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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
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Article
145
Book / Working Paper
41
Other
1
Type of publication (narrower categories)
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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
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1
Aufsatz im Buch
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...
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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
51
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60
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187
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51
A support vector machine-based ensemble algorithm for breast cancer diagnosis
Wang, Haifeng
;
Zheng, Bichen
;
Yoon, Sang Won
;
Ko, Hoo Sang
- In:
European journal of operational research : EJOR
267
(
2018
)
2
,
pp. 687-699
Persistent link: https://www.econbiz.de/10011812713
Saved in:
52
Examining the efficiency of American put option pricing by Monte Carlo methods with
variance
reduction
Chang, George
- In:
International journal of economics and finance
10
(
2018
)
2
,
pp. 10-13
Persistent link: https://www.econbiz.de/10011814902
Saved in:
53
Negative dependence, scrambled nets, and variance bounds
Lemieux, Christiane
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 228-251
Persistent link: https://www.econbiz.de/10011818751
Saved in:
54
An improved averaged two-replication procedure with Latin hypercube sampling
Bayraksan, Güzin
- In:
Operations research letters
46
(
2018
)
2
,
pp. 173-178
Persistent link: https://www.econbiz.de/10011824808
Saved in:
55
Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits : a
variance
reduction
approach
Hsieh, Ming-hua
;
Wang, Jennifer L.
;
Chiu, Yu-Fen
;
Chen, …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 246-254
Persistent link: https://www.econbiz.de/10011825282
Saved in:
56
More efficient local polynomial regression with random-effects panel data models
Yang, Ke
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 760-776
Persistent link: https://www.econbiz.de/10012040410
Saved in:
57
Turbocharging Monte Carlo pricing for the rough Bergomi model
McCrickerd, Ryan
;
Pakkanen, Mikko S.
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1877-1886
Persistent link: https://www.econbiz.de/10012262858
Saved in:
58
Improving time series forecasting: an approach combining bootstrap aggregation, clusters and exponential smoothing
Dantas, Tiago Mendes
;
Oliveira, Fernando Luiz Cyrino
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 748-761
Persistent link: https://www.econbiz.de/10012031097
Saved in:
59
Bias Transmission and
Variance
Reduction
in Two-Stage Quantile Regression
Kim, Tae-Hwan
;
Muller, Christophe
-
2012
In this paper, we propose a
variance
reduction
method for quantile regressions with endogeneity problems. First, we …
Persistent link: https://www.econbiz.de/10010900292
Saved in:
60
Bias Transmission and
Variance
Reduction
in Two-Stage Quantile Regression
Kim, Tae-Hwan
;
Muller, Christophe
-
HAL
-
2012
In this paper, we propose a
variance
reduction
method for quantile regressions with endogeneity problems. First, we …
Persistent link: https://www.econbiz.de/10010933929
Saved in:
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