//--> //--> //-->
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
~subject:"Estimation theory"
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
Penalty Methods for the Soluti...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
Option pricing theory
12
Optionspreistheorie
12
Stochastic process
7
Stochastischer Prozess
7
Derivat
6
Derivative
6
Option trading
6
Optionsgeschäft
6
Theorie
5
Theory
5
Black-Scholes-Modell
4
Credit risk
4
Kreditrisiko
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Portfolio selection
4
Portfolio-Management
4
Analysis
3
Arbitrage
3
Arbitrage Pricing
3
Arbitrage pricing
3
Black-Scholes model
3
European options
3
Mathematical analysis
3
Neural networks
3
Neuronale Netze
3
Volatility
3
Volatilität
3
no-arbitrage
3
Decision under risk
2
Entscheidung unter Risiko
2
Hedging
2
Interest rate derivative
2
Market models
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Schätztheorie
2
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Author
All
Gupta, Alok
1
Gyurkó, Lajos Gergely
1
Hambly, Ben M.
1
Reisinger, Christoph
1
Witte, Jan Hendrik
1
Published in...
All
Mathematical methods of operations research
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monte Carlo methods via a dual approach for some discrete time stochastic control problems
Gyurkó, Lajos Gergely
;
Hambly, Ben M.
;
Witte, Jan Hendrik
- In:
Mathematical methods of operations research
81
(
2015
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10010488925
Saved in:
2
Robust calibration of financial models using Bayesian estimators
Gupta, Alok
;
Reisinger, Christoph
- In:
The journal of computational finance
17
(
2014
)
4
,
pp. 3-36
Persistent link: https://www.econbiz.de/10010387862
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->