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isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Energy economics"
~subject:"Monte Carlo"
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Search: subject_exact:"Monte Carlo method"
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International journal of theoretical and applied finance
Energy economics
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1
Long term power prices and renewable energy market values in Norway : a probabilistic approach
Jåstad, Eirik Ogner
;
Trotter, Ian M.
;
Bolkesjø, …
- In:
Energy economics
112
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013350589
Saved in:
2
Conditional Monte Carlo scheme for stable greeks of worst-of autocallable notes
Rakhmonov, Firuz
;
Rakhmonov, Parviz
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012153309
Saved in:
3
Time-varying parameter energy demand functions : benchmarking state-space methods against rolling-regressions
Alptekin, Aynur
;
Broadstock, David C.
;
Chen, Xiaoqi
; …
- In:
Energy economics
82
(
2019
),
pp. 26-41
Persistent link: https://www.econbiz.de/10012173810
Saved in:
4
Real option valuation of power transmission investments by stochastic simulation
Pringles, Rolando
;
Olsina, Fernando
;
Garcés, Francisco
- In:
Energy economics
47
(
2015
),
pp. 215-226
Persistent link: https://www.econbiz.de/10011527490
Saved in:
5
The time-dependent FX-SABR model : efficient calibration based on effective parameters
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011403947
Saved in:
6
The Heston stochastic-local volatility model : efficient Monte Carlo simulation
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010498851
Saved in:
7
A low-bias simulation scheme for the Sabr Stochastic Volatility model
Chen, Bin
;
Oosterlee, Cornelis W.
;
Weide, Hans van der
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009624504
Saved in:
8
A central limit theorem for Latin hypercube sampling with dependence and application to exotic basket option pricing
Aistleitner, Christoph
;
Hofer, Markus
;
Tichy, Robert F.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009685903
Saved in:
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