//--> //--> //-->
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:"Journal of mathematical finance"
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-Simulation"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Option pricing theory
6
Optionspreistheorie
6
Simulation
5
Stochastic process
5
Theorie
4
Theory
4
Markov chain
3
Markov-Kette
3
Monte Carlo Simulation
3
Volatility
3
Volatilität
3
Bayes-Statistik
2
Bayesian Analysis
2
Bayesian inference
2
Derivat
2
Derivative
2
Estimation
2
Estimation theory
2
Forecasting model
2
Geometric Brownian Motion
2
Importance Sampling
2
Markov Chain Monte Carlo
2
Monte Carlo Method
2
Monte-Carlo Simulation
2
Option trading
2
Optionsgeschäft
2
Prognoseverfahren
2
Sampling
2
Schätztheorie
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Stichprobenerhebung
2
Variance Reduction
2
Actuarial mathematics
1
Analysis of variance
1
Asia
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Abramov, Anatoly Markovich
1
Cheng, Chi-Hung
1
Elabed, Asma Graja
1
Esen, Halil Erturk
1
Golembiovsky, Dmitry Jurievich
1
Lian, Yu-Min
1
Lin, Jui-Hsuan
1
Lin, Shih-Hsun
1
Mashele, Hopolang P.
1
Masmoudi, Afif
1
Sonono, Masimba E.
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Discussion paper / Tinbergen Institute
16
Quantitative finance
14
International journal of theoretical and applied finance
13
Journal of econometrics
13
Econometric reviews
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
Computers & operations research : and their applications to problems of world concern ; an international journal
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
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
The North American journal of economics and finance : a journal of financial economics studies
4
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
4
Applied economics
3
Asia-Pacific financial markets
3
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->