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subject:"Statistische Methode"
~isPartOf:"The journal of computational finance"
~subject:"Stochastischer Prozess"
~subject:"United States"
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Statistische Methode
Stochastischer Prozess
United States
Sampling
8
Stichprobenerhebung
8
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
5
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Estimation theory
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Option trading
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Optionsgeschäft
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Schätztheorie
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Volatility
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Volatilität
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importance sampling
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option pricing
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Analysis of variance
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Anleihe
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Asian options
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Bond
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Dothan model
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Entropie
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Entropy
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Esscher transform
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Griechenland
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Importance sampling
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Kreislaufwirtschaft
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Malliavin calculus
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Monte Carlo
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Robbins-Monro algorithm
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Simulation
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Badouraly Kassim, Laetitia
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Drimus, Gabriel
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Farkas, Walter
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Gourier, Elise
1
Lelong, Jérôme
1
Loumrhari, Imane
1
Nualart, Eulàlia
1
Privault, Nicolas
1
Rieke, Rebecca
1
Sun, Weifeng
1
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1
Yu, Jiadong
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The journal of computational finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of econometrics
12
Operations research letters
12
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11
Working paper / National Bureau of Economic Research, Inc.
11
European journal of operational research : EJOR
9
The review of economics and statistics
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Attrition in longitudinal surveys
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7
Data documentation / DIW
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American journal of agricultural economics
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Economics letters
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The 1998 revision of the CPI
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3
Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
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International journal of production research
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International journal of theoretical and applied finance
3
Journal of productivity analysis
3
Journal of the American Statistical Association : JASA
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NBER working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of real estate finance and economics
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1
Importance sampling applied to Greeks for jump : diffusion models with stochastic volatility
De Diego, Sergio
;
Ferreira, Eva
;
Nualart, Eulàlia
- In:
The journal of computational finance
22
(
2018
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10011890181
Saved in:
2
Importance sampling for jump-diffusions via cross-entropy
Rieke, Rebecca
;
Sun, Weifeng
;
Wang, Hui
- In:
The journal of computational finance
22
(
2018
)
1
,
pp. 107-130
Persistent link: https://www.econbiz.de/10011890185
Saved in:
3
Stratified approximations for the pricing of options on average
Privault, Nicolas
;
Yu, Jiadong
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 95-113
Persistent link: https://www.econbiz.de/10011603193
Saved in:
4
Valuation of options on discretely sampled variance : a general analytic approximation
Drimus, Gabriel
;
Farkas, Walter
;
Gourier, Elise
- In:
The journal of computational finance
20
(
2016
)
2
,
pp. 39-66
Persistent link: https://www.econbiz.de/10011656703
Saved in:
5
Importance sampling for jump processes and applications to finance
Badouraly Kassim, Laetitia
;
Lelong, Jérôme
; …
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10011442676
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