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:"Option pricing 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
Sensitivity analysis from samp...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
5
Theory
5
simulation
5
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Queues
2
Risikomaß
2
Risk measure
2
Sampling
2
Simulation
2
Statistik
2
Stichprobenerhebung
2
exponential bounds
2
general state space Markov chain
2
sensitivity analysis
2
Austauschtheorie
1
Barter economy
1
Derivat
1
Derivative
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Queueing theory
1
Schätz- und Testmethodik
1
Social exchange theory
1
Stochastische Prozesse
1
Streuung
1
Tauschwirtschaft
1
Warteschlangentheorie
1
bias reduction
1
blocking
1
cumulative process
1
discrete event systems
1
estimation
1
fork-join queueing networks
1
importance sampling
1
last passage percolation
1
likelihood
1
load balancing
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Glasserman, Paul
2
Heidelberger, Philip
2
Shahabuddin, Perwez
2
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Importance sampling in the Health-Jarrow-Morton framework
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10001432466
Saved in:
2
Asymptotically optimal importance sampling and stratification for pricing path-dependent options
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
9
(
1999
)
2
,
pp. 117-152
Persistent link: https://www.econbiz.de/10001372181
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
