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~isPartOf:"Journal of mathematical finance"
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~subject:"Monte Carlo simulation"
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Search: subject_exact:"Simulationsrechnung"
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Monte Carlo simulation
Simulation
124
Theorie
47
Theory
47
Stochastic process
25
Stochastischer Prozess
25
Monte-Carlo-Simulation
22
Option pricing theory
17
Optionspreistheorie
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16
Elektrizitätswirtschaft
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Estimation theory
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simulation
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simulation optimization
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Fu, Michael
2
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Bertsimas, Dimitris
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Energy economics
Journal of mathematical finance
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European journal of operational research : EJOR
21
Computational economics
20
Discussion paper / Tinbergen Institute
14
Quantitative finance
11
The journal of computational finance
11
International journal of production research
10
Journal of risk and financial management : JRFM
10
Risks : open access journal
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Journal of econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Economic modelling
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Finance research letters
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Applied mathematical finance
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INFORMS journal on computing : JOC
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International journal of production economics
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International journal of theoretical and applied finance
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Organizational research methods : ORM
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper series / IZA
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Econometric reviews
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Insurance / Mathematics & economics
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International journal of computational economics and econometrics
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Report / Econometric Institute, Erasmus University Rotterdam
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Scandinavian actuarial journal
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The econometrics journal
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Applied economics letters
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Computers & operations research : and their applications to problems of world concern ; an international journal
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DNB working paper
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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1
Accurate forecasts and comparative analysis of Chinese CO2 emissions using a superior time-delay grey model
Ding, Song
;
Hu, Jiaqi
;
Lin, Qianqian
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014481078
Saved in:
2
Simulation-based prediction
Lim, Eunji
;
Glynn, Peter W.
- In:
Operations research
71
(
2023
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10014308246
Saved in:
3
The price-bidding strategy for investors in a renewable auction : an option games-based study
Zhu, Lei
;
Li, Li
;
Su, Bin
- In:
Energy economics
100
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939679
Saved in:
4
Computation of exact bootstrap confidence intervals : complexity and deterministic algorithms
Bertsimas, Dimitris
;
Sturt, Bradley
- In:
Operations research
68
(
2020
)
3
,
pp. 949-964
Persistent link: https://www.econbiz.de/10012234527
Saved in:
5
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie
;
Fu, Michael
;
Heidergott, Bernd
;
Lam, Henry
- In:
Operations research
68
(
2020
)
6
,
pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
Saved in:
6
Rare-event simulation for distribution networks
Blanchet, Jose
;
Li, Juan
;
Nakayama, Marvin K.
- In:
Operations research
67
(
2019
)
5
,
pp. 1383-1396
Persistent link: https://www.econbiz.de/10012107789
Saved in:
7
Multi-stage stochastic optimization framework for power generation system planning integrating hybrid uncertainty modelling
Ioannou, Anastasia
;
Fuzuli, Gulistiani
;
Brennan, Feargal
; …
- In:
Energy economics
80
(
2019
),
pp. 760-776
Persistent link: https://www.econbiz.de/10012173720
Saved in:
8
Bayesian item response analysis of method-of-payment habits in banking surveys
Muthukumarana, Saman
;
Vincent, Kyle
;
Tichon, Jenna G.
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012116653
Saved in:
9
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
10
Unbiased estimators and multilevel Monte Carlo
Vihola, Matti
- In:
Operations research
66
(
2018
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10011845993
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