//--> //--> //-->
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
Retain my current filters
~isPartOf:"Journal of risk : JOR"
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
Expansion formulas for bivaria...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo (MC) option pricing
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
Sobol0 sequences
1
Volatility
1
Volatilität
1
quasi-Monte Carlo (QMC)
1
randomized quasi-Monte Carlo (RQMC)
1
skewed hyperbolic local volatility (HLV) model
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Hok, Julien
1
Kucherenko, Sergei
1
Published in...
All
Journal of risk : JOR
Post-Print / HAL
7
Stochastic Processes and their Applications
7
Finance and stochastics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Papers / arXiv.org
3
Quantitative finance
3
Applied mathematical finance
2
Finance and Stochastics
2
International journal of theoretical and applied finance
2
Advanced mathematical methods for finance
1
Applied Mathematical Finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Dynamic games and applications : DGA
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Mathematical Finance
1
Mathematical modeling and numerical methods in finance : special volume
1
SFB 373 Discussion Paper
1
SFB 373 Discussion Papers
1
Wilmott
1
Working Papers / HAL
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The importance of being scrambled : supercharged quasi-Monte Carlo
Kucherenko, Sergei
;
Hok, Julien
- In:
Journal of risk : JOR
26
(
2023
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10014487277
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->