Search Results - subject:"CALIBRATION"

Joint calibration of local volatility models with stochastic interest rates using semimartingale optimal transport

Joseph, Benjamin; Loeper, Grégoire; Obłój, Jan - In: Quantitative finance 24 (2024) 11, pp. 1597-1620

Persistent link: https://www.econbiz.de/10015196948

A configurational study of innovation in the business and economic field

Huarng, Kun-Huang; Yu, Tiffany Hui-Kuang - In: Journal of innovation & knowledge : JIK 12 (2026), pp. 1-6

three key challenges: the naming of antecedents and outcomes, the calibration of variables, and the interpretation of …

Persistent link: https://www.econbiz.de/10015607858

How severe are European regulatory stress test scenarios? : a probabilistic calibration for the euro area

Dallari, Pietro; Gattini, Luca - 2026

implausibly severe, raising questions about calibration. This is consequential for banks' business plans as well as for systemic …

Persistent link: https://www.econbiz.de/10015560826

How severe are European regulatory stress test scenarios? A probabilistic calibration for the euro area

Dallari, Pietro; Gattini, Luca - 2026

implausibly severe, raising questions about calibration. This is consequential for banks' business plans as well as for systemic …

Persistent link: https://www.econbiz.de/10015564411

Signature-based models in finance and robust risk measures

Gazzani, Guido - 2023

Persistent link: https://www.econbiz.de/10015546444

Estimation with probability edited survey data under nonresponse

Ilves, Maiki - 2025

auxiliary information is used to deal with nonresponse. An estimator based on calibration for nonresponse and corrected for bias …

Persistent link: https://www.econbiz.de/10015361354

Systematic identification and validation of critical success factors for ISO/IEC 17025 implementation

Panagiotidou, Evangelia; Chountalas, Panos T.; … - In: Administrative Sciences 15 (2025) 2, pp. 1-30

In the broader context of quality management, testing and calibration laboratories are increasingly adopting ISO … group of industry professionals-including technical managers, quality managers, auditors, and clients-from calibration … implementation within testing and calibration laboratories, thereby contributing directly to enhancing their quality and operational …

Persistent link: https://www.econbiz.de/10015424408

Information unraveling and limited depth of reasoning

Benndorf, Volker; Kübler, Dorothea; Normann, Hans-Theo - 2025

Information unraveling is an elegant theoretical argument suggesting that private information is voluntarily and fully revealed in many circumstances. However, the experimental literature has documented many cases of incomplete unraveling and has suggested limited depth of reasoning on the part...

Persistent link: https://www.econbiz.de/10015459916

Statistical model checking of NetLogo models

Pangallo, Marco; Giachini, Daniele; Vandin, Andrea - 2025

calibration. Our tool-chain makes it immediate to perform statistical checks with NetLogo models, promoting more rigorous and …

Persistent link: https://www.econbiz.de/10015532198

Information unraveling and limited depth of reasoning

Benndorf, Volker; Kübler, Dorothea; Normann, Hans-Theo - In: Games and Economic Behavior 154 (2025), pp. 267-284

Persistent link: https://www.econbiz.de/10015546381