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Option Prices with Stochastic...
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Monte Carlo simulation
Optionspreistheorie
14,636
Option pricing theory
14,173
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3,942
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3,926
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3,874
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3,779
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Joshi, Mark S.
22
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14
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10
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9
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8
Grzelak, Lech A.
8
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8
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7
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7
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6
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6
Milʹstejn, Grigorij N.
6
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6
Takahashi, Akihiko
6
Tang, Robert
6
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5
Bender, Christian
5
Schweizer, Nikolaus
5
Bernard, Carole
4
Beveridge, Christopher
4
Boyle, Phelim P.
4
Del Moral, Pierre
4
Fanelli, Viviana
4
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4
Jackson, Kenneth R.
4
Kang, Boda
4
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4
Oosterlee, Cornelis Willebrordus
4
Shevchenko, Pavel V.
4
Shiraya, Kenichiro
4
Zanette, Antonino
4
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4
Zhu, Dan
4
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3
Boire, François-Michel
3
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3
Bottasso, Anna
3
Brandão, Luiz Eduardo Teixeira
3
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1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
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The journal of computational finance
42
International journal of theoretical and applied finance
32
Quantitative finance
24
Computational economics
16
Finance and stochastics
15
European journal of operational research : EJOR
14
Applied mathematical finance
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Energy economics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Journal of risk and financial management : JRFM
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Risks : open access journal
9
International journal of financial engineering
8
Journal of economic dynamics & control
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of futures markets
8
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Finance research letters
6
Mathematics of operations research
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Applied economics
5
Asia-Pacific financial markets
5
Journal of mathematical finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
International review of financial analysis
4
Operations research letters
4
The European journal of finance
4
Advances in mathematical economics
3
Computational management science
3
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
3
Finance and economics discussion series
3
Insurance / Mathematics & economics
3
Journal of econometrics
3
Numerical methods in finance : Bordeaux, June 2010
3
Review of derivatives research
3
The journal of computational finance : JFC
3
Working paper
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Annals of financial economics
2
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ECONIS (ZBW)
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EconStor
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1
A Monte Carlo approach for the American put under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1081-1105
Persistent link: https://www.econbiz.de/10003443353
Saved in:
2
The uncertain volatility model : a Monte Carlo apporach
Guyon, Julien
;
Henry-Labordère, Pierre
- In:
The journal of computational finance
14
(
2010/11
)
3
,
pp. 37-71
Persistent link: https://www.econbiz.de/10008989934
Saved in:
3
Monte Carlo techniques in pricing and using derivatives
Marshall, Cara M.
- In:
Financial derivatives : pricing and risk management
,
(pp. 425-440)
.
2010
Persistent link: https://www.econbiz.de/10003920439
Saved in:
4
Using simulations to price compound options and calculate partial differentials
Siddiqi, Mazhar A.
- In:
Advances in quantitative analysis of finance and …
8
(
2000
),
pp. 61-86
Persistent link: https://www.econbiz.de/10001543195
Saved in:
5
Optimal importance sampling with explicit formulas in continuous time
Guasoni, Paolo
;
Robertson, Scott
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003592542
Saved in:
6
Total risk minimization using Monte Carlos simulations
Coleman, Thomas F.
;
Li, Yuying
;
Patron, Maria-Christina
- In:
Financial engineering
,
(pp. 593-635)
.
2008
Persistent link: https://www.econbiz.de/10003567761
Saved in:
7
A technique for reducing discretization bias from Monte Carlo simulations : option pricing under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 545-564
Persistent link: https://www.econbiz.de/10003570611
Saved in:
8
Asymptotic normality for EMS option price estimator with continuous or discontinuous payoff functions
Yuan, Zhushun
;
Chen, Gemai
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1438-1450
Persistent link: https://www.econbiz.de/10003885452
Saved in:
9
A risk-neutral stochastic volatility model
Zhu, Yingzi
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
Saved in:
10
Real option valuation methods : application in the football sector
El Modni, Rania
;
Elkabbouri, Mounime
;
Morchid, Tariq
- In:
International journal of sport management and marketing …
21
(
2021
)
5/6
,
pp. 410-425
Persistent link: https://www.econbiz.de/10012800957
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