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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
10
Option trading
10
Optionsgeschäft
10
Volatilität
10
statistics
10
Bayesian estimation
9
Option pricing
9
correlation
9
covariance
9
equation
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equations
9
forecasting
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210
Free
97
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2
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238
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Canova, Fabio
11
Ciccarelli, Matteo
11
Del Negro, Marco
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
3
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International Monetary Fund (IMF)
11
Université Paris-Dauphine (Paris IX)
8
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
EconWPA
4
HAL
4
C.E.P.R. Discussion Papers
3
Department of Economics and Business, Universitat Pompeu Fabra
3
Society for Computational Economics - SCE
3
Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia
2
Finance Discipline Group, Business School
2
Institute for the Study of Labor (IZA)
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
2
Banco de España
1
Banque de France
1
Center for Applied Economics and Policy Research (CAEPR), Department of Economics
1
Centro de Estudios Andaluces, Government of Andalusia
1
Centrum för arbetsmarknadspolitisk forkskning (CAFO), Ekonomihögskolan
1
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
1
International Food Policy Research Institute (IFPRI)
1
Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI)
1
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.
1
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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
2
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Source
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RePEc
234
ECONIS (ZBW)
80
EconStor
17
Other ZBW resources
14
BASE
10
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subject:"monte carlo method"
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41
Classification of Delphi outputs through robust ranking and fuzzy clustering for Delphi-based scenarios
Zio, Simone di
;
Bolzan, Mario
;
Marozzi, Marco
- In:
Technological forecasting & social change : an …
173
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202705
Saved in:
42
Closed-form approximations in multi-asset market making
Bergault, Philippe
;
Evangelista, David
;
Guéant, Olivier
; …
- In:
Applied mathematical finance
28
(
2021
)
2
,
pp. 101-142
Persistent link: https://www.econbiz.de/10013171062
Saved in:
43
Primal-dual quasi-Monte Carlo simulation with dimension reduction for pricing American options
Xiang, Jiangming
;
Wang, Xiaoqun
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1701-1720
Persistent link: https://www.econbiz.de/10012313503
Saved in:
44
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:
45
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:
46
Communicating brands intelevision advertising
Bruce, Norris I.
;
Becker, Maren
;
Reinartz, Werner J.
- In:
Journal of marketing research
57
(
2020
)
2
,
pp. 236-256
Persistent link: https://www.econbiz.de/10012180463
Saved in:
47
Bayesian variable selection in spatial autoregressive models
Piribauer, Philipp
(
contributor
); …
-
2015
Persistent link: https://www.econbiz.de/10011346556
Saved in:
48
Identification versus misspecification in New Keynesian monetary policy models
Adolfson, Malin
;
Laséen, Stefan
;
Lindé, Jesper
; …
- In:
European economic review : EER
113
(
2019
),
pp. 225-246
Persistent link: https://www.econbiz.de/10012238032
Saved in:
49
Approximation methods for piecewise deterministic Markov processes and their costs
Kritzer, Peter
;
Leobacher, Gunther
;
Szölgyenyi, Michaela
; …
- In:
Scandinavian actuarial journal
2019
(
2019
)
4
,
pp. 308-335
Persistent link: https://www.econbiz.de/10012194953
Saved in:
50
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
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