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  • Search: subject:"Simulation method"
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Year of publication
Subject
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Simulation 19 Theorie 11 Theory 11 Simulation method 8 Mathematical programming 6 Mathematische Optimierung 6 simulation method 6 Monte Carlo simulation 5 Monte-Carlo-Simulation 5 Urban transport 5 Option pricing theory 4 Optionspreistheorie 4 Lieferkette 3 Portfolio selection 3 Portfolio-Management 3 Stadtverkehr 3 Stochastic process 3 Stochastischer Prozess 3 Supply chain 3 historical simulation method 3 (p, q)-arc length 2 (p, q)-generalized Box–Muller simulation method 2 (p, q)-generalized polar coordinates 2 (p, q)-spherical uniform distribution 2 Car use reduction 2 Derivat 2 Derivative 2 Dynamic portfolio management 2 Gauss-exponential distribution 2 Gauss–Laplace distribution 2 Historical simulation method 2 Modal split 2 Monte Carlo simulation method 2 Option trading 2 Optionsgeschäft 2 Public transport 2 Risikomaß 2 Risk measure 2 Transportation policy 2 VaR 2
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Online availability
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Undetermined 17 Free 12 CC license 2
Type of publication
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Article 30 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 20 Aufsatz in Zeitschrift 20 Article 1 Thesis 1
Language
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English 25 Undetermined 11 Lithuanian 1
Author
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Armoogum, Jimmy 2 Bonnel, Patrick 2 Caubel, David 2 Massot, Marie-Hélène 2 Oosterlee, Cornelis Willebrordus 2 Richter, Wolf-Dieter 2 Abbasian, Ezatollah 1 Andrews, John 1 Araichi, Sawssen 1 Armstrong, Andrew 1 Barbosa-Póvoa, Ana Paula 1 Belkacem, Lotfi 1 Binsbergen, Jules 1 Bistorin, Olivier 1 Bogataj, David 1 Bogataj, Marija 1 Brandt, Michael 1 Campuzano Bolarín, Francisco 1 Castañeda, Leonel F. 1 Chen, Jingxu 1 Chen, Nan 1 Chen, Sunwu Winfred 1 Chiang, Shu Ling 1 Chien, Chang-Cheng Chang 1 Cong, F. 1 Cong, Fei 1 D'Ecclesia, Rita L. 1 Duffy, Diane 1 GHEORGHE, Mirela 1 Gallali, Med Imen 1 Gan, Christopher 1 Ge, Weigao 1 Gonçalves, Bruno S. 1 Gottwald, Radim 1 Gui, Zhanji 1 Guo, Fusheng 1 Hivert, Laurent 1 Hu, Baiding 1 Huang, Zhengyu 1 Janya Chanchaichujit 1
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Institution
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HAL 3 Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance 1 Provozně ekonomická fakulta, Mendelova Univerzita v Brnĕ 1 Siauliai University 1 Society for Computational Economics - SCE 1
Published in...
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Post-Print / HAL 2 Risks : open access journal 2 CREA Discussion Paper Series 1 Central European journal of operations research 1 Computational Economics 1 Computational economics 1 Computing in Economics and Finance 2005 1 Economia. Seria Management 1 Economic modelling 1 Energies 1 FinanzArchiv: Public Finance Analysis 1 International journal of economics and finance 1 International journal of financial services management : IJFSM 1 International journal of logistics systems and management 1 International journal of production research 1 International journal of transport economics 1 Iranian journal of finance 1 Journal of Classification 1 Journal of economic dynamics & control 1 Journal of empirical finance 1 Journal of management control : Zeitschrift für Planung & Unternehmenssteuerung 1 Journal of the Asia Pacific economy 1 Journal of the Operational Research Society : OR 1 Logistics 1 MENDELU Working Papers in Business and Economics 1 Mathematics and Computers in Simulation (MATCOM) 1 Mathematics of operations research 1 Operations Research and Decisions 1 Operations research 1 Review of Pacific Basin Financial Markets and Policies (RPBFMP) 1 Review of derivatives research 1 Risks 1 Transportation research / E : an international journal 1 Working Papers / HAL 1
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Source
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ECONIS (ZBW) 21 RePEc 14 BASE 1 EconStor 1
Showing 21 - 30 of 37
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Healthy aging versus demographic trends: the French case, estimated by markovian microsimulation methods
Thiébaut, Sophie; Armstrong, Andrew; Ventelou, Bruno - HAL - 2009
The Objective of this paper is to test the consequences of changes in health status of future cohorts of French elderly on healthcare expenditures. We value the precise effect of epidemiological and life expectancy changes on health expenditures for 2025 by using a markovian microsimulation...
