Search Results - subject:"Randomization"

State estimation of a shop floor using improved resampling rules for particle filtering

Celik, Nurcin; Son, Young Jun - In: International journal of production economics 134 (2011) 1, pp. 224-237

Persistent link: https://www.econbiz.de/10009377172

Combining equilibrium, resampling, and analysts' views in portfolio optimization

Fernandes, José Luis Barros; Ornelas, José Renato Haas; … - In: Portfolio and risk management for central banks and …, (pp. 75-84). 2011

Persistent link: https://www.econbiz.de/10009405187

Prices of barrier and first-touch digital options in Lévy-driven models, near barrier

Boyarchenko, Mitya; Innocentis, Marco de; Levendorskij, … - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1045-1090

Persistent link: https://www.econbiz.de/10009407673

Double barrier options in regime-switching hyper-exponential jump-diffusion models

Boyarchenko, Mitya; Bojarčenko, Svetlana I. - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1005-1043

Persistent link: https://www.econbiz.de/10009407678

Sparsified Randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation

Sabelfeld, K.K.; Mozartova, N.S. - In: Mathematics and Computers in Simulation (MATCOM) 82 (2011) 2, pp. 295-317

Sparsified Randomization Monte Carlo (SRMC) algorithms introduced in our recent paper [60] for solving systems of …

Persistent link: https://www.econbiz.de/10010870068

Health Conditions and Social Interactions

Barzallo, Diana Pacheco - Institut de recherches économiques (IRENE), Faculté … - 2011

This paper evaluates the impact of an antipoverty program on the health condition of individuals. The program combines a cash transfer with financial incentives for positive behavior to poor families. Its main purposes are to improve the living conditions of eligible households and to promote...

Persistent link: https://www.econbiz.de/10009321255

Attitudes toward uncertainty and randomization: an experimental study

Dominiak, Adam; Schnedler, Wendelin - In: Economic Theory 48 (2011) 2, pp. 289-312

Persistent link: https://www.econbiz.de/10009324553

Preference towards control in risk taking: Control, no control, or randomize?

Li, King - In: Journal of Risk and Uncertainty 43 (2011) 1, pp. 39-63

Persistent link: https://www.econbiz.de/10009327357

PRICES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS, NEAR BARRIER

BOYARCHENKO, MITYA; INNOCENTIS, MARCO DE; … - In: International Journal of Theoretical and Applied … 14 (2011) 07, pp. 1045-1090

's randomization approximation, we conclude that the latter is very accurate near the barrier. We illustrate this by including …

Persistent link: https://www.econbiz.de/10009393842

DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS

BOYARCHENKO, MITYA; BOYARCHENKO, SVETLANA - In: International Journal of Theoretical and Applied … 14 (2011) 07, pp. 1005-1043

a factor of 5). The first step of our approach is Carr's randomization, whose convergence we prove for barrier and …

Persistent link: https://www.econbiz.de/10009393848