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type_genre:"Forschungsbericht"
~subject:"Option pricing theory"
~subject:"United States"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Monte-Carlo-Methode"
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Option pricing theory
United States
Monte Carlo simulation
199
Monte-Carlo-Simulation
199
Theorie
80
Theory
80
Bayes-Statistik
27
Bayesian inference
27
Markov chain
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24
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15
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Milʹstejn, Grigorij N.
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Akyildirim, Erdinc
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Andrei, Paolo
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1
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Numerical methods in finance : Bordeaux, June 2010
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
2
Numerical methods in finance
2
Options : classic approaches to pricing and modelling
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Credit risk : models, derivatives, and management
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Financial derivatives : pricing and risk management
1
Financial ecosystem and strategy in the digital era : global approaches and new opportunities
1
Financial engineering
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Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
1
Forecasting volatility in the financial markets
1
Handbook of research methods and applications in empirical finance
1
Mathematical modeling and numerical methods in finance : special volume
1
Nonlinear time series analysis of business cycles
1
Optimization, dynamics, and economic analysis : essays in honor of Gustav Feichtinger
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
Risk management decisions and value under uncertainty
1
The history and tradition of accounting in Italy
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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ECONIS (ZBW)
31
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Statistical arbitrage in jump-diffusion models with compound Poisson processes
Akyildirim, Erdinc
;
Fabozzi, Frank J.
;
Goncu, Ahmet
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1357-1371)
.
2022
Persistent link: https://www.econbiz.de/10013342121
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2
An applied approach to valuation of securitized balance sheet assets based on Monte Carlo Simulation with special reference to Turkish finance sector
Aksoy, Tamer
;
Yuzbasıoglu, Nuray
- In:
Financial ecosystem and strategy in the digital era : …
,
(pp. 379-398)
.
2021
Persistent link: https://www.econbiz.de/10012615121
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3
The contributions of Carlo Masini to accounting theories
Andrei, Paolo
;
Corbello, Silvano
- In:
The history and tradition of accounting in Italy
,
(pp. 158-176)
.
2017
Persistent link: https://www.econbiz.de/10011699055
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4
Fractional Brownian motions in financial models and their Monte Carlo simulation
Tam, Chun Ming
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 133-176)
.
2014
Persistent link: https://www.econbiz.de/10010359856
Saved in:
5
Testing for a Markov-switching mean in serially correlated data
Morley, James C.
;
Rabah, Zohra
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 85-97)
.
2014
Persistent link: https://www.econbiz.de/10011406761
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6
American option pricing using simulation with an application to the GARCH model
Stentoft, Lars
- In:
Handbook of research methods and applications in …
,
(pp. 114-147)
.
2013
Persistent link: https://www.econbiz.de/10011897373
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7
Testing for common cycles in non-stationary VARS with varied frequency data
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 361-393)
.
2013
Persistent link: https://www.econbiz.de/10010252319
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8
Pricing American options in an infinite activity Lévy market : Monte Carlo and deterministic approaches using a diffusion approximation
Powers, Lisa J.
;
Nešlehová, Johanna
;
Stephens, David
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 291-321)
.
2012
Persistent link: https://www.econbiz.de/10009577191
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9
Monte-Carlo valuation of American options : facts and new algorithms to improve existing methods
Bouchard, Bruno
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 215-255)
.
2012
Persistent link: https://www.econbiz.de/10009577193
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10
Monte Carlo approximations of American options that preserve monotonicity and convexity
Del Moral, Pierre
;
Rémillard, Bruno
;
Rubenthaler, Sylvain
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 115-143)
.
2012
Persistent link: https://www.econbiz.de/10009577196
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