
Multikriterielle Entscheidungsanalyse
5
Bayesian analysis
4
Derivat
4
Derivative
4
Finance
4
Production function
4
Produktionsfunktion
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Estimation
3
Markov Chain Monte Carlo
3
Monte Carlo
3
Monte Carlo experiments
3
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
11
Language
All
English
11
Author
All
Shiraya, Kenichiro
2
Balata, Alessandro
1
Belyi, Dmitriy
1
Bhuiyan, Tanveer Hossain
1
Blomvall, J.
1
Castellano, Rosella
1
Cerqueti, Roy
1
Chiarella, Carl
1
Damien, Paul
1
Ekblom, J.
1
Fanelli, Viviana
1
Grala, Robert K.
1
Kumbhakar, Subal
1
Lin, Gui-Hua
1
Ludkovski, Michael
1
Löhndorf, Nils
1
Maheshwari, Aditya
1
Medal, Hugh R.
1
Morton, David P.
1
Moseley, Maxwell C.
1
Musti, Silvana
1
Palczewski, Jan
1
Popova, Elmira
1
Rashidi, Eghbal
1
Takahashi, Akihiko
1
Tsionas, Efthymios G.
1
Uenishi, Hiroki
1
Wang, Guoxin
1
Yamazaki, Akira
1
Zeng, Bo
1
Zhang, Jin
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Quantitative finance
14
Journal of econometrics
13
Econometric reviews
12
International journal of theoretical and applied finance
12
The journal of computational finance
12
Computational economics
10
Journal of risk and financial management : JRFM
10
Energy economics
9
Finance and stochastics
8
Finance research letters
8
Mathematics of operations research
7
Risks : open access journal
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of empirical finance
6
International journal of financial engineering
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Applied mathematical finance
4
Computers & operations research : and their applications to problems of world concern ; an international journal
4
Economic modelling
4
INFORMS journal on computing : JOC
4
Insurance / Mathematics & economics
4
International journal of forecasting
4
Journal of economic dynamics & control
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of mathematical finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
3
Asia-Pacific financial markets
3
Econometric theory
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of the American Statistical Association : JASA
3
Journal of time series econometrics
3
Operations research
3
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Annals of financial economics
2
Annals of operations research
2
Astin bulletin : the journal of the International Actuarial Association
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Statistical learning for probability-constrained stochastic optimal control
Balata, Alessandro
;
Ludkovski, Michael
;
Maheshwari, Aditya
- In:
European journal of operational research : EJOR
290
(
2021
)
2
,
pp. 640-656
Persistent link: https://www.econbiz.de/10012495210
Saved in:
2
Stochastic frontier models with time-varying conditional variances
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
292
(
2021
)
3
,
pp. 1115-1132
Persistent link: https://www.econbiz.de/10012502428
Saved in:
3
A general control variate method for Lévy models in finance
Shiraya, Kenichiro
;
Uenishi, Hiroki
;
Yamazaki, Akira
- In:
European journal of operational research : EJOR
284
(
2020
)
3
,
pp. 1190-1200
Persistent link: https://www.econbiz.de/10012238947
Saved in:
4
Importance sampling in stochastic optimization : an application to intertemporal portfolio choice
Ekblom, J.
;
Blomvall, J.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 106-119
Persistent link: https://www.econbiz.de/10012239487
Saved in:
5
A stochastic programming model with endogenous uncertainty for incentivizing fuel reduction treatment under uncertain landowner behavior
Bhuiyan, Tanveer Hossain
;
Moseley, Maxwell C.
;
Medal, …
- In:
European journal of operational research : EJOR
277
(
2019
)
2
,
pp. 699-718
Persistent link: https://www.econbiz.de/10012022120
Saved in:
6
Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems
Wang, Guoxin
;
Zhang, Jin
;
Zeng, Bo
;
Lin, Gui-Hua
- In:
European journal of operational research : EJOR
265
(
2018
)
2
,
pp. 437-447
Persistent link: https://www.econbiz.de/10011811394
Saved in:
7
A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic volatility with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
Saved in:
8
Bayesian failure-rate modeling and preventive maintenance optimization
Belyi, Dmitriy
;
Popova, Elmira
;
Morton, David P.
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1085-1093
Persistent link: https://www.econbiz.de/10011802470
Saved in:
9
An empirical analysis of scenario generation methods for stochastic optimization
Löhndorf, Nils
- In:
European journal of operational research : EJOR
255
(
2016
)
1
,
pp. 121-132
Persistent link: https://www.econbiz.de/10011530843
Saved in:
10
Mean-variance portfolio selection in presence of infrequently traded stocks
Castellano, Rosella
;
Cerqueti, Roy
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 442-449
Persistent link: https://www.econbiz.de/10010356733
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->