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  • Search: subject:"numerical analysis"
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Year of publication
Subject
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Numerisches Verfahren 450 Numerical analysis 426 Theorie 219 Theory 218 Option pricing theory 128 Optionspreistheorie 128 Stochastischer Prozess 85 Mathematical programming 84 Mathematische Optimierung 84 Stochastic process 83 Numerische Mathematik 72 Finanzmathematik 50 Black-Scholes-Modell 37 Mathematical finance 37 Option trading 37 Optionsgeschäft 37 Simulation 37 Black-Scholes model 31 Portfolio selection 30 Portfolio-Management 30 Volatility 28 Volatilität 28 numerical analysis 28 Algorithmus 25 Analysis 25 Dynamische Optimierung 25 Computerized method 23 Computerunterstützung 23 Dynamic programming 23 Derivat 21 Derivative 21 Markov-Kette 21 Mathematical analysis 21 Markov chain 20 Dynamische Wirtschaftstheorie 19 Economic dynamics 19 Monte-Carlo-Simulation 18 Estimation theory 17 Monetary policy 17 Optimierung 17
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Online availability
All
Free 161 Undetermined 112 CC license 2
Type of publication
All
Book / Working Paper 374 Article 218 Journal 9 Other 5
Type of publication (narrower categories)
All
Article in journal 146 Aufsatz in Zeitschrift 146 Graue Literatur 79 Non-commercial literature 79 Working Paper 73 Arbeitspapier 72 Aufsatz im Buch 22 Book section 22 Lehrbuch 22 Textbook 21 Konferenzschrift 20 Hochschulschrift 19 Collection of articles of