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subject:"Monte-Carlo-Simulation"
type_genre:"Hochschulschrift"
~person:"Gür, Sercan"
~person:"Koch, Michael Josef"
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Monte-Carlo-Simulation
Estimation theory
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Adaptive control variable
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Bayes estimator
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Cluster analysis
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Market segmentation
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Option pricing theory
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boundary crossing probabilities
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empirical estimator
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exotic option pricing
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first hitting time
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inverse first passage times
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perturbation of the boundary
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Gür, Sercan
Koch, Michael Josef
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Monte Carlo simulation of boundary crossing probabilities with applications to finance and statistics
Gür, Sercan
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2019
Persistent link: https://www.econbiz.de/10012197036
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Die Marktsegmentierung als Ansatz zur Modellierung von (unbeobachtetem) heterogenem Konsumentenverhalten unter Verwendung von Finiten Mischungsmodellen : empirisches Beispiel und S...
Koch, Michael Josef
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2006
Persistent link: https://www.econbiz.de/10003364985
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