//--> //--> //-->
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:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Portfolio selection"
~subject:"Stochastic volatility"
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-Methode"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Stochastic volatility
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Stochastic process
12
Stochastischer Prozess
12
Theorie
12
Theory
12
Volatility
10
Volatilität
10
Option pricing theory
9
Optionspreistheorie
9
Markov chain
4
Markov-Kette
4
Algorithm
3
Algorithmus
3
Analysis
3
Mathematical analysis
3
Simulation
3
Yield curve
3
Zinsstruktur
3
Begrenzte Rationalität
2
Bounded rationality
2
CAPM
2
Credit derivative
2
Derivat
2
Derivative
2
Euler-Maruyama stochastic integral approximation
2
HJM (Heath-Jarrow-Morton) model
2
Kreditderivat
2
Portfolio-Management
2
Stochastische Volatilität
2
benchmark approach
2
2008-2010
1
Aktienindex
1
Analysis of variance
1
Anlageverhalten
1
Bayes-Statistik
1
Bayesian inference
1
Behavioural finance
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Baldeaux, Jan
1
Chiarella, Carl
1
He, Xue-zhong
1
Heath, David C.
1
Kang, Boda
1
Platen, Eckhard
1
Roberts, Dale
1
Shi, Lei
1
Zheng, Min
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion paper / Tinbergen Institute
13
Finance research letters
8
Journal of economic dynamics & control
7
Quantitative finance
7
Econometric Institute research papers
6
European journal of operational research : EJOR
6
Risks : open access journal
6
The journal of computational finance
6
Energy economics
5
Insurance / Mathematics & economics
5
Journal of banking & finance
5
Journal of econometrics
5
Financial markets and portfolio management
4
Financial services review : the journal of individual financial management
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The journal of credit risk : published quarterly by Incisive Media
4
Computational economics
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
3
Finance and stochastics
3
International journal of theoretical and applied finance
3
Journal of risk
3
Journal of risk and financial management : JRFM
3
The European journal of finance
3
Working paper
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working paper series
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Annals of finance
2
Applied economics letters
2
Asia-Pacific financial markets
2
CIRJE discussion papers / F series
2
Chapman & Hall/CRC financial mathematics series
2
Econometric reviews
2
Economics letters
2
Finance : revue de l'Association Française de Finance
2
IMA journal of management mathematics
2
INFORMS journal on computing : JOC
2
International journal of forecasting
2
Journal of risk management in financial institutions
2
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
2
Quasi- Monte Carol methods for the Heston model
Baldeaux, Jan
;
Roberts, Dale
-
2012
Persistent link: https://www.econbiz.de/10009564454
Saved in:
3
Asset pricing under keeping up with the Joneses and heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
;
Zheng, Min
-
2012
Persistent link: https://www.econbiz.de/10009564469
Saved in:
4
The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->