//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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
Model risk for barrier options...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
option pricing
674
Option pricing
618
Optionspreistheorie
595
Option pricing theory
574
Volatilität
286
Volatility
282
Stochastischer Prozess
262
Stochastic process
258
Optionsgeschäft
170
Monte Carlo methods
169
Option trading
167
Option Pricing
164
Derivative
134
Derivat
133
Black-Scholes model
113
Black-Scholes-Modell
112
stochastic volatility
88
Monte Carlo simulation
85
Monte-Carlo-Simulation
72
Stochastic volatility
65
CAPM
56
Experiment
54
Statistische Verteilung
53
Statistical distribution
52
Hedging
50
Theorie
50
Estimation
45
Levy processes
45
Schätzung
43
Portfolio-Management
41
ARCH-Modell
40
Portfolio selection
40
implied volatility
40
Markov chain
39
ARCH model
38
Markov-Kette
36
Risk
34
Börsenkurs
33
Prognoseverfahren
32
Risiko
32
more ...
less ...
Online availability
All
Undetermined
802
Free
618
Type of publication
All
Article
1,085
Book / Working Paper
602
Other
13
Type of publication (narrower categories)
All
Article in journal
548
Aufsatz in Zeitschrift
548
Working Paper
118
Graue Literatur
71
Non-commercial literature
71
Arbeitspapier
63
Article
27
research-article
19
Thesis
17
Aufsatz im Buch
9
Book section
9
Hochschulschrift
8
Conference paper
6
Konferenzbeitrag
6
Report
4
Collection of articles of several authors
2
Congress Report
2
Sammelwerk
2
Aufsatzsammlung
1
Conference Paper
1
Conference proceedings
1
Festschrift
1
Konferenzschrift
1
Proceedings
1
case-report
1
non-article
1
more ...
less ...
Language
All
English
939
Undetermined
743
French
6
German
4
Czech
2
Hungarian
1
Italian
1
Lithuanian
1
Polish
1
Romanian
1
Russian
1
more ...
less ...
Author
All
Carr, Peter
16
Stentoft, Lars
13
Wu, Liuren
13
Ielpo, Florian
12
Guegan, Dominique
10
Fabozzi, Frank J.
9
Härdle, Wolfgang
9
Lord, Roger
9
Fusari, Nicola
8
Kahl, Christian
8
Kim, Young Shin
8
McAleer, Michael
8
Poufinas, Thomas
8
Aguilar, Jean-Philippe
7
Chorro, Christophe
7
Papin, Timothée
7
Rombouts, Jeroen V.K.
7
Schweizer, Martin
7
Turinici, Gabriel
7
Yu, Jun
7
Asai, Manabu
6
Broadie, Mark
6
Corsi, Fulvio
6
Dapena, José P.
6
Duan, Jin-Chuan
6
Düring, Bertram
6
Fulop, Andras
6
Gottschling, Andreas
6
Hernández, Rodrigo
6
Howison, Sam
6
Kempf, Alexander
6
Lehnert, Thorsten
6
Leippold, Markus
6
Račev, Svetlozar T.
6
Robert, Christian P.
6
Rombouts, Jeroen
6
White, Halbert
6
Wiehenkamp, Christian
6
Ballestra, Luca Vincenzo
5
Bams, Dennis
5
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
37
EconWPA
29
International Monetary Fund (IMF)
28
Society for Computational Economics - SCE
23
University of Bonn, Germany
23
Université Paris-Dauphine (Paris IX)
18
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
15
HAL
14
School of Economics and Management, University of Aarhus
10
Tilburg University, Center for Economic Research
9
Manchester Business School
8
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
6
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
6
Nobel Prize Committee
6
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
5
Department of Econometrics and Business Statistics, Monash Business School
5
Econometric Society
5
Institut für Schweizerisches Bankwesen <Zürich>
5
Banca d'Italia
4
Banque de France
4
C.E.P.R. Discussion Papers
4
International Monetary Fund
4
School of Economics and Finance, Queen Mary
4
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
4
Tinbergen Instituut
4
Université Paris-Dauphine
4
Cowles Foundation for Research in Economics, Yale University
3
Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales
3
Department of Economics and Business, Universitat Pompeu Fabra
3
Institute of Economic Research, Hitotsubashi University
3
Luxembourg School of Finance, Faculté de droit, d'économie et de finance
3
National Centre of Competence in Research North South <Bern>
3
Rimini Centre for Economic Analysis (RCEA)
3
School of Economics and Political Science, Universität St. Gallen
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
Swiss Finance Institute
3
Tinbergen Institute
3
World Scientific Publishing Co. Pte. Ltd.
