Search Results - subject:"Boundary condition"

Managerial and Entrepreneurial Decision Making: Emerging Issues

Cristofaro, Matteo (contributor); … - 2021

Since the conceptualization of bounded rationality, management scholars started investigating how people-managers and entrepreneurs-really make decisions within (and for) organizations. The aim of this eBook is to deeply investigate trends that have flourished within this pivotal research area...

Persistent link: https://www.econbiz.de/10014323784

Managerial and entrepreneurial decision making : emerging issues

Cristofaro, Matteo (ed.); Sousa, Maria José (ed.); … - 2021

Since the conceptualization of bounded rationality, management scholars started investigating how people - managers and entrepreneurs - really make decisions within (and for) organizations. The aim of this eBook is to deeply investigate trends that have flourished within this pivotal research...

Persistent link: https://www.econbiz.de/10014230370

Trusted decision-making: Data governance for creating trust in data science decision outcomes

Brous, Paul; Janssen, Marijn - In: Administrative Sciences 10 (2020) 4, pp. 1-19

Organizations are increasingly introducing data science initiatives to support decision-making. However, the decision outcomes of data science initiatives are not always used or adopted by decision-makers, often due to uncertainty about the quality of data input. It is, therefore, not surprising...

Persistent link: https://www.econbiz.de/10012612211

Trusted decision-making : data governance for creating trust in data science decision outcomes

Brous, Paul; Janssen, Marijn - In: Administrative Sciences : open access journal 10 (2020) 4/81, pp. 1-19

Persistent link: https://www.econbiz.de/10012420981

Pricing Bermudan options using regression: Optimal rates of convergence for lower estimates

Belomestny, Denis - 2009

The problem of pricing Bermudan options using Monte Carlo and a nonparametric regression is considered. We derive optimal nonasymptotic bounds for a lower biased estimate based on the suboptimal stopping rule constructed using some estimates of continuation values. These estimates may be of...

Persistent link: https://www.econbiz.de/10010263766

Pricing Bermudan options using regression: optimal rates of convergence for lower estimates

Belomestny, Denis - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009

: Bermudan options; Regression; Boundary condition. 1 Introduction An American option grants the holder the right to select the … braceleftBig 0 ≤ k ≤ L : hatwideCk,M(X(tk)) ≤ fk(X(tk)) bracerightBig .(2.7) If the boundary condition (2.3) is fulfilled, then 0 … set of non-zero payoff functions f0,...,fL and let Pα be a class of pricing measures such that the boundary condition (2 …

Persistent link: https://www.econbiz.de/10005784861