Search Results - subject:"Simulation."

Opioid mortality in the US: quantifying the direct and indirect impact of sociodemographic and socioeconomic factors

Gopal, Sucharita; Fischer, Manfred M. - 2023

Persistent link: https://www.econbiz.de/10014321672

Extreme climate shock and locust infestation impacts in Ethiopia : farm-level agent-based simulation of adaptation and policy options

Ejeta, Alemu Tolemariam - 2023

Persistent link: https://www.econbiz.de/10014322448

Quantifying model selection uncertainty via bootstrapping and Akaike weights

Rigdon, Edward; Sarstedt, Marko; Moisescu, Ovidiu Ioan - In: International journal of consumer studies 47 (2023) 4, pp. 1596-1608

Persistent link: https://www.econbiz.de/10014326068

An expectile computation cookbook

Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2023

Persistent link: https://www.econbiz.de/10014326936

Incentives for research effort : an evolutionary model of publication markets with double-blind and open review

Radzvilas, Mantas; De Pretis, Francesco; Peden, William; … - In: Computational economics 61 (2023) 4, pp. 1433-1476

Persistent link: https://www.econbiz.de/10014327065

Valuation of standard call options using the Euler-Maruyama method with strong approximation

Suescún-Díaz, Daniel; Girón, Luis Eduardo - In: Computational economics 61 (2023) 4, pp. 1545-1560

Persistent link: https://www.econbiz.de/10014327069

Analytic method for pricing vulnerable external barrier options

Kim, Donghyun; Yoon, Ji-Hun - In: Computational economics 61 (2023) 4, pp. 1561-1591

Persistent link: https://www.econbiz.de/10014327071

Weighted-Average Least Squares (WALS) : confidence and prediction intervals

De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - In: Computational economics 61 (2023) 4, pp. 1637-1664

Persistent link: https://www.econbiz.de/10014327098

Implementation of variance reduction techniques applied to the pricing of investment certificates

Bottasso, Anna; Fusaro, Michelangelo; Giribone, Pier … - In: Risk management magazine 18 (2023) 1, pp. 19-42

Certificates are structured financial instruments that aim to provide investors with investment solutions tailored to their needs. Certificates can be modeled using a bond component and a derivative component, typically an options strategy. The pricing of certificates is typically performed...

Persistent link: https://www.econbiz.de/10014327175

A synthetic data-plus-features driven approach for portfolio optimization

Pagnoncelli, Bernardo K.; Ramírez, Domingo; Rahimian, Hamed - In: Computational economics 62 (2023) 1, pp. 187-204

Persistent link: https://www.econbiz.de/10014327294