Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"regression Monte Carlo"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing theory
3
Optionspreistheorie
3
Regression analysis
3
Regressionsanalyse
3
Stochastic process
3
Stochastischer Prozess
3
Control theory
2
Kontrolltheorie
2
Regression Monte Carlo
2
regression Monte Carlo
2
Adaptive robust control
1
Analysis
1
Artificial intelligence
1
Asymmetric risk
1
Bermudan option pricing
1
Bermudan option valuation
1
Decision under uncertainty
1
Derivat
1
Derivative
1
Dynamic programming
1
Dynamische Optimierung
1
Entscheidung unter Unsicherheit
1
Fully nonlinear parabolic PDE
1
Gaussian process regression
1
Gaussian surrogate processes
1
Hedging
1
Korrelation und Regression Monte-Carlo-Methoden
1
Künstliche Intelligenz
1
Learning process
1
Lernprozess
1
Machine learning
1
Markov chain
1
Markov-Kette
1
Mathematical analysis
1
Mathematical programming
1
Mathematische Optimierung
1
Microgrid control
1
Nichtlineare Regression
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Hochschulschrift
1
Language
All
English
5
German
1
Author
All
Ludkovski, Mike
2
Balata, Alessandro
1
Bielecki, Tomasz R.
1
Chen, Tao
1
Cialenco, Igor
1
Gobet, Emmanuel
1
Hort, Bernd
1
Ludkovski, Michael
1
Maheshwari, Aditya
1
Palczewski, Jan
1
Pimentel, Isaque
1
Warin, Xavier
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
The journal of computational finance
1
The journal of computational finance : JFC
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Toward a unified implementation of
regression
Monte
Carlo
algorithms
Ludkovski, Mike
- In:
The journal of computational finance : JFC
27
(
2023
)
1
,
pp. 59-109
Persistent link: https://www.econbiz.de/10014486934
Saved in:
2
Statistical learning for probability-constrained stochastic optimal control
Balata, Alessandro
;
Ludkovski, Michael
;
Maheshwari, Aditya
- In:
European journal of operational research : EJOR
290
(
2021
)
2
,
pp. 640-656
Persistent link: https://www.econbiz.de/10012495210
Saved in:
3
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
4
Option valuation and hedging using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
Saved in:
5
Kriging metamodels and experimental design for Bermudan option pricing
Ludkovski, Mike
- In:
The journal of computational finance
22
(
2018
)
1
,
pp. 37-77
Persistent link: https://www.econbiz.de/10011890178
Saved in:
6
Das Verfahren der korrelierten Hilfsvariablen
Hort, Bernd
-
1974
Persistent link: https://www.econbiz.de/10000113341
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
