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~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
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Estimation
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McAleer, Michael
93
Phillips, Peter C. B.
76
Koopman, Siem Jan
62
Chiarella, Carl
54
Platen, Eckhard
51
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
42
Post, Thierry
41
Takahashi, Akihiko
41
Asai, Manabu
39
Yu, Jun
39
Madan, Dilip B.
38
Benth, Fred Espen
37
Fabozzi, Frank J.
37
Shephard, Neil G.
37
Gao, Jiti
35
Chan, Joshua
34
Todorov, Viktor
34
Escobar, Marcos
33
Elliott, Robert J.
31
Hainaut, Donatien
30
Linton, Oliver
30
Gil-Alaña, Luis A.
29
Wong, Hoi Ying
29
Clark, Todd E.
28
Gendreau, Michel
28
Račev, Svetlozar T.
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27
Wong, Wing Keung
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Topaloglou, Nikolas
26
Batabyal, Amitrajeet A.
25
Mumtaz, Haroon
25
Nguyen, Duy
25
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25
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24
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24
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66
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17
Springer Fachmedien Wiesbaden
9
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6
Erasmus Research Institute of Management
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2
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2
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European journal of operational research : EJOR
623
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
168
Operations research letters
164
International journal of production research
162
Quantitative finance
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Journal of economic dynamics & control
140
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125
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
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108
The journal of computational finance
103
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89
Econometric reviews
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84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
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Energy economics
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Transportation research / E : an international journal
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INFORMS journal on computing : JOC
79
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Journal of economic theory
71
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69
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69
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ECONIS (ZBW)
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3281
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
3282
Effective stochastic volatility : applications to ZABR-type models
Felpel, Mike
;
Kienitz, Jörg
;
McWalter, Thomas A.
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 837-852
Persistent link: https://www.econbiz.de/10012500196
Saved in:
3283
Robust optimal investment and reinsurance problems with learning
Bäuerle, Nicole
;
Leimcke, Gregor
- In:
Scandinavian actuarial journal
2021
(
2021
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10012500254
Saved in:
3284
Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria
;
Navarro, Jorge
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
Saved in:
3285
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
3286
Exact simulation of gamma-driven Ornstein-Uhlenbeck processes with finite and infinite activity jumps
Qu, Yan
;
Dassios, Angelos
;
Zhao, Hongbiao
- In:
Journal of the Operational Research Society
72
(
2021
)
2
,
pp. 471-484
Persistent link: https://www.econbiz.de/10012500958
Saved in:
3287
Mapping conditional scenarios for knowledge structuring in (tail) dependence elicitation
Werner, Christoph
;
Bedford, Tim
;
Quigley, John
- In:
Journal of the Operational Research Society
72
(
2021
)
4
,
pp. 889-907
Persistent link: https://www.econbiz.de/10012501001
Saved in:
3288
Integrating autonomous delivery service into a passenger transportation system
Mourad, Abood
;
Puchinger, Jakob
;
Van Woensel, Tom
- In:
International journal of production research
59
(
2021
)
7
,
pp. 2116-2139
Persistent link: https://www.econbiz.de/10012501216
Saved in:
3289
A stochastic prepositioning model for distribution of disaster supplies considering lateral transshipment
Wang, Yusheng
;
Dong, Zhijie
;
Hu, Shaolong
- In:
Socio-economic planning sciences : the international …
74
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012502345
Saved in:
3290
Distributionally robust facility location problem under decision-dependent stochastic demand
Basciftci, Beste
;
Ahmed, Shabbir
;
Shen, Siqian
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 548-561
Persistent link: https://www.econbiz.de/10012502379
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