EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Approximation method"
Narrow search

Narrow search

Year of publication
Subject
All
Approximation method 143 Iteratives Verfahren 141 Theorie 67 Theory 67 Mathematical programming 43 Mathematische Optimierung 43 Stochastic process 23 Stochastischer Prozess 23 Fuzzy sets 18 Fuzzy-Set-Theorie 18 Schätztheorie 15 Estimation theory 13 Iteration 13 Option pricing theory 12 Optionspreistheorie 12 Algorithm 11 Algorithmus 11 DSGE model 11 DSGE-Modell 11 Monte Carlo simulation 10 Monte-Carlo-Simulation 10 Option trading 10 Optionsgeschäft 10 Nichtlineare Regression 9 Nonlinear regression 9 Dynamic programming 8 Dynamische Optimierung 8 Neoclassical synthesis 8 Neoklassische Synthese 8 Soft Computing 7 Dynamic equilibrium 6 Dynamisches Gleichgewicht 6 Neural networks 6 Neuronale Netze 6 approximation method 6 Artificial intelligence 5 Finanzmathematik 5 Künstliche Intelligenz 5 Lineare Optimierung 5 Markov chain 5
more ... less ...
Online availability
All
Free 54 Undetermined 30 CC license 1
Type of publication
All
Book / Working Paper 85 Article 75 Other 1
Type of publication (narrower categories)
All
Article in journal 59 Aufsatz in Zeitschrift 59 Graue Literatur 29 Non-commercial literature 29 Arbeitspapier 27 Working Paper 27 Aufsatz im Buch 14 Book section 14 Hochschulschrift 7 Thesis 6 Collection of articles of several authors 5 Sammelwerk 5 Aufsatzsammlung 3 Systematic review 3 Übersichtsarbeit 3 Lehrbuch 2 Textbook 2 Collection of articles written by one author 1 Conference proceedings 1 Konferenzschrift 1 Mehrbändiges Werk 1 Mikroform 1 Multi-volume publication 1 Sammlung 1
more ... less ...
Language
All
English 145 German 12 Undetermined 6
Author
All
Cai, Yongyang 5 Steinbuks, Jevgenijs 5 Amman, Hans M. 4 Judd, Kenneth L. 4 Takahashi, Akihiko 4 Tucci, Marco Paolo 4 Dennis, Richard J. 3 Dionne, Georges 3 Eggertsson, Gauti B. 3 Fernández-Villaverde, Jesús 3 Gauthier, Geneviève 3 Ouertani, Nadia 3 Padula, Mario 3 Rubio-Ramírez, Juan Francisco 3 Schorfheide, Frank 3 Singh, Sanjay R. 3 Tahani, Nabil 3 Wen, Yi 3 Wu, Huabin 3 Almeida, Rui Jorge 2 Berg, Jan van den 2 Bruhn, Simon 2 Fonseca, Carlos M. da 2 Grebel, Thomas 2 Hamers, Herbert 2 Henggeler Antunes, Carlos 2 Iguchi, Yuga 2 Imbs, Jean 2 Kao, Ming-Yang 2 Koffi, Rock Stephane 2 Legge, Elmar 2 Leisten, Rainer 2 Mazzoni, Thomas 2 Mele, Angelo 2 Naito, Riu 2 Nesta, Lionel 2 Ngnotchouye, Jean Medard T. 2 Paquete, Luís F. 2 Peng, Amy 2 Stiglmayr, Michael 2
more ... less ...
Institution
All
National Bureau of Economic Research 2 Erasmus Research Institute of Management 1 IGI Global 1 Society for Computational Economics - SCE 1 Symposium Soft Computing <9, 2006, Ilmenau> 1 Technische Universität Ilmenau 1
Published in...
