Search Results - subject:"discretization method"

Optimal carbon-neutral strategies in the healthcare system : a three-stage Stackelberg game model

Li, Haoran; Wu, Yiwei; Xin, Baogui; Xu, Min; Wu, Shining - In: Transportation research : an international journal 198 (2025), pp. 1-25

Persistent link: https://www.econbiz.de/10015451070

Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles : practical applications of the KLNV-scheme

Shinozaki, Yuji - In: Quantitative finance 21 (2021) 7, pp. 1147-1161

Persistent link: https://www.econbiz.de/10012588029

Higher-order discretization methods of forward-backward SDEs using KLNV-scheme and their applications to XVA pricing

Ninomiya, Syoiti; Shinozaki, Yuji - In: Applied mathematical finance 26 (2019) 3, pp. 257-292

Persistent link: https://www.econbiz.de/10012210291

Primal-dual hybrid gradient method for distributionally robust optimization problems

Liu, Yongchao; Yuan, Xiaoming; Zeng, Shangzhi; Zhang, Jin - In: Operations research letters 45 (2017) 6, pp. 625-630

Persistent link: https://www.econbiz.de/10011783059

Partial marginal likelihood estimation for general transformation models

Gu, Minggao; Wu, Yueqin; Huang, Bin - In: Journal of Multivariate Analysis 123 (2014) C, pp. 1-18

have ordinary independence or martingale structure. We develop a novel discretization method to resolve the difficulty. The …

Persistent link: https://www.econbiz.de/10011042088

Solving variational inequalities defined on a domain with infinitely many linear constraints

Fang, S.-C.; Wu, S.; Birbil, S.I. - Erasmus University Rotterdam, Econometric Institute - 2002

discretization method and an analytic center based inexact cutting plane method are proposed. Under proper assumptions, the …

Persistent link: https://www.econbiz.de/10008584673

Solving Variational Inequalities Defined on A Domain with Infinitely Many Linear Constraints

Fang, Fang, S-C.; Wu, S.; Birbil, Birbil, S.I. - Erasmus Research Institute of Management (ERIM), … - 2002

discretization method and an analytic center based inexact cutting plane method are proposed. Under proper assumptions, the …

Persistent link: https://www.econbiz.de/10010837582

Solving variational inequalities defined on a domain with infinitely many linear constraints

Fang, S.-C.; Wu, S.; Birbil, Birbil, S.I. - Faculteit der Economische Wetenschappen, Erasmus … - 2002

discretization method and an analytic center based inexact cutting plane method are proposed. Under proper assumptions, the …

Persistent link: https://www.econbiz.de/10010838003

Solving Variational Inequalities Defined on A Domain with Infinitely Many Linear Constraints

Fang, S-C.; Wu, S.; Birbil, S.I. - Erasmus Research Institute of Management (ERIM), ERIM … - 2002

discretization method and an analytic center based inexact cutting plane method are proposed. Under proper assumptions, the …

Persistent link: https://www.econbiz.de/10005288665

Non-Standard Method of Discretization on the Example of Haavelmo Growth Cycle Model

Guzowska MaÅ‚gorzata - In: Folia Oeconomica Stetinensia 7 (2008) 1, pp. 45-55

<p>In the theory of economics most models describing economic growth make use of differential equations. The examples are Solow's and Haavelmo's models. However, when they are used by econometricians many questions arise. Firstly, economic data are presented in discrete form, which implies the use...</p>

Persistent link: https://www.econbiz.de/10010534132