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:"quasi-Monte Carlo simulation"
Narrow search

Narrow search

Year of publication
Subject
All
(quasi) Monte Carlo simulation 1 Analysis of variance 1 Asia 1 Asian option 1 Asien 1 Bayesian efficiency 1 Black-Scholes model 1 Black-Scholes-Modell 1 Derivative pricing 1 Error estimation 1 Gaussian quadrature 1 Low-discrepancy sequence 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Path dependent option 1 Quasi-Monte Carlo simulation 1 Randomization 1 Simulation 1 Varianzanalyse 1 barrier option 1 experimental design 1 quasi-Monte Carlo simulation 1 variance reduction 1
more ... less ...
Online availability
All
Undetermined 2 Free 1
Type of publication
All
Article 3
Type of publication (narrower categories)
All
Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 2 Undetermined 1
Author
All
Bliemer, Michiel C. J. 1 Hess, Stephane 1 Mehrdoust, Farshid 1 Noorani, Idin 1 Rose, John M. 1 Tamura, Tsutomu 1
Published in...
All
Annals of financial economics 1 Asia-Pacific Financial Markets 1 Journal of Choice Modelling 1
Source
All
ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
Cover Image
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:
Cover Image
Approximation of bayesian efficiency in experimental choice designs
Bliemer, Michiel C. J.; Rose, John M.; Hess, Stephane - In: Journal of Choice Modelling 1 (2008) 1, pp. 98-127
This paper compares different types of simulated draws over a range of number of draws in generating Bayesian efficient designs for stated choice (SC) studies. The paper examines how closely pseudo Monte Carlo, quasi Monte Carlo and Gaussian quadrature methods are able to replicate the true...
Persistent link: https://www.econbiz.de/10010289615
Saved in:
Cover Image
Comparison of randomization techniques for low-discrepancy sequences in finance
Tamura, Tsutomu - In: Asia-Pacific Financial Markets 12 (2005) 3, pp. 227-244
Persistent link: https://www.econbiz.de/10005547722
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...