EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Model calibration"
Narrow search

Narrow search

Year of publication
Subject
All
Model calibration 39 model calibration 32 Optionspreistheorie 19 Option pricing theory 18 Theorie 14 Theory 14 Modellierung 12 Scientific modelling 12 Stochastic process 11 Stochastischer Prozess 11 Derivat 9 Derivative 9 Volatility 8 Volatilität 8 Credit risk 7 Kreditrisiko 6 Yield curve 6 Zinsstruktur 6 Model Calibration 5 Schätztheorie 4 credit risk 4 Basel Accord 3 Basler Akkord 3 Credit rating 3 Estimation theory 3 Kreditwürdigkeit 3 Markov chain 3 Markov-Kette 3 Mathematical programming 3 Mathematische Optimierung 3 Option pricing 3 Option trading 3 Optionsgeschäft 3 Probability theory 3 Risiko 3 Risk 3 Simulation 3 Wahrscheinlichkeitsrechnung 3 derivatives 3 option pricing 3
more ... less ...
Online availability
All
Undetermined 51 Free 22 CC license 2
Type of publication
All
Article 66 Book / Working Paper 16 Other 1
Type of publication (narrower categories)
All
Article in journal 34 Aufsatz in Zeitschrift 34 Graue Literatur 4 Non-commercial literature 4 Working Paper 4 Article 3 Arbeitspapier 2
more ... less ...
Language
All
English 45 Undetermined 38
Author
All
Pirotte, Hugues 3 Schlögl, Erik 3 Baker, Christopher 2 Baldeaux, Jan 2 Bettendorf, Leon 2 Brunner, Bernhard 2 Büchel, Patrick 2 Cossin, Didier 2 Feng, Yu 2 Gesualdo, Maria 2 Grasselli, Martino 2 Grith, Maria 2 Kaeck, Andreas 2 Kratochwil, Michael 2 Krayzler, Mikhail 2 Krätschmer, Volker 2 Loretz, Simon 2 Mashalaba, Qaphela 2 Mavuso, Melusi 2 Nagl, Maximilian 2 Platen, Eckhard 2 Pontikakis, Dimitrios 2 Pycroft, Jonathan 2 Rauch, Johannes 2 Rubtsov, Mark 2 Rudd, Ralph 2 Rösch, Daniel 2 Zagst, Rudi 2 AitSahlia, Farid 1 Alfarano, Simone 1 Alvarez Martinez, Maria Teresa 1 Annandale, John G. 1 Ascarza, Eva 1 Aste, Niccolò 1 BORMETTI, GIACOMO 1 Ballotta, Laura 1 Barone, Gaia 1 Barrios Cobos, Salvador 1 Barrios, Salvador 1 Baviera, Roberto 1
more ... less ...
Institution
All
Centre Emile Bernheim, Solvay Brussels School of Economics and Management 2 Internationaler Währungsfonds 2 Department of Economics, University of Victoria 1 EconWPA 1 Ehrvervøkonomisk Institut, Institut for Økonomi 1 HAL 1 International Association of Agricultural Economists - IAAE 1 London School of Economics (LSE) 1 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
more ... less ...
Published in...
All
Agricultural Water Management 4 Quantitative Finance 4 Quantitative finance 4 European journal of operational research : EJOR 3 Water Resources Management 3 Applied Energy 2 Energy 2 IMF country report 2 International Journal of Theoretical and Applied Finance (IJTAF) 2 International journal of financial engineering 2 Mathematics and Computers in Simulation (MATCOM) 2 Risks : open access journal 2 The journal of risk model validation 2 Working Papers CEB 2 2009 Conference, August 16-22, 2009, Beijing, China 1 ASTIN bulletin : the journal of the International Actuarial Association 1 Annals of the Institute of Statistical Mathematics 1 Cambridge journal of economics 1 Computational Management Science 1 Digital finance : smart data analytics, investment innovation, and financial technology 1 European Journal of Operational Research 1 Finance 1 Finance Working Papers 1 Health care management science 1 IEEE transactions on engineering management : EM ; a publication of the IEEE Engineering Management Society 1 International Journal of Global Environmental Issues 1 International Review of Financial Analysis 1 International journal of production research 1 International journal of theoretical and applied finance 1 International review of financial analysis 1 JRC Working Papers on Taxation and Structural Reforms 1 JRC working papers on taxation and structural reforms 1 Journal of Artificial Societies and Social Simulation 1 Journal of Banking & Finance 1 Journal of Economic Dynamics and Control 1 Journal of banking & finance 1 Journal of economic dynamics & control 1 Journal of mathematical finance 1 Journal of risk 1 LSE Research Online Documents on Economics 1
more ... less ...
