//--> //--> //-->
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
subject:"Stochastischer Prozess"
~isPartOf:"Asia-Pacific financial markets"
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 method"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Option pricing theory
5
Optionspreistheorie
5
Theorie
4
Theory
4
Stochastic process
3
Volatility
3
Volatilität
3
Derivat
2
Derivative
2
Exchange rate
2
Financial crisis
2
Finanzkrise
2
Risikomaß
2
Risk measure
2
Wechselkurs
2
1996-1998
1
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Agrarversicherung
1
Agricultural insurance
1
Analysis
1
Asia
1
Asien
1
Asymmetric effect
1
Asymptotic expansion
1
BSDE
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Branching diffusion
1
Capital income
1
Currency crisis
1
Estimation
1
Estimation theory
1
FBSDE
1
Factor model
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Fujii, Masaaki
1
Morimoto, Takayuki
1
Nugroho, Didit B.
1
Takahashi, Akihiko
1
Yoshikawa, Kazuhiro
1
Published in...
All
Asia-Pacific financial markets
Discussion paper / Tinbergen Institute
16
Quantitative finance
14
Journal of econometrics
13
Econometric reviews
12
International journal of theoretical and applied finance
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
The journal of computational finance
12
European journal of operational research : EJOR
11
Computational economics
10
Journal of risk and financial management : JRFM
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Energy economics
9
Finance and stochastics
8
Finance research letters
8
Mathematics of operations research
7
Risks : open access journal
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of empirical finance
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
International journal of financial engineering
5
SFB 649 discussion paper
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Working paper
5
Applied mathematical finance
4
CAMA working paper series
4
Computers & operations research : and their applications to problems of world concern ; an international journal
4
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Economic modelling
4
GRIPS discussion papers
4
INFORMS journal on computing : JOC
4
Insurance / Mathematics & economics
4
International journal of forecasting
4
Journal of economic dynamics & control
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of mathematical finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
3
Econometric theory
3
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Incorporating realized quarticity into a realized stochastic volatility model
Nugroho, Didit B.
;
Morimoto, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 495-528
Persistent link: https://www.econbiz.de/10012309817
Saved in:
2
Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
Saved in:
3
An approximation scheme for diffusion processes based on an antisymmetric calculus over Wiener space
Yoshikawa, Kazuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10011377529
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->