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Search: subject:"monte carlo methods"
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Monte Carlo methods
171
Monte-Carlo-Simulation
73
Monte Carlo simulation
72
Bayesian inference
35
Theorie
31
Theory
30
Bayes-Statistik
28
Option pricing theory
24
Optionspreistheorie
24
05.10.Ln Monte Carlo methods
20
Stochastic process
19
Stochastischer Prozess
19
Markov-Kette
18
Monte Carlo Methods
18
Estimation theory
17
Markov chain
17
Schätztheorie
17
Simulation
17
Estimation
16
Markov chain Monte Carlo methods
16
Monte-Carlo methods
15
Markov Chain Monte Carlo methods
14
Schätzung
12
Dynamisches Gleichgewicht
11
Volatility
11
monte carlo methods
11
sequential Monte Carlo methods
11
American options
10
Dynamic equilibrium
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Option trading
10
Optionsgeschäft
10
Volatilität
10
statistics
10
Bayesian estimation
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Option pricing
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correlation
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covariance
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equation
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equations
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forecasting
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Canova, Fabio
11
Ciccarelli, Matteo
11
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8
Matlin, Ethan
8
Sarfati, Reca
8
Schorfheide, Frank
7
Herbst, Edward P.
6
Lindé, Jesper
6
Robert, Christian P.
6
Adolfson, Malin
5
Cai, Michael
5
Touzi, Nizar
5
Villani, Giovanni
5
Warin, Xavier
5
Cadarso-Suarez, Carmen
4
Emblemsvåg, Jan
4
Ettmeier, Stephanie
4
Franz, Wolfgang
4
Göggelmann, Klaus
4
Heufer, Jan
4
Hisgen, Carlos Matías
4
Kneib, Thomas
4
Kriwoluzky, Alexander
4
Laséen, Stefan
4
Moral-Benito, Enrique
4
Ratto, Marco
4
Schellhorn, Martin
4
Wang, Xiaoqun
4
Wiesenfarth, Manuel
4
Winker, Peter
4
Acharya, Sushant
3
Buchinsky, Moshe
3
Böhl, Gregor
3
Calzolari, Giorgio
3
Chen, William
3
Cheung, Joe
3
Corrado, Charles
3
Dimov, I.
3
Dogra, Keshav
3
Doucet, Arnaud
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11
Université Paris-Dauphine (Paris IX)
8
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
EconWPA
4
HAL
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C.E.P.R. Discussion Papers
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3
Society for Computational Economics - SCE
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Finance Discipline Group, Business School
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2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
International Monetary Fund
2
Ohio State University, Department of Economics
2
UNIVERSIDAD ICESI
2
Université Paris-Dauphine
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1
Banque de France
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Center for Applied Economics and Policy Research (CAEPR), Department of Economics
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Centro de Estudios Andaluces, Government of Andalusia
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Centrum för arbetsmarknadspolitisk forkskning (CAFO), Ekonomihögskolan
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Collegio Carlo Alberto, Università degli Studi di Torino
1
Courant Research Centre PEG
1
Department of Economics and Finance, College of Business and Economics
1
Dipartimento di Studi Economici "Salvatore Vinci", Università degli Studi di Napoli - "Parthenope"
1
Directorate for Financial, Fiscal and Enterprises Affairs, Organisation de Coopération et de Développement Économiques (OCDE)
1
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
1
Econometric Society
1
Erasmus University Rotterdam, Econometric Institute
1
European Central Bank
1
Facoltà di Economia, Università degli Studi dell'Insubria
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Fraunhofer-Institut für System- und Innovationsforschung (ISI), Fraunhofer-Gesellschaft
1
Institut for Virksomhedsledelse og Økonomi, Syddansk Universitet
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International Food Policy Research Institute (IFPRI)
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Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI)
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Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
Sveriges Riksbank
1
University of Stellenbosch. Faculty of Economic and Management Sciences. Dept. of Statistics and Actuarial Science.
1
University of Stellenbosch. Faculty of Science. Dept. of Mathematical Sciences.
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The European Physical Journal B - Condensed Matter and Complex Systems
27
Physica A: Statistical Mechanics and its Applications
22
Mathematics and Computers in Simulation (MATCOM)
21
IMF Working Papers
11
Economics Papers from University Paris Dauphine
8
Quantitative Finance
8
Finance and Stochastics
7
Management Science
7
Quantitative finance
7
Computational Economics
5
Computational economics
5
MPRA Paper
5
International journal of theoretical and applied finance
4
Psychometrika
4
Applied Mathematical Finance
3
CEPR Discussion Papers
3
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
3
IZA Discussion Papers
3
Journal of Applied Statistics
3
Journal of Modelling in Management
3
Natural Hazards
3
Studies in Nonlinear Dynamics & Econometrics
3
The journal of computational finance
3
Working Papers / HAL
3
Annals of the Institute of Statistical Mathematics
2
Applied economics
2
Applied mathematical finance
2
BORRADORES DE ECONOMÍA Y FINANZAS
2
Computational Statistics
2
Computational Statistics & Data Analysis
2
Computing in Economics and Finance 2002
2
Discussion papers / CEPR
2
Finance
2
Finance and economics discussion series
2
International Journal of Quality & Reliability Management
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of Classification
2
Journal of Risk Finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
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RePEc
234
ECONIS (ZBW)
80
EconStor
17
Other ZBW resources
14
BASE
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subject:"monte carlo method"
(6,855 results)
31
JDOI variance reduction method and the pricing of American-style options
Auster, Johan
;
Mathys, Ludovic
;
Maeder, Fabio
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 639-656
Persistent link: https://www.econbiz.de/10013367843
Saved in:
32
Generating empirical core size distributions of hedonic games using a Monte Carlo method
Collins, Andrew J.
;
Etemadidavan, Sheida
;
Khallouli, Wael
- In:
International game theory review : IGTR
24
(
2022
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013370865
Saved in:
33
A fast algorithm for simulation of rough volatility models
Ma, Jingtang
;
Wu, Haofei
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 447-462
Persistent link: https://www.econbiz.de/10013167769
Saved in:
34
SVARs with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
Saved in:
35
Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778197
Saved in:
36
Discovering heterogeneous consumer journeys in online platforms : implications for networking investment
Kim, Ho
;
Jiang, Juncai
;
Bruce, Norris I.
- In:
Journal of the Academy of Marketing Science
49
(
2021
)
2
,
pp. 374-396
Persistent link: https://www.econbiz.de/10012434110
Saved in:
37
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
38
Refinement by reducing and reusing random numbers of the Hybrid scheme for Brownian semistationary processes
Fukasawa, Masaaki
;
Hirano, Asuto
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1127-1146
Persistent link: https://www.econbiz.de/10012588025
Saved in:
39
Stochastic volatility modelling in portfolio selection via sequential Monte Carlo simulation
Nascimento, Igor Ferreira do
;
Albuquerque, Pedro H.
; …
- In:
International journal of portfolio analysis and …
2
(
2021
)
3
,
pp. 249-267
Persistent link: https://www.econbiz.de/10012595961
Saved in:
40
An integrated Quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering
He, Zhijian
;
Wang, Xiaoqun
- In:
Computational economics
57
(
2021
)
2
,
pp. 693-718
Persistent link: https://www.econbiz.de/10012486953
Saved in:
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