Source
All
RePEc 39 ECONIS (ZBW) 38 EconStor 5 BASE 1
Showing 21 - 30 of 83
Cover Image
Will wealth become more concentrated in Europe? : evidence from a calibrated Post-Keynesian model
Ederer, Stefan; Rehm, Miriam - In: Cambridge journal of economics 44 (2020) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10012152646
Saved in:
Cover Image
On the calibration of the 3/2 model
Gudmundsson, Hilmar; Vyncke, David - In: European journal of operational research : EJOR 276 (2019) 3, pp. 1178-1192
Persistent link: https://www.econbiz.de/10012003744
Saved in:
Cover Image
Optimization-based calibration of simulation input models
Goeva, Aleksandrina; Lam, Henry; Qian, Huajie; Zhang, Bo - In: Operations research 67 (2019) 5, pp. 1362-1382
Persistent link: https://www.econbiz.de/10012107785
Saved in:
Cover Image
Valuation of quanto caps and floors in a calibrated multi-curve cross-currency LIBOR market model
Wamwea, Charity; Ngare, Philip; Bidima, Martin Le Doux Mbele - In: Journal of mathematical finance 9 (2019) 4, pp. 698-725
Persistent link: https://www.econbiz.de/10012433485
Saved in:
Cover Image
Facilitating Parameter Estimation and Sensitivity Analysis of Agent-Based Models: A Cookbook Using NetLogo and 'R'
Thiele, Jan C.; Kurth, Winfried; Grimm, Volker - In: Journal of Artificial Societies and Social Simulation 17 (2014) 3, pp. 11-11
Agent-based models are increasingly used to address questions regarding real-world phenomena and mechanisms; therefore, the calibration of model parameters to certain data sets and patterns is often needed. Furthermore, sensitivity analysis is an important part of the development and analysis of...
Persistent link: https://www.econbiz.de/10010790583
Saved in:
Cover Image
Modelling Bi-lateral Forest Product Trade Flows: Experiencing Vertical and Horizontal Chain Optimization
van Kooten, Gerrit Cornelis; Johnston, Craig - Department of Economics, University of Victoria - 2014
This paper serves to document the REPA Forest Trade Model – a global model of forest trade that consists of ten products across two horizontal layers in a vertical chain. The model includes 20 regions: Five Canadian regions (Atlantic Canada, Central Canada, Alberta, BC Interior and BC Coast),...
Persistent link: https://www.econbiz.de/10011252635
Saved in:
Cover Image
COS method for option pricing under a regime-switching model with time-changed Lévy processes
Tour, G.; Thakoor, N.; Khaliq, Abdul Q. M.; Tangman, D. Y. - In: Quantitative finance 18 (2018) 4, pp. 673-692
Persistent link: https://www.econbiz.de/10011906458
Saved in:
Cover Image
Addressing water shortages by force of habit
Leroux, Anke D.; Martin, Vance; Zheng, Hao - In: Resource and energy economics 53 (2018), pp. 42-61
Persistent link: https://www.econbiz.de/10012036799
Saved in:
Cover Image
Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.; Gass, M.; Glau, Kathrin; Mahlstedt, M.; … - In: Quantitative finance 18 (2018) 7, pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
Saved in:
Cover Image
Full and fast calibration of the Heston stochastic volatility model
Cui, Yiran; Baño Rollin, Sebastian del; Germano, Guido - In: European journal of operational research : EJOR 263 (2017) 2, pp. 625-638
Persistent link: https://www.econbiz.de/10011794003
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...