//--> //--> //-->
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:"Kapetanios, George"
~person:"Zanger, Daniel Z."
~subject:"Monte Carlo simulation"
~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:"Algorithmus"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Monte-Carlo-Simulation
Neural networks
20
Neuronale Netze
20
Nichtlineare Regression
13
Nonlinear regression
13
Kleinste-Quadrate-Methode
12
Least squares method
12
Theorie
11
Theory
11
Estimation theory
7
Schätztheorie
7
Time series analysis
7
Zeitreihenanalyse
7
ARCH model
5
ARCH-Modell
5
Einheitswurzeltest
3
Forecasting model
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Option pricing theory
3
Optionspreistheorie
3
Prognoseverfahren
3
Unit root test
3
American options
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Cointegration
2
Forecasting
2
Kaufkraftparität
2
Kointegration
2
Martingal
2
Martingale
2
Monte Carlo algorithms
2
Nichtlineare Dynamik
2
Nonlinear dynamics
2
Purchasing power parity
2
Regression analysis
2
Regressionsanalyse
2
Search theory
2
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
5
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
8
Author
All
Kapetanios, George
Zanger, Daniel Z.
Stentoft, Lars
11
Dijk, Herman K. van
7
Hoogerheide, Lennart
4
Hoogerheide, Lennart F.
4
Nadarajah, Selvaprabu
4
Secomandi, Nicola
4
Audrino, Francesco
3
Blake, Andrew P.
3
Castle, Jennifer
3
Corsi, Fulvio
3
Fernandez-Arjona, Lucio
3
Filipović, Damir
3
Franses, Philip Hans
3
Haenlein, Michael
3
Henseler, Jörg
3
Horny, Guillaume
3
Kaashoek, Johan F.
3
Kunst, Robert M.
3
Letourneau, Pascal
3
Norton, Edward C.
3
Peluso, Stefano
3
Qin, Xiaochuan
3
Reesor, R. Mark
3
Reinartz, Werner J.
3
Ankirchner, Stefan
2
Ardia, David
2
Boire, François-Michel
2
Carayol, Nicolas
2
Florax, Raymond J. G. M.
2
Funahashi, Hideharu
2
Fusari, Nicola
2
Gamba, Andrea
2
Groot, Henri L. F. de
2
Hager, Svenja
2
Hanfeld, Marc
2
Holland, Paul W.
2
Izadi, Arman
2
Joshi, Mark S.
2
more ...
less ...
Institution
All
National Institute of Economic and Social Research
1
Published in...
All
Working paper
2
Applied mathematical finance
1
Discussion papers / National Institute of Economic and Social Research
1
Economics letters
1
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
General error estimates for the Longstaff-Schwartz least-squares Monte Carlo algorithm
Zanger, Daniel Z.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 923-946
Persistent link: https://www.econbiz.de/10012293360
Saved in:
2
Convergence of a least-squares Monte Carlo algorithm for American option pricing with dependent sample data
Zanger, Daniel Z.
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 447-479
Persistent link: https://www.econbiz.de/10011969162
Saved in:
3
Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing
Zanger, Daniel Z.
- In:
Finance and stochastics
17
(
2013
)
3
,
pp. 503-534
Persistent link: https://www.econbiz.de/10009756026
Saved in:
4
Convergence of a least-squares Monte Carlo algorithm for bounded approximating sets
Zanger, Daniel Z.
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003847152
Saved in:
5
A radial basis function artificial neural network test for ARCH
Blake, Andrew P.
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558149
Saved in:
6
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428547
Saved in:
7
Testing the martingale difference hypothesis using neural network approximations
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003475296
Saved in:
8
A radial basis function artifical neural network test for ARCH
Blake, Andrew P.
;
Kapetanios, George
- In:
Economics letters
69
(
2000
)
1
,
pp. 15-23
Persistent link: https://www.econbiz.de/10001512718
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->