Search Results - subject:"error analysis"

The 2023 Merger Guidelines : a post-Chicago and Neo-Brandeisian integration

Salop, Steven C. - In: Review of industrial organization 65 (2024) 1, pp. 79-128

Persistent link: https://www.econbiz.de/10015178348

Operator splitting method to solve the linear complementarity problem for pricing American option : an approximation of error

Yadav, Deepak Kumar; Bhardwaj, Akanksha; Kumar, Alpesh - In: Computational economics 64 (2024) 6, pp. 3353-3379

Persistent link: https://www.econbiz.de/10015144238

Error analysis of surrogate models constructed through operations on submodels

Chen, Yiwen; Hare, Warren; Jarry-Bolduc, Gabriel - In: Mathematics of operations research 49 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10014527185

Beyond the EU structural funds' absorption rate : how do regions really perform?

Aivazidou, Eirini; Cunico, Giovanni; Mollona, Edoardo - In: Economies : open access journal 8 (2020) 3/55, pp. 1-24

of the absorption time series and develop an original indicator, supported by a statistical error analysis, for offering …

Persistent link: https://www.econbiz.de/10012295779

Joshi's split tree for option pricing

Leduc, Guillaume; Hot, Merima Nurkanovic - In: Risks : open access journal 8 (2020) 3/81, pp. 1-26

In a thorough study of binomial trees, Joshi introduced the split tree as a two-phase binomial tree designed to minimize oscillations, and demonstrated empirically its outstanding performance when applied to pricing American put options. Here we introduce a "flexible" version of Joshi's tree,...

Persistent link: https://www.econbiz.de/10012293258

Beyond the EU structural funds' absorption rate: How do regions really perform?

Aivazidou, Eirini; Cunico, Giovanni; Mollona, Edoardo - In: Economies 8 (2020) 3, pp. 1-24

of the absorption time series and develop an original indicator, supported by a statistical error analysis, for offering …

Persistent link: https://www.econbiz.de/10013199684

Joshi's split tree for option pricing

Leduc, Guillaume; Hot, Merima Nurkanovic - In: Risks 8 (2020) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10013200614

Peak-load energy management by direct load control contracts

Fattahi, Ali; Dasu, Sriram; Ahmadi, Reza H. - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 2788-2813

Persistent link: https://www.econbiz.de/10014305441

Pseudo-inverse matrix model for estimating long-term annual peak electricity demand : the covenant university’s experience

Abdulkareem, Ademola; Okoroafor, E. J.; Awelewa, Ayokunle; … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 4, pp. 103-109

Persistent link: https://www.econbiz.de/10012383983

Lower bounds on approximation errors to numerical solutions of dynamic economic models

Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 3, pp. 991-1012

Persistent link: https://www.econbiz.de/10011778837