//--> //--> //-->
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
~person:"Chen, Zhiyong"
~subject:"Monte Carlo simulation"
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:"Sensitivity analysis"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Derivat
1
Derivative
1
Monte-Carlo-Simulation
1
Portfolio selection
1
Portfolio-Management
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Theorie
1
Theory
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Chen, Zhiyong
Fu, Michael
4
Joshi, Mark S.
3
Peng, Yijie
3
Bianchetti, Marco
2
Bignozzi, Valeria
2
Heidergott, Bernd
2
Hu, Jian-Qiang
2
Kucherenko, Sergei
2
Lei, Lei
2
Scoleri, Stefano
2
Tsanakas, Andreas
2
Zhu, Dan
2
Abbas, Karim
1
Armitage, Lynne
1
Bai, Hongwei
1
Barbat, Alex
1
Becker, William
1
Belgodere, Antoine
1
Berens, Wolfgang
1
Birgersson, E.
1
Bolkesjø, Torjus Folsland
1
Campolongo, Francesca
1
Cardona, Omar
1
Chatzivasileiadis, Theodoros
1
Cherif, Sidi Mohamed Lalaoui Ben
1
Cheurfa, Fatah
1
De Spiegeleer, Jan
1
Denton, Brian T.
1
Di Girolamo, Francesca Erica
1
Eddahbi, M'hamed
1
Ehrhardt, Matthias
1
Estévez-Carrillo, Anabel
1
Fu, Michael C.
1
Glasserman, Paul
1
Göncu, Ahmet
1
Gür, Sercan
1
Haack, Björn
1
He, Zhongjie
1
Hernandez-Perdomo, Elvis
1
more ...
less ...
Published in...
All
Finance and stochastics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->