All
Computational economics 3 Computational methods in decision-making, economics and finance 3 Computers & operations research : and their applications to problems of world concern ; an international journal 3 European journal of operational research : EJOR 3 INFORMS journal on computing : JOC 3 International journal of production economics 3 Studies in fuzziness and soft computing 3 Working paper / National Bureau of Economic Research, Inc. 3 Betriebswirtschaftliche Schriften zur Unternehmensführung 2 CEMMAP working papers / Centre for Microdata Methods and Practice 2 De Gruyter Studies in Mathematics 2 De Gruyter Studies in Mathematics Ser 2 Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen 2 Diskussionspapier / Technische Universität Ilmenau, Institut für Volkswirtschaftslehre 2 ERIM report series research in management 2 International transactions in operational research : a journal of the International Federation of Operational Research Societies 2 Mathematical methods of operations research : ZOR 2 NBER Working Paper 2 NBER working paper series 2 Quaderni del Dipartimento di economia politica e statistica 2 Quantitative economics : QE ; journal of the Econometric Society 2 Soft computing for risk evaluation and management : applications in technology, environment and finance 2 The journal of operational risk 2 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 2 Working papers / Penn Institute for Economic Research 2 AAP advances in artificial intelligence and robotics 1 Advances in data mining and database management (ADMDM) book series 1 Agent-mediated electronic commerce : designing trading agents and mechanisms ; AAMAS 2005 workshop, AMEC 2005, Utrecht, Netherlands, July 25, 2005 and IJCAI 2005 workshop, TADA 2005, Edinburgh, UK, August 1, 2005 ; selected and revised papers 1 Annals of operations research ; volume 254, numbers 1/2 (July 2017) 1 Atlantic economic journal : AEJ 1 Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg 1 Business systems research : a system view accross technology & economics : the journal of Society for Advancing Innovation and Research in Economy 1 CAMA Working Paper 1 CAMA working paper series 1 CARF working paper 1 CESifo Working Paper Series 1 CIRJE discussion papers / F series 1 CORE discussion papers : DP 1 Campus / Forschung 1 Campus Forschung 1
more ... less ...
Source
All
ECONIS (ZBW) 153 USB Cologne (EcoSocSci) 4 RePEc 3 BASE 1
Showing 1 - 50 of 161
Cover Image
Selection procedure of the approximation methods for deriving priorities : a case of inconsistent pairwise comparisons
Čančer, Vesna - In: Business systems research : a system view accross … 15 (2024) 2, pp. 21-30
Background When pairwise comparisons are used to express preferences for alternatives or judgments on criteria's importance, several methods can be used to derive priorities in multi-criteria decision-making. In the case of inconsistency, different methods give different results. Objectives The...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015108402
Saved in:
Cover Image
An empirical approximation of the effects of trade sanctions with an application to Russia
Imbs, Jean; Pauwels, Laurent - In: Economic policy 39 (2024) 117, pp. 159-200
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014526049
Saved in:
Cover Image
Solving the stochastic team orienteering problem : comparing simheuristics with the sample average approximation method
Panadero, Javier; Juan, Angel A.; Ghorbani, Elnaz; … - In: International transactions in operational research : a … 31 (2024) 5, pp. 3036-3060
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014533499
Saved in:
Cover Image
An Empirical Approximation of the Effects of Trade Sanctions with an Application to Russia
Imbs, Jean; Pauwels, Laurent L. - 2023
We propose a data-based approximation of the effects of trade sanctions. We validate the approximation by comparing it with exact responses simulated from a canonical multi-country multi-sector model. The approximation is palatable for a broad range of elasticities of substitution, except for...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014358683
Saved in:
Cover Image
The effect of few historical data on the performance of sample average approximation method for operating room scheduling
Coban, Elvin; Kayış, Enis; Dexter, Franklin - In: International transactions in operational research : a … 30 (2023) 1, pp. 126-150
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013415885
Saved in:
Cover Image
The fallacy in productivity decomposition
Bruhn, Simon; Grebel, Thomas; Nesta, Lionel - 2023 - Updated June 2023
This paper argues that the typical practice of performing growth decompositions based on log-transformed productivity values induces fallacious conclusions: using logs may lead to an inaccurate aggregate growth rate, an inaccurate description of the microsources of aggregate growth, or both. We...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014307294
Saved in:
Cover Image
An augmented Lagrangian-type stochastic approximation method for convex stochastic semidefinite programming defined by expectations
Zhang, Yule; Wu, Jia; Zhang, Liwei - In: Operations research letters : a journal of INFORMS … 59 (2025), pp. 1-7
