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~isPartOf:"Finance research letters"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Monte Carlo method"
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Stochastic process
Monte Carlo simulation
20
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20
Stochastischer Prozess
8
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8
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8
Option pricing theory
7
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Aintablian, Sebouh
1
Buchner, Axel
1
EL Khoury, Wissam
1
El-Khatib, Youssef
1
Goutte, Stéphane
1
He, Jia
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Jia, Jiayi
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Lai, Yongzeng
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Li, Lin
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Makumbe, Zororo S.
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Mauad, Roberto Baltieri
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1
Saranya, K.
1
Tan, Vinna
1
Vives, Josep
1
Wang, Xiaona
1
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Finance research letters
Quantitative finance
14
Journal of econometrics
13
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European journal of operational research : EJOR
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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International journal of financial engineering
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied mathematical finance
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Computers & operations research : and their applications to problems of world concern ; an international journal
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INFORMS journal on computing : JOC
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International journal of forecasting
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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Asia-Pacific financial markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of the American Statistical Association : JASA
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1
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
Finance research letters
44
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014494891
Saved in:
2
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
3
Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu
;
Wang, Xiaona
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
Saved in:
4
Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
5
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
6
A simulation on the presence of competing bidders in mergers and acquisitions
Aintablian, Sebouh
;
EL Khoury, Wissam
- In:
Finance research letters
22
(
2017
),
pp. 233-243
Persistent link: https://www.econbiz.de/10011808164
Saved in:
7
A common jump factor stochastic volatility model
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
- In:
Finance research letters
12
(
2015
),
pp. 2-10
Persistent link: https://www.econbiz.de/10011551744
Saved in:
8
Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel
- In:
Finance research letters
15
(
2015
),
pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
Saved in:
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