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  • Search: subject:"Approximation Error"
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Year of publication
Subject
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Approximation error 10 Estimation theory 7 Schätztheorie 7 approximation error 6 Accuracy 4 Approximation Error 4 Consistency 4 Markov chain 4 Markov-Kette 4 Mathematical programming 4 Mathematische Optimierung 4 Numerical analysis 4 Numerisches Verfahren 4 Statistical error 4 Statistischer Fehler 4 Stochastic process 4 Stochastischer Prozess 4 Theorie 4 Theory 4 Algorithm 3 Algorithmus 3 Dynamische Wirtschaftstheorie 3 Economic dynamics 3 Markov Equilibrium 3 Numerical Solution 3 Simulation 3 Simulation-Based Estimation 3 Stochastic Dynamic Model 3 Bayes-Statistik 2 Bayesian inference 2 CAPM 2 Dynamic programming 2 Dynamische Optimierung 2 Euler equation 2 Option pricing theory 2 Option trading 2 Optionsgeschäft 2 Optionspreistheorie 2 algorithm 2 approximation error bounds 2
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Online availability
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Undetermined 15 Free 11 CC license 1
Type of publication
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Article 21 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3 Article 1 Aufsatz im Buch 1 Book section 1
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Language
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English 16 Undetermined 13
Author
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Peralta-Alva, Adrian 4 Santos, Manuel 3 Santos, Manuel S. 3 Lovrić, Miodrag 2 Milanović, Marina 2 Raahauge, Peter 2 Stamenković, Milan 2 Yao, Wenying 2 Akbulaev, Nurkhodzha 1 Cohen, Asaf 1 Cui, Zhiwei 1 Daly, Vince 1 Fernández-Villaverde, J. 1 Friesz, Terry L. 1 Gayah, Vikash V. 1 Gonon, Lukas 1 Halkos, George 1 Han, Ke 1 Jackel, Peter 1 Jiang, Julia 1 Kahl, Christian 1 Kevork, Ilias 1 Kim, Michael Jong 1 Larsson, Rolf 1 Liu, Xuan 1 Nishiyama, Y. 1 Piccoli, Benedetto 1 Poskitt, D.S. 1 Poskitt, Donald Stephen 1 Radoičić, Radoš 1 Rahimli, Etimad 1 Rubio-Ramírez, J.F. 1 Schorfheide, F. 1 Stefanica, Dan 1 Svetunkov, Ivan 1 Taguchi, Shunsuke 1 Takeda, Akiko 1 Tanaka, Tsutomu 1 Tian, Weidong 1 Yao, Tao 1
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Institution
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Centre for Analytical Finance <Århus> 1 Centro de Investigación Económica (CIE), Departamento Académico de Economía 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics, School of Business 1 Institut for Finansiering <Frederiksberg> 1 School of Economics, Kingston University 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Annals of finance 1 Annals of the Institute of Statistical Mathematics 1 Applied Econometrics 1 Computational Economics 1 Computational Optimization and Applications 1 Economics Discussion Papers / School of Economics, Kingston University 1 Finance and stochastics 1 Handbook of computational economics : volume 3 1 Handbook of computational economics ; Volume 3 1 Handbook of macroeconomics : volume 1, part A 1 Handbook of macroeconomics : volume 2, v. 2A-2B SET 1 Insurance 1 International Journal of Energy Economics and Policy : IJEEP 1 International journal of financial engineering 1 Journal of Contemporary Economic and Business Issues 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of contemporary economic and business issues 1 MPRA Paper 1 Mathematics and Computers in Simulation (MATCOM) 1 Mathematics of operations research 1 Monash Econometrics and Business Statistics Working Papers 1 Quantitative Finance 1 Statistics & Probability Letters 1 Transportation Research Part B: Methodological 1 Working Papers / Centro de Investigación Económica (CIE), Departamento Académico de Economía 1 Working Papers / Department of Economics, School of Business 1 Working paper 1 Working paper / Institut for Finansiering, Handelshøjskolen i København 1 Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business 1
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Source
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ECONIS (ZBW) 15 RePEc 13 EconStor 1
Showing 1 - 10 of 29
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Deep neural network expressivity for optimal stopping problems
Gonon, Lukas - In: Finance and stochastics 28 (2024) 3, pp. 865-910
Persistent link: https://www.econbiz.de/10015130415
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Statistical analysis of the relationship between oil prices and industry index prices
Akbulaev, Nurkhodzha; Rahimli, Etimad - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 2, pp. 324-331
Persistent link: https://www.econbiz.de/10012488418
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Variance regularization in sequential Bayesian optimization
Kim, Michael Jong - In: Mathematics of operations research 45 (2020) 3, pp. 966-992
Persistent link: https://www.econbiz.de/10012293363
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Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation
Cohen, Asaf; Young, Virginia R. - In: Insurance 93 (2020), pp. 333-340
Persistent link: https://www.econbiz.de/10012294139
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Algoritmic methods for segmentation of time series : an overview
Lovrić, Miodrag; Milanović, Marina; Stamenković, Milan - In: Journal of contemporary economic and business issues 1 (2014) 1, pp. 31-53
Adaptive and innovative application of classical data mining principles and techniques in time series analysis has resulted in development of a concept known as time series data mining. Since the time series are present in all areas of business and scientific research, attractiveness of mining...
Persistent link: https://www.econbiz.de/10011533973
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Semi-nonparametric approximation and index options
Jiang, Julia; Tian, Weidong - In: Annals of finance 15 (2019) 4, pp. 563-600
Persistent link: https://www.econbiz.de/10012240184
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Algoritmic methods for segmentation of time series: An overview
Lovrić, Miodrag; Milanović, Marina; Stamenković, Milan - In: Journal of Contemporary Economic and Business Issues 1 (2014) 1, pp. 31-53
Adaptive and innovative application of classical data mining principles and techniques in time series analysis has resulted in development of a concept known as time series data mining. Since the time series are present in all areas of business and scientific research, attractiveness of mining...
Persistent link: https://www.econbiz.de/10011557598
Saved in:
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Vector autoregressions and macroeconomic modeling : an error taxonomy
Poskitt, Donald Stephen; Yao, Wenying - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 407-419
Persistent link: https://www.econbiz.de/10011705950
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Analysis of numerical errors
Peralta-Alva, Adrian; Santos, Manuel - 2012
Persistent link: https://www.econbiz.de/10009681262
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A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan; Radoičić, Radoš - In: International journal of financial engineering 3 (2016) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
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