3
Agricultural and Applied Economics Association - AAEA
2
Banco de México
2
more ...
less ...
Published in...
All
Physica A: Statistical Mechanics and its Applications
58
International journal of theoretical and applied finance
41
International Journal of Theoretical and Applied Finance (IJTAF)
38
Finance and Stochastics
37
MPRA Paper
36
Quantitative finance
34
Applied Mathematical Finance
30
Management Science
28
Computational economics
27
IMF Working Papers
27
Review of Derivatives Research
25
Finance
24
Quantitative Finance
22
Mathematics and Computers in Simulation (MATCOM)
21
Discussion Paper Serie B
20
International journal of financial engineering
20
European journal of operational research : EJOR
19
Economics Papers from University Paris Dauphine
18
Review of derivatives research
17
Risks : open access journal
17
Working Paper
17
CIRANO Working Papers
15
Journal of mathematical finance
15
The journal of computational finance
14
Asia-Pacific Financial Markets
12
Finance research letters
12
International Journal of Financial Markets and Derivatives
12
Applied mathematical finance
11
Journal of Risk and Financial Management
11
CREATES Research Papers
10
Journal of banking & finance
10
Journal of risk and financial management : JRFM
10
Research paper series / Swiss Finance Institute
10
Risks
10
The North American journal of economics and finance : a journal of financial economics studies
10
Discussion Paper / Tilburg University, Center for Economic Research
9
Post-Print / HAL
9
The journal of futures markets
9
Annals of Finance
8
Computing in Economics and Finance 2002
8
more ...
less ...
Source
All
RePEc
890
ECONIS (ZBW)
633
EconStor
85
BASE
46
USB Cologne (business full texts)
24
Other ZBW resources
22
Showing
81
-
90
of
1,700
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
Testing weak exogeneity in cointegrated panels
Moral-Benito, Enrique
;
Servén, Luis
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3116-3228
Persistent link: https://www.econbiz.de/10011289328
Saved in:
82
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
83
Valuation of R&D investment opportunities with the threat of compentitors entry in real option analysis
Villani, Giovanni
- In:
Computational economics
43
(
2014
)
3
,
pp. 330-355
Persistent link: https://www.econbiz.de/10010258806
Saved in:
84
Likelihood-based estimation of dynamic panels with predetermined regressors
Moral-Benito, Enrique
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 451-472
Persistent link: https://www.econbiz.de/10010337857
Saved in:
85
Impact of bias in the estimation of American-style options by Monte Carlo simulation
Anukal Chiralaksanakul
- In:
Journal of modelling in management
11
(
2016
)
2
,
pp. 644-659
Persistent link: https://www.econbiz.de/10011529578
Saved in:
86
An empirical analysis of scenario generation methods for stochastic optimization
Löhndorf, Nils
- In:
European journal of operational research : EJOR
255
(
2016
)
1
,
pp. 121-132
Persistent link: https://www.econbiz.de/10011530843
Saved in:
87
Monte Carlo simulation as a service in the Cloud
Chang, Victor
;
Walters, Robert John
;
Wills, Gary
- In:
International journal of business process integration …
7
(
2014/2015
)
3
,
pp. 262-271
Persistent link: https://www.econbiz.de/10011486654
Saved in:
88
Some pitfalls in smooth transition models estimation : a Monte Carlo study
Maugeri, Novella
- In:
Computational economics
44
(
2014
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10010489076
Saved in:
89
Generating random optimising choices
Heufer, Jan
- In:
Computational economics
44
(
2014
)
3
,
pp. 295-305
Persistent link: https://www.econbiz.de/10010489079
Saved in:
90
Computation of Greeks for jump-diffusion models
Eddahbi, M'hamed
;
Cherif, Sidi Mohamed Lalaoui Ben
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403918
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->