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Monte Carlo simulation
61
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44
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16
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16
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Brorsen, B. Wade
2
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2
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Liu, Qiang
2
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Applied economics
The journal of futures markets
International journal of production research
611
European journal of operational research : EJOR
417
Physica A: Statistical Mechanics and its Applications
315
International journal of production economics
247
Renewable Energy
228
Mathematics and Computers in Simulation (MATCOM)
218
Energy
216
Journal of Artificial Societies and Social Simulation
211
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197
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119
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114
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113
Computers & operations research : and their applications to problems of world concern ; an international journal
108
Discussion paper / Center for Economic Research, Tilburg University
104
EUROMOD working paper series
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
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99
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98
IZA Discussion Papers
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Journal of economic interaction and coordination : JEIC
95
Discussion paper series / IZA
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Econometric reviews
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Transportation research / E : an international journal
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European Journal of Operational Research
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ECONIS (ZBW)
107
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1
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
2
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
Saved in:
3
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
4
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
5
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
6
Pricing of American Parisian option as executive option based on the least-squares Monte Carlo approach
Zhuang, Yangyang
;
Tang, Pan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1469-1496
Persistent link: https://www.econbiz.de/10014339456
Saved in:
7
Effectiveness of fertilizer policy reforms to enhance food security in Kenya : a macro-micro
simulation
analysis
Boulanger, Pierre
;
Dudu, Hasan
;
Ferrari, Emanuele
; …
- In:
Applied economics
54
(
2022
)
8
,
pp. 841-861
Persistent link: https://www.econbiz.de/10012874598
Saved in:
8
A systemic change of measure from central clearing
Hwang, Injun
;
Kim, Baeho
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1738-1754
Persistent link: https://www.econbiz.de/10013465811
Saved in:
9
GARCH pricing and hedging of VIX options
Liu, Qiang
;
Jiao, Yuhan
;
Guo, Shuxin
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1039-1066
Persistent link: https://www.econbiz.de/10013287915
Saved in:
10
Measuring efficiency in the Chilean wine industry : a robust DEA approach
Varas, Mauricio
;
Basso, Franco
;
Maturana, Sergio
; …
- In:
Applied economics
53
(
2021
)
9
,
pp. 1092-1111
Persistent link: https://www.econbiz.de/10012425451
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