Persistent link: https://www.econbiz.de/10008793682
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Using simulation methods in accounting research
Labro, Eva - In: Journal of management control : Zeitschrift für … 26 (2015) 2/3, pp. 99-104
Persistent link: https://www.econbiz.de/10011309185
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Design of limited-stop bus service with capacity constraint and stochastic travel time
Chen, Jingxu; Liu, Zhiyuan; Zhu, Senlai; Wang, Wei - In: Transportation research / E : an international journal 83 (2015), pp. 1-15
Persistent link: https://www.econbiz.de/10011411726
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A network traffic flow model for motorway and urban highways
Yang, Chao; Remenyte-Prescott, Rasa; Andrews, John - In: Journal of the Operational Research Society : OR 65 (2014) 8, pp. 1278-1291
Persistent link: https://www.econbiz.de/10010386670
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Potential for car use reduction through a simulation approach: Paris and Lyon case studies
Massot, Marie-Hélène; Armoogum, Jimmy; Bonnel, Patrick; … - HAL - 2006
The aim of the present study is to evaluate the possible extent of modal shifts from car use to 'alternative modes' (public transport, cycling, walking) without any change in individual patterns of activity. Its approach is based on a transfer procedure that allows the simulation of the maximal...
Persistent link: https://www.econbiz.de/10008789127
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Localization and exact simulation of Brownian motion-driven stochastic differential equations
Chen, Nan; Huang, Zhengyu - In: Mathematics of operations research 38 (2013) 3, pp. 591-616
Persistent link: https://www.econbiz.de/10009787357
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Evaluating McCallum rule as a policy guideline for China
Sun, Shuzhang; Gan, Christopher; Hu, Baiding - In: Journal of the Asia Pacific economy 17 (2012) 3, pp. 527-545
targeting regime, this paper utilizes the counterfactual simulation method to evaluate the feasibility of the McCallum rule as a …
Persistent link: https://www.econbiz.de/10015179958
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Evaluation of VaR models' foreecasting performance : the case of oil markets
Gallali, Med Imen; Zahraa, Raggad - In: International journal of financial services management … 5 (2011/11) 3, pp. 197-215
Persistent link: https://www.econbiz.de/10009707037
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Evaluation of car traffic reduction potential in urban area, Paris and Lyon case-studies
Massot, Marie-Hélène; Armoogum, Jimmy; Bonnel, Patrick; … - HAL - 2002
The private car currently dominates travel in large metropolitan areas and its use is on the increase, in spite of the fact that public opinion is generally in favour of the development of public transport and political statements which reflect this opinion. Furthermore, the available...
Persistent link: https://www.econbiz.de/10008789243
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The impact of migration on origin countries: a numerical analysis
Marchiori, Luca; Pieretti, Patrice; Zou, Benteng - Centre de Recherche en Économie Appliquée (CREA), … - 2010
The focus of this article is on the impact of high-skilled emigration on fertility and human capital of a sending country within an overlapping generations model where parents choose to finance higher education to a certain number of their children. We assume that high- and low-skilled children...
Persistent link: https://www.econbiz.de/10008492751
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