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~subject:"Monte-Carlo-Simulation"
~type_genre:"Conference paper"
~type_genre:"Fallstudie"
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Learning the random variables in Monte
Carlo
simulations with stochastic gradient descent : machine learning for parametric PDEs and financial derivative pricing
Becker, Sebastian
;
Jentzen, Arnulf
;
Müller, Marvin S.
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 90-150
Persistent link: https://www.econbiz.de/10014471160
Saved in:
2
Modeling heterogeneity in choice models, household level vs. intra-household heterogeneity in reference price effects : should national brands care?
Pahwa, Parneet
;
Kumar, Nanda
;
Murthi, B. P. S.
- In:
Advances in National Brand and Private Label Marketing …
,
(pp. 3-12)
.
2023
Persistent link: https://www.econbiz.de/10014289817
Saved in:
3
Active, or passive? : revisiting the role of fiscal policy in the Great Inflation
Ettmeier, Stephanie
;
Kriwoluzky, Alexander
-
2019
policy stance, we estimate a DSGE model with monetary and fiscal policy interactions employing a sequential Monte
Carlo
…
Persistent link: https://www.econbiz.de/10012309706
Saved in:
4
Computing credit valuation adjustment solving coupled PIDEs in the Bates model
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Computational management science
17
(
2020
)
2
,
pp. 163-178
Persistent link: https://www.econbiz.de/10012272056
Saved in:
5
Government guarantee probability of default for infrastructure project in Indonesia : a Monte
Carlo
analysis
Surachman, Eko Nur
;
Mahendra, Rizal
- In:
Public sector accountants and quantum leap : how far we …
,
(pp. 22-25)
.
2020
Persistent link: https://www.econbiz.de/10012305429
Saved in:
6
Risikoaggregation und Monte-
Carlo
-Simulation : Schlüsseltechnologie für Risikomanagement und Controlling
Gleißner, Werner
;
Wolfrum, Marco
-
2019
Persistent link: https://www.econbiz.de/10011949981
Saved in:
7
XVA principles, nested Monte
Carlo
strategies, and GPU optimizations
Abbas-Turki, Lokman A.
;
Crépey, Stéphane
;
Diallo, Babacar
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011926570
Saved in:
8
Density forecasts of emerging markets' exchange rates using Monte
Carlo
simulation with regime switching
Jaworski, Krystian
- In:
Contemporary Trends and Challenges in Finance : …
,
(pp. 13-21)
.
2018
Persistent link: https://www.econbiz.de/10013369075
Saved in:
9
On labour market discrimination against Roma in South East Europe
Milcher, Susanne
;
Fischer, Manfred M.
-
2010
Persistent link: https://www.econbiz.de/10012198592
Saved in:
10
Credit risk measurement using VaR methodology
Valaskova, Katarina
;
Siekelova, Anna
;
Weissova, Ivana
- In:
Advances in applied economic research : proceedings of …
,
(pp. 289-302)
.
2017
Persistent link: https://www.econbiz.de/10011744130
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