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

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

Individual differences in overconfidence and their psychological bases

Lawson, M. Asher; Larrick, Richard P.; Soll, Jack B. - 2025

Persistent link: https://www.econbiz.de/10015397176

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/10015207175

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

Panagiotidou, Evangelia; Chountalas, Panos T.; … - In: Administrative Sciences : open access journal 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/10015337364

The role of objective and subjective knowledge in tourists' environmentally conscious travel decisions

Pilgreen, Daniel G.; Cho, Seung Jin; Zou, Suiwen; … - 2025

Persistent link: https://www.econbiz.de/10015373048

High-dimensional parameter calibration of interest rate model for the Korean insurance capital standard

Baik, Seung Min; Choi, Changhui; Jang, Bong-Gyu - In: Journal of derivatives and quantitative studies : … 33 (2025) 1, pp. 23-44

calibration problem. Empirical studies demonstrate that our method achieves superior stability and effectiveness in calibrating …

Persistent link: https://www.econbiz.de/10015397306

Joint calibration to SPX and VIX options with signature-based models

Cuchiero, Christa; Gazzani, Guido; Möller, Janka; … - 2025

Persistent link: https://www.econbiz.de/10015359034

Multi-Rater Performance Evaluations and Incentives

Ockenfels, Axel; Sliwka, Dirk; Werner, Peter - 2024

We compare evaluations of employee performance by individuals and groups of supervisors, analyzing a formal model and running a laboratory experiment. The model predicts that multi-rater evaluations are more precise than single-rater evaluations if groups rationally aggregate their signals about...

Persistent link: https://www.econbiz.de/10014533969

Ethnic Inequality and Economic Growth: Evidence from Harmonized Satellite Data

Gründler, Klaus; Link, Andreas - 2024

Inequality between ethnic groups has been shown to be negatively related to GDP, but research on its eﬀect on contemporary economic growth is limited by the availability of comparable data. We compile a novel and comprehensive dataset of harmonized Gini indices on ethnic inequality for...

Persistent link: https://www.econbiz.de/10014534333