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
Pricing and Risk Management wi...
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
Papers / arXiv.org
5
Wilmott
4
Interest rate modelling after the financial crisis
3
Journal / The Capco Institute : journal of financial transformation
2
MPRA Paper
2
Computational economics
1
Journal of Financial Transformation
1
Reliability engineering & system safety
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...