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358604
Saved in:
Cover Image
A simple four-moment approximation to the distribution of a positive definite quadratic form, with applications to testing
Hillier, Grant H.; O'Brien, Raymond J. - 2022 - This version: December 2021
The exact distribution of a quadratic form in n standard normal variables, Q; say, (or, equivalently, a linear combination of independent chi-squared variates) is, except in special cases, quite complicated. This has led to many proposals for approximating the distribution by a more tractable...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012800783
Saved in:
Cover Image
A fitted l-multi-point flux approximation method for pricing options
Koffi, Rock Stephane; Tambue, Antoine - In: Computational economics 60 (2022) 2, pp. 633-663
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013380800
Saved in:
Cover Image
Effective implementation of knowledge management systems (KMS) in government schemes/programs of selected sectors using soft computing
Chanda, Mriganka Mohan; Banerjee, Neelotpaul; … - In: International journal of knowledge management : IJKM ; … 18 (2022) 1, pp. 1-22
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014307030
Saved in:
Cover Image
How active is active learning : value function method vs an approximation method
Amman, Hans M.; Tucci, Marco Paolo - 2018
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011921036
Saved in:
Cover Image
AI-driven financial forecasting : the power of soft computing
Kumar, Nitendra; Agarwal, Priyanka; Gupta, Gauri; … - In: Intelligent optimization techniques for business analytics, (pp. 146-170). 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014578616
Saved in:
Cover Image
The fusion of artificial intelligence and soft computing techniques for cybersecurity
Jabbar, M. A. (ed.); Tiwari, Sanju (ed.);  … - 2024 - First edition
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015068750
Saved in:
Cover Image
Special issue on exact and approximation methods for mixed-integer multi-objective optimization
Henggeler Antunes, Carlos; Fonseca, Carlos M. da; … - In: Mathematical methods of operations research : ZOR 100 (2024) 1, pp. 1-4
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015126883
Saved in:
Cover Image
Special issue on exact and approximation methods for mixed-integer multi-objective optimization
Henggeler Antunes, Carlos (ed.); Fonseca, Carlos M. da (ed.) - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015126942
Saved in:
Cover Image
Computing Time-Consistent Equilibria : A Perturbation Approach
Dennis, Richard J. - 2021
Time-consistency is a key feature of many important policy problems, such as those relating to optimal fiscal policy and optimal monetary policy. It is also important for private-sector decision-making through mechanisms such as quasi-geometric discounting. These problems are generally solved...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013220658
Saved in:
Cover Image
The fallacy in productivity decomposition
Bruhn, Simon; Grebel, Thomas; Nesta, Lionel - 2021
This paper argues that the typical practice of performing growth decompositions based on log-transformed productivity values induces fallacious conclusions: using logs may lead to an inaccurate aggregate growth rate, an inaccurate description of the microsources of aggregate growth, or both. We...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012704136
Saved in:
Cover Image
Deep asymptotic expansion : application to financial mathematics
Iguchi, Yuga; Naito, Riu; Okano, Yusuke; Takahashi, Akihiko - 2021 - First version: 1 November, 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012813594
Saved in:
Cover Image
Nearly optimal central limit theorem and bootstrap approximations in high dimensions
Chernozhukov, Victor; Četverikov, Denis N.; Koike, Yuta - 2021
In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of n independent high-dimensional centered random vectors X1, . . . , Xn over the class of rectangles in the case when the covariance matrix of the scaled average is non-degenerate. In the case...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012482915
Saved in:
Cover Image
Demystifying the math of the Coronavirus
Kohlberg, Elon; Neyman, Abraham - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013364412
Saved in:
Cover Image
Deep Asymptotic Expansion : Application to Financial Mathematics
Iguchi, Yuga; Naito, Riu; Takahashi, Akihiko; Yamada, … - 2021 - Revised in February 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013339086
Saved in:
Cover Image
CDS approximation accuracy improvement with cart and random forest algorithms based on a time span including the COVID-19 pandemic period
Mercadier, Mathieu - In: Recent trends in financial engineering : towards more …, (pp. 39-63). 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013462187
Saved in:
Cover Image
Approximate Methods for Bayesian Computation
Craiu, Radu V.; Levi, Evgeny - 2023
