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~isPartOf:"Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Monte Carlo simulation"
~subject:"Nichtparametrisches Verfahren"
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Monte Carlo simulation
Nichtparametrisches Verfahren
Sampling
41
Stichprobenerhebung
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Theorie
35
Theory
35
Stochastic process
11
Stochastischer Prozess
11
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Estimation theory
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Schätztheorie
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Monte-Carlo-Simulation
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Probability theory
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Quality management
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Qualitätsmanagement
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Stochastic programming
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Acceptance sampling
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Ganzzahlige Optimierung
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Integer programming
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Option pricing theory
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Optionspreistheorie
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Ranking and selection
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Ranking-Verfahren
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Sample average approximation
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Statistical distribution
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Blomvall, J.
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Ekblom, J.
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Gryazina, Elena
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Müller, Armin
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Polyak, Boris
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Singer, Hermann
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Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
European journal of operational research : EJOR
Journal of econometrics
25
Discussion paper / Tinbergen Institute
10
Discussion paper series / IZA
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Journal of the American Statistical Association : JASA
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Statistics in transition : an international journal of the Polish Statistical Association
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1
Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann
-
2019
Persistent link: https://www.econbiz.de/10012149431
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2
Importance sampling in stochastic optimization : an application to intertemporal portfolio choice
Ekblom, J.
;
Blomvall, J.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 106-119
Persistent link: https://www.econbiz.de/10012239487
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3
Approximations of option price elasticities for importance sampling
Müller, Armin
-
2016
Persistent link: https://www.econbiz.de/10011569081
Saved in:
4
Random sampling : billiard walk algorithm
Gryazina, Elena
;
Polyak, Boris
- In:
European journal of operational research : EJOR
238
(
2014
)
2
,
pp. 497-504
Persistent link: https://www.econbiz.de/10010400200
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