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subject:"Stochastischer Prozess"
~isPartOf:"Journal of mathematical finance"
~subject:"Theorie"
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Search: subject_exact:"Monte-Carlo-Simulation"
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Stochastischer Prozess
Theorie
Monte Carlo simulation
11
Monte-Carlo-Simulation
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Option pricing theory
6
Optionspreistheorie
6
Simulation
5
Stochastic process
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Theory
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Markov chain
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Abramov, Anatoly Markovich
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Journal of mathematical finance
Journal of econometrics
81
Discussion paper / Tinbergen Institute
59
Economics letters
42
Econometric reviews
36
European journal of operational research : EJOR
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
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Journal of economic dynamics & control
25
The journal of computational finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Quantitative finance
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper / Department of Econometrics and Business Statistics, Monash University
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International journal of theoretical and applied finance
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The econometrics journal
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Finance and stochastics
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of risk and financial management : JRFM
18
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
18
Insurance / Mathematics & economics
17
International journal of forecasting
17
Economic modelling
15
Finance research letters
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Applied economics letters
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Journal of applied econometrics
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Econometrics : open access journal
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Journal of the American Statistical Association : JASA
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Energy economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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CAMA working paper series
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Computers & operations research : and their applications to problems of world concern ; an international journal
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SSE EFI working paper series in economics and finance
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International journal of production research
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1
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
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2
Bayesian item response analysis of method-of-payment habits in banking surveys
Muthukumarana, Saman
;
Vincent, Kyle
;
Tichon, Jenna G.
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012116653
Saved in:
3
Modeling of insurance data through two heavy tailed distributions : computations of some of their actuarial quantities through simulation from their equilibrium distributions and t...
Nath, Dilip C.
;
Das, Jagriti
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 378-400
Persistent link: https://www.econbiz.de/10011583507
Saved in:
4
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
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5
Prediction of stock price movement using continuous time models
Sonono, Masimba E.
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
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6
Multi-name extension to the credit grades and an efficient Monte Carlo method
Takada, Hideyuki
- In:
Journal of mathematical finance
4
(
2014
)
3
,
pp. 188-206
Persistent link: https://www.econbiz.de/10010400105
Saved in:
7
Bayesian estimation of non-Gaussian stochastic volatility models
Elabed, Asma Graja
;
Masmoudi, Afif
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 95-103
Persistent link: https://www.econbiz.de/10010380909
Saved in:
8
Option portfolio management in a risk-neutral world
Golembiovsky, Dmitry Jurievich
;
Abramov, Anatoly Markovich
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 710-733
Persistent link: https://www.econbiz.de/10012016559
Saved in:
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