Rich data generating mechanisms are ubiquitous in this age of information and require complex statistical models to draw meaningful inference. While Bayesian analysis has seen enormous development in the last 30 years, benefitting from the impetus given by the successful application of Markov...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014259418
Saved in:
Cover Image
Approximate variational estimation for a model of network formation
Mele, Angelo; Zhu, Lingjiong - In: The review of economics and statistics 105 (2023) 1, pp. 113-124
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014293245
Saved in:
Cover Image
Convex optimization based on global lower second-order models
Doikov, Nikita; Nesterov, Jurij Evgenʹevič - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012286409
Saved in:
Cover Image
Welfare Consequences of Approximation Methods in a Nonlinear Model
Mineyama, Tomohide - 2020
In this paper, I examine the welfare consequences of conventional approximation methods in business cycle analysis: the log-linear approximation of model dynamics and the second-order approximation of social welfare. In a canonical New Keynesian model, the approximation around the deterministic...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012828152
Saved in:
Cover Image
FiPIt : a simple, fast global method for solving models with two endogenous states & occasionally binding constraints
Mendoza, Enrique G.; Villalvazo, Sergio - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012299265
Saved in:
Cover Image
Computing time-consistent equilibria : a perturbation approach
Dennis, Richard J. - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012542431
Saved in:
Cover Image
Computing Time-Consistent Equilibria : A Perturbation Approach
Dennis, Richard J. - 2020
Time-consistency is a key feature of many important policy problems, such as those relating to optimal fiscal policy and optimal monetary policy. It is also important for private-sector decision-making through mechanisms such as quasi-hyperbolic discounting. These problems are generally solved...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014090015
Saved in:
Cover Image
Approximate Variational Estimation for a Model of Network Formation
Mele, Angelo - 2019
We develop approximate estimation methods for exponential random graph models (ERGMs), whose likelihood is proportional to an intractable normalizing constant. The usual approach approximates this constant with Monte Carlo simulations, however convergence may be exponentially slow. We propose a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012902357
Saved in:
Cover Image
A stochastic approximation method for simulation-based quantile optimization
Hu, Jiaqiao; Peng, Yijie; Zhang, Gongbo; Zhang, Qi - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 2889-2907
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014326308
Saved in:
Cover Image
Tractable approximations for the distributionally robust conditional vertex p-center problem : application to the location of high-speed railway emergency rescue stations
Wang, Weiqiao; Yang, Kai; Yang, Lixing; Gao, Ziyou - In: Journal of the Operational Research Society 73 (2022) 3, pp. 525-539
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013170160
Saved in:
Cover Image
A soft computing view for the scientific categorization of vegetable supply chain issues
Abbas, Rizwan; Amran, Gehad Abdullah; Hussain, Irshad; … - In: Logistics 6 (2022) 3, pp. 1-17
Over the most recent couple of years, the Internet of Things and other empowering innovations have been logically utilized for digitizing the vegetable supply chain (VSC). Background: The unpredictable examples and complexity inserted in enormous data dimensions present a test for an orderly...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013287767
Saved in:
Cover Image
A Research of Approximation Methods with Non-Linear Parameters
Tolstykh, V. - 2018
A principal distinction of neural network based methods of approximation from conventional methods is a hidden inside algorithmic function, which is defined by the neural network topology and is enough sophisticated to make appropriate fitting process. There is a new construction named...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012922337
Saved in:
Cover Image
Approximation Methods for Inhomogeneous Geometric Brownian Motion
Capriotti, Luca - 2018
We present an accurate and easy-to-compute approximation of the transition probabilities and the associated Arrow-Debreu (AD) prices for the Inhomogeneous Geometric Brownian Motion (IGBM) model for interest rates, default intensities or volatilities. Through this procedure, dubbed exponent...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012911419
Saved in:
Cover Image
A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems
Cai, Yongyang - 2018
This paper introduces a nonlinear certainty equivalent approximation method for dynamic stochastic problems. We first use a novel, stable and efficient method for computing the optimal policy functions for deterministic dynamic optimization problems, and then use them as certainty-equivalent...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012936887
Saved in:
Cover Image
Soft Computing in Inventory Management
Shah, Nita H. (ed.); Mittal, Mandeep (ed.) - 2021 - 1st ed. 2021.
