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~isPartOf:"Energy economics"
~isPartOf:"Operations research"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Simulationsrechnung"
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Monte Carlo simulation
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113
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44
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23
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17
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Fu, Michael
2
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European journal of operational research : EJOR
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11
International journal of production research
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Journal of risk and financial management : JRFM
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10
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Finance research letters
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INFORMS journal on computing : JOC
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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
Unbiased estimators and multilevel Monte Carlo
Vihola, Matti
- In:
Operations research
66
(
2018
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10011845993
Saved in:
9
Exact simulation of the Wishart multidimensional stochastic volatility model
Kang, Chulmin
;
Kang, Wanmo
;
Lee, Jong Mun
- In:
Operations research
65
(
2017
)
5
,
pp. 1190-1206
Persistent link: https://www.econbiz.de/10011757326
Saved in:
10
Efficient simulation of clustering jumps with CIR intensity
Dassios, Angelos
;
Zhao, Hongbiao
- In:
Operations research
65
(
2017
)
6
,
pp. 1494-1515
Persistent link: https://www.econbiz.de/10011777769
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