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subject:"Zeitreihenanalyse"
~isPartOf:"International journal of financial engineering"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Simulationsmodell"
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Zeitreihenanalyse
Stochastischer Prozess
Simulation
10
Stochastic process
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Theory
6
Option pricing theory
4
Optionspreistheorie
4
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simulation
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Abid, Fathi
1
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Mehrdoust, Farshid
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International journal of financial engineering
European journal of operational research : EJOR
53
International journal of production research
27
Discussion paper / Tinbergen Institute
19
Operations research
19
INFORMS journal on computing : JOC
18
Computational economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of production economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of econometrics
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Journal of the Operational Research Society
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Transportation research / E : an international journal
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Omega : the international journal of management science
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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Mathematics of operations research
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Risks : open access journal
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Working paper series
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International journal of forecasting
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Journal of risk and financial management : JRFM
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Les cahiers du GERAD
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Operations research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economics and statistics
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Universitext
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Optimal exercise frontier of Bermudan options by simulation methods
Xie, Dejun
;
Edwards, David A.
;
Wu, Xiaoxia
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250013-1-2250013-20
Persistent link: https://www.econbiz.de/10013367611
Saved in:
2
Forecasting dirty tanker freight rate index by using stochastic differential equations
Jafari, Hossein
;
Rahimi, Ghazaleh
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012028815
Saved in:
3
Finite element based Monte Carlo simulation of options on Lévy driven assets
Karlsson, Patrik
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011922968
Saved in:
4
Pricing multi-asset American option under Heston stochastic volatility model
Samimi, Oldouz
;
Mehrdoust, Farshid
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011923057
Saved in:
5
Style analysis with particle filtering and generalized simulated annealing
Fukui, Takaya
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011778283
Saved in:
6
Efficient and exact simulation of the Gaussian affine interest rate models
Ostrovski, Vladimir
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011577107
Saved in:
7
Stochastic simulation framework for the limit order book using liquidity-motivated agents
Panayi, Efstathios
;
Peters, Gareth W.
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-52
Persistent link: https://www.econbiz.de/10011333470
Saved in:
8
Optimal CAR simulation
Chakroun, Fatma
;
Abid, Fathi
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011493106
Saved in:
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