//--> //--> //--> //-->
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
~isPartOf:"The journal of computational finance"
~subject:"Monte Carlo"
~subject:"Risk management"
~subject:"Schätzung"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo
Risk management
Schätzung
Monte Carlo simulation
55
Monte-Carlo-Simulation
55
Option pricing theory
42
Optionspreistheorie
42
Theorie
14
Theory
14
Stochastic process
12
Stochastischer Prozess
12
Simulation
11
Volatility
10
Volatilität
10
Option trading
9
Optionsgeschäft
9
Derivat
7
Derivative
7
Greece
7
Griechenland
7
Estimation theory
6
Schätztheorie
6
Monte Carlo method
5
Portfolio selection
5
Portfolio-Management
5
Yield curve
5
Zinsstruktur
5
Experiment
3
Greeks
3
Interest rate derivative
3
Robust statistics
3
Robustes Verfahren
3
Sampling
3
Statistical method
3
Statistische Methode
3
Stichprobenerhebung
3
Swap
3
Zinsderivat
3
variance reduction
3
Credit risk
2
EU countries
2
EU-Staaten
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Koster, Frank
2
Abdymomunov, Azamat
1
Briani, Maya
1
Caramellino, Lucia
1
Coskun, Sema
1
Curti, Filippo
1
Del Moral, Pierre
1
Desmettre, Sascha
1
Frangos, Nikolaos E.
1
Gerstner, Thomas
1
Harrach, Bastian von
1
Haugh, Martin B.
1
Iyengar, Garud
1
Kalpinelli, Evangelia A.
1
Kane, Hayden
1
Korn, Ralf
1
Oeltz, Daniel
1
Pagès, Gilles
1
Pelsser, Antoon André Jean
1
Pietersz, Raoul
1
Pironneau, Olivier
1
Regenmortel, Marcel van
1
Rehmet, Achim
1
Roth, Daniel
1
Sall, Guillaume
1
Shevchenko, Pavel V.
1
Song, Irene
1
Yannacopoulos, Athanasios N.
1
Zanette, Antonino
1
more ...
less ...
Published in...
All
The journal of computational finance
Journal of applied econometrics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of econometrics
15
Economics letters
14
Quantitative finance
13
Computational economics
12
Discussion paper / Tinbergen Institute
12
Risks : open access journal
11
Applied economics
10
Econometric reviews
10
Economic modelling
10
International journal of forecasting
10
Journal of economic dynamics & control
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
The econometrics journal
10
Journal of risk and financial management : JRFM
9
CAMA working paper series
8
Econometrics : open access journal
8
Applied economics letters
7
International journal of theoretical and applied finance
7
Working paper
7
European journal of operational research : EJOR
6
INFORMS journal on computing : JOC
6
Journal of banking & finance
6
Regional science & urban economics
6
Working papers
6
Discussion paper series / IZA
5
Energy economics
5
Working papers in regional science
5
CESifo working papers
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
IMES discussion paper series / Englische Ausgabe
4
Insurance / Mathematics & economics
4
International journal of project management : the journal of The International Project Management Association
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of macroeconomics
4
Journal of risk
4
Research paper series / Swiss Finance Institute
4
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Monte Carlo pathwise sensitivities for barrier options
Gerstner, Thomas
;
Harrach, Bastian von
;
Roth, Daniel
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 75-99
Persistent link: https://www.econbiz.de/10012295868
Saved in:
2
A pairwise local correlation model
Koster, Frank
;
Oeltz, Daniel
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012042217
Saved in:
3
Calculate tail quantiles of compound distributions
Abdymomunov, Azamat
;
Curti, Filippo
;
Kane, Hayden
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012042235
Saved in:
4
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
5
Vibrato and automatic differentiation for high-order derivatives and sensitivities of financial options
Pagès, Gilles
;
Pironneau, Olivier
;
Sall, Guillaume
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011976655
Saved in:
6
Monte Carlo payoff smoothing for pricing autocallable instruments
Koster, Frank
;
Rehmet, Achim
- In:
The journal of computational finance
21
(
2017/2018
)
4
,
pp. 59-77
Persistent link: https://www.econbiz.de/10011848407
Saved in:
7
Valuation of barrier options using sequential Monte Carlo
Shevchenko, Pavel V.
;
Del Moral, Pierre
- In:
The journal of computational finance
20
(
2016/2017
)
4
,
pp. 107-135
Persistent link: https://www.econbiz.de/10011691638
Saved in:
8
A generalized risk budgeting approach to portfolio construction
Haugh, Martin B.
;
Iyengar, Garud
;
Song, Irene
- In:
The journal of computational finance
21
(
2017/2018
)
2
,
pp. 29-60
Persistent link: https://www.econbiz.de/10011848310
Saved in:
9
A hybrid tree/finite-difference approach for Heston-Hull-White-type models
Briani, Maya
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011848334
Saved in:
10
Wiener chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model
Kalpinelli, Evangelia A.
;
Frangos, Nikolaos E.
; …
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011603168
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->