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Search: subject:"Variance Reduction"
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Subject
All
variance reduction
83
Monte Carlo simulation
61
Variance reduction
57
Monte-Carlo-Simulation
48
Varianzanalyse
33
Analysis of variance
31
Optionspreistheorie
31
Option pricing theory
30
Theorie
27
Simulation
25
Theory
25
Stochastic process
23
Stochastischer Prozess
23
simulation
17
Sampling
16
Stichprobenerhebung
16
Estimation theory
15
Schätztheorie
15
control variates
14
Monte Carlo
13
Monte Carlo methods
12
importance sampling
12
Volatility
11
Volatilität
11
variance reduction techniques
11
Option trading
10
Optionsgeschäft
10
Variance Reduction
9
option pricing
9
Mathematical programming
8
Mathematische Optimierung
8
variance reduction technique
8
Latin hypercube sampling
7
Portfolio selection
7
Portfolio-Management
7
Risikomaß
7
Derivat
6
Derivative
6
Option pricing
6
Risk measure
6
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Online availability
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Undetermined
115
Free
52
CC license
2
Type of publication
All
Article
145
Book / Working Paper
41
Other
1
Type of publication (narrower categories)
All
Article in journal
63
Aufsatz in Zeitschrift
63
Working Paper
15
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Article
4
research-article
3
conceptual-paper
2
Audio- / visual Ressource
1
Aufsatz im Buch
1
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1
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1
Hochschulschrift
1
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1
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1
technical-paper
1
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Language
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English
98
Undetermined
87
Czech
1
Russian
1
Author
All
Calzolari, Giorgio
8
Nelson, Barry L.
7
Einmahl, John H. J.
4
Glasserman, Paul
4
Weihs, Claus
4
Chen, Ye
3
Hoogerheide, Lennart
3
Kahalé, Nabil
3
Lai, Yongzeng
3
Packham, Natalie
3
Platen, Eckhard
3
Schmidt, Wolfgang M.
3
Yu, Jun
3
Ahmed, Hanan
2
Auster, Johan
2
Cancela, Héctor
2
Chen, Wei
2
Chiu, Yu-Fen
2
Cuchiero, Christa
2
Dang, Duy Minh
2
Dijk, Herman K. van
2
Disney, Stephen M.
2
Donohue, Joan M.
2
Farasyn, Ingrid
2
Fiorentini, Gabriele
2
Heath, David
2
Houck, Ernest C.
2
Hsieh, Ming-Hua
2
Hsu, Jason C.
2
Jackson, Kenneth R.
2
Khosrawi, Wahid
2
Kim, Tae-Hwan
2
Korn, Ralf
2
L'Ecuyer, Pierre
2
Lambrecht, Marc R.
2
Lee, Yi-Hsi
2
Lemieux, Christiane
2
Li, Lin
2
Makatis, G.
2
Minh, Do Le
2
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Institution
All
Facoltà di Economia, Università degli Studi dell'Insubria
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Finance Discipline Group, Business School
2
School of Economics, Singapore Management University
2
Department of Economics and Business, Universitat Pompeu Fabra
1
Department of Economics, University of Birmingham
1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
EconWPA
1
Frankfurt School of Finance and Management
1
HAL
1
Indira Gandhi Institute of Development Research (IGIDR)
1
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
International Institute of Social and Economic Sciences
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Tinbergen Instituut
1
Université Paris-Dauphine (Paris IX)
1
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Published in...
All
Management Science
27
International Journal of Theoretical and Applied Finance (IJTAF)
6
The journal of computational finance
6
Mathematics and Computers in Simulation (MATCOM)
5
Asia-Pacific Financial Markets
4
Discussion paper / Center for Economic Research, Tilburg University
4
Finance and Stochastics
4
International journal of theoretical and applied finance
4
Applied mathematical finance
3
Economics and Quantitative Methods
3
European journal of operational research : EJOR
3
INFORMS journal on computing : JOC
3
MPRA Paper
3
Operations research letters
3
Quantitative finance
3
Annals of the Institute of Statistical Mathematics
2
Applied Mathematical Finance
2
CPQF Working Paper Series
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
European Journal of Industrial Engineering
2
Journal of mathematical finance
2
Research Paper Series / Finance Discipline Group, Business School
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working Papers / School of Economics, Singapore Management University
2
AMSE Working Papers
1
Annals of financial economics
1
Applied Econometrics
1
Applied economics
1
CoFE Discussion Paper
1
Computational Economics
1
Computational Statistics
1
Computational Statistics & Data Analysis
1
Computational economics
1
Discussion Papers / Department of Economics, University of Birmingham
1
Discussion paper / Tinbergen Institute
1
Discussion papers / Department of Economics, The University of Birmingham
1
Econometric reviews
1
Econometrics Journal
1
Econometrics Working Papers Archive
1
Economia Internazionale / International Economics
1
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Source
All
RePEc
95
ECONIS (ZBW)
76
EconStor
8
Other ZBW resources
6
BASE
2
Showing
31
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40
of
187
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date (newest first)
date (oldest first)
31
When does social desirability become a problem? : detection and reduction of social desirability bias in information systems research
Kwak, Dong-Heon
;
Ma, Xiao
;
Kim, Sumin
- In:
Information & management : the internat. journal of …
58
(
2021
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013259433
Saved in:
32
An efficient
variance
reduction
-based simulation algorithm for pricing arithmetic Asian options
Mehrdoust, Farshid
;
Noorani, Idin
- In:
Annals of financial economics
15
(
2020
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012642935
Saved in:
33
Importance sampling in stochastic optimization : an application to intertemporal portfolio choice
Ekblom, J.
;
Blomvall, J.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 106-119
Persistent link: https://www.econbiz.de/10012239487
Saved in:
34
Online risk monitoring using offline simulation
Jiang, Guangxin
;
Hong, L. Jeff
;
Nelson, Barry L.
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 356-375
Persistent link: https://www.econbiz.de/10012242763
Saved in:
35
Estimating the probability that a function observed with noise is convex
Jian, Nanjing
;
Henderson, Shane G.
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 376-389
Persistent link: https://www.econbiz.de/10012242767
Saved in:
36
Randomized dimension reduction for Monte Carlo simulations
Kahalé, Nabil
- In:
Management science : journal of the Institute for …
66
(
2020
)
3
,
pp. 1421-1439
Persistent link: https://www.econbiz.de/10012234611
Saved in:
37
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
38
Increment
variance
reduction
techniques with an application to multi-name credit derivatives
Rostan, Pierre
;
Rostan, Alexandra
;
Racicot, François-Éric
- In:
Computational economics
55
(
2020
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012222571
Saved in:
39
An effective hybrid
variance
reduction
method for pricing the Asian options and its variants
Lu, King-Jeng
;
Liang, Chiung-Ju
;
Hsieh, Ming-Hua
;
Lee, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012659091
Saved in:
40
General multilevel Monte Carlo methods for pricing discretely monitored Asian options
Kahalé, Nabil
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 739-748
Persistent link: https://www.econbiz.de/10012293946
Saved in:
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