Chapter 1. Retailer’s Optimal Ordering Policy under Supplier Credits when Demand is Fuzzy and Cloud Fuzzy -- Chapter 2. An Application of PSO to Study joint policies of an Inventory Model with Demand Sensitive to Trade credit and Selling price while Deterioration of item being controlled using...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012615750
Saved in:
Cover Image
Partial ex-post verifiability and unique implementation of social choice functions
Matsushima, Hitoshi - In: Social choice and welfare 56 (2021) 3, pp. 549-567
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012500098
Saved in:
Cover Image
Approximation methods for multiobjective optimization problems : a survey
Herzel, Arne; Ruzika, Stefan; Thielen, Clemens - In: INFORMS journal on computing : JOC 33 (2021) 4, pp. 1284-1299
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012796696
Saved in:
Cover Image
The DUAL approach in an infinite horizon model
Amman, Hans M.; Tucci, Marco Paolo - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011853036
Saved in:
Cover Image
A nonlinear certainty equivalent approximation method for dynamic stochastic problems
Cai, Yongyang; Judd, Kenneth L.; Steinbuks, Jevgenijs - In: Quantitative economics : QE ; journal of the … 8 (2017) 1, pp. 117-147
This paper introduces a nonlinear certainty-equivalent approximation method for dynamic stochastic problems. We first introduce a novel, stable, and efficient method for computing the decision rules in deterministic dynamic economic problems. We use the results as nonlinear and global...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011800948
Saved in:
Cover Image
Log-Linear Approximation Versus an Exact Solution at the ZLB in the New Keynesian Model
Eggertsson, Gauti B. - 2016
How accurate is a log-linear approximation of the New Keynesian model when the nominal interest rate is bounded by zero? This paper compares the solution of the exact non-linear model to the log-linear approximation. It finds that the difference is modest. This applies even for extreme events in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012980188
Saved in:
Cover Image
Log-linear approximation versus an exact solution at the ZLB in the New Keynesian model
Eggertsson, Gauti B.; Singh, Sanjay R. - 2016
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011570946
Saved in:
Cover Image
A new approximation method for the Shapley value applied to the WTC 9/11 terrorist attack
Campen, Tjeerd van; Hamers, Herbert; Husslage, Hamers; … - 2016
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011574928
Saved in:
Cover Image
Log-linear Approximation versus an Exact Solution at the ZLB in the New Keynesian Model
Eggertsson, Gauti B. - 2016
How accurate is a log-linear approximation of the New Keynesian model when the nominal interest rate is bounded by zero? This paper compares the solution of the exact non-linear model to the log-linear approximation. It finds that the difference is modest. This applies even for extreme events in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012455896
Saved in:
Cover Image
Improved Approximation Methods for Tied Data in Continuous-Time Cox Regressions
Hurtado Rodriguez, Jose Eduardo - 2016
The Breslow (1974) and Efron (1977) approximations are two of the most widely-used methods for calculating the computationally-intensive partial likelihood function of continuous-time Cox (1972)-type proportional hazards regressions in the presence of tied data. This article develops analytical...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012992464
Saved in:
Cover Image
Valuation of American Options : Monte-Carlo Simulation and Mathematical Approximation Methods
Animante, David - 2016
The use of American style equity options as hedging instrument has gained currency in recent times. This phenomenon devolves from the ever-expanding need by individuals, corporations and governments to hedge away their financial risks and the clarion call for derivative securities that give the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012993420
Saved in:
Cover Image
A New Improvement Scheme on Approximation Methods for Probability Density Functions
Takahashi, Akihiko - 2016
This paper develops a new scheme for improving an approximation method of a probability density function, which is inspired by the idea in best approximation in an inner product space. Moreover, we applies “Dykstra's cyclic projections algorithm” for its implementation. Numerical examples...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013007719
Saved in:
Cover Image
A New Approximation Method for the Shapley Value Applied to the WTC 9/11 Attack
Campen, Tjeerd - 2016
The Shapley value (Shapley (1953)) is one of the most prominent one-point solution concepts in cooperative game theory that divides revenues (or cost, power) that can be obtained by cooperation of players in the game. The Shapley value is mathematically characterized by properties that have...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012978680
Saved in:
Cover Image
Heterogeneous Basket Options Pricing Using Analytical Approximations
Dionne, Georges - 2016
This paper proposes the use of analytical approximations to price an heterogeneous basket option combining commodity prices, foreign currencies and zero-coupon bonds. We examine the performance of three moment matching approximations: inverse gamma, Edgeworth expansion around the lognormal and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012707192
Saved in:
  • 1
  • 2
  • 3
  • 4
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...