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~isPartOf:"Energy economics"
~isPartOf:"The journal of computational finance"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Simulationsrechnung"
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Monte Carlo simulation
Simulation
73
Option pricing theory
20
Optionspreistheorie
20
Theorie
20
Theory
20
Monte-Carlo-Simulation
17
Electric power industry
16
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Aufsatz in Zeitschrift
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Joshi, Mark S.
2
Angus, Andrew
1
Asghari, Naser M.
1
Brennan, Feargal
1
Caporin, Massimiliano
1
Chan, Jiun Hong
1
Costa, Letícia de Almeida
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Dickmann, Fabian
1
Ding, Song
1
Fries, Christian
1
Fries, Christian P.
1
Fuzuli, Gulistiani
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Garcés, Francisco
1
Hu, Jiaqi
1
Ioannou, Anastasia
1
Korn, Ralf
1
Li, Li
1
Liang, Qian
1
Lin, Qianqian
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Ludkovski, Mike
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Lynch, Muireann Á.
1
Mandjes, Michel
1
Merener, Nicolas
1
O'Malley, Mark
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Olsina, Fernando
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Preś, Juliusz
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Pringles, Rolando
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Shortt, Aonghus
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Su, Bin
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Tol, Richard S. J.
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Torro, Hipolit
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Vianello, Juliano Melquiades
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Vicchi, Leonardo
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Wang, Hui
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Williams, Daniel G.
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Yudha, Satya Widya
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Energy economics
The journal of computational finance
European journal of operational research : EJOR
21
Computational economics
20
Quantitative finance
11
International journal of production research
10
Journal of risk and financial management : JRFM
10
Risks : open access journal
10
Journal of econometrics
9
Operations research
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Economic modelling
7
Finance research letters
7
Applied mathematical finance
6
INFORMS journal on computing : JOC
6
International journal of production economics
6
International journal of theoretical and applied finance
6
Organizational research methods : ORM
6
Applied economics
5
Journal of economic dynamics & control
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Journal of mathematical finance
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Journal of the Operational Research Society
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematics of operations research
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Econometric reviews
4
Insurance / Mathematics & economics
4
International journal of computational economics and econometrics
4
Scandinavian actuarial journal
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The econometrics journal
4
Applied economics letters
3
Computers & operations research : and their applications to problems of world concern ; an international journal
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
3
Econometrics : open access journal
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Economics letters
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Health care management science
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International journal of financial engineering
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International journal of productivity and quality management : IJPQM
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International journal of project management : the journal of The International Project Management Association
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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
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:
3
Fast stochastic forward sensitivities in Monte Carlo simulations using stochastic automatic differentiation (with applications to initial margin valuation adjustments)
Fries, Christian
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 103-125
Persistent link: https://www.econbiz.de/10012042220
Saved in:
4
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:
5
Kriging metamodels and experimental design for Bermudan option pricing
Ludkovski, Mike
- In:
The journal of computational finance
22
(
2018
)
1
,
pp. 37-77
Persistent link: https://www.econbiz.de/10011890178
Saved in:
6
Importance sampling for jump-diffusions via cross-entropy
Rieke, Rebecca
;
Sun, Weifeng
;
Wang, Hui
- In:
The journal of computational finance
22
(
2018
)
1
,
pp. 107-130
Persistent link: https://www.econbiz.de/10011890185
Saved in:
7
Transform-based evluation of prices and Greeks of lookback options driven by Lévy processes
Asghari, Naser M.
;
Mandjes, Michel
- In:
The journal of computational finance
20
(
2016
)
2
,
pp. 67-100
Persistent link: https://www.econbiz.de/10011656711
Saved in:
8
Faster comparison of stopping times by nested conditional Monte Carlo
Dickmann, Fabian
;
Schweizer, Nikolaus
- In:
The journal of computational finance
20
(
2016
)
2
,
pp. 101-123
Persistent link: https://www.econbiz.de/10011656716
Saved in:
9
Real option valuation of power transmission investments by stochastic simulation
Pringles, Rolando
;
Olsina, Fernando
;
Garcés, Francisco
- In:
Energy economics
47
(
2015
),
pp. 215-226
Persistent link: https://www.econbiz.de/10011527490
Saved in:
10
An efficient Monte Carlo method for discrete variance contracts
Merener, Nicolas
;
Vicchi, Leonardo
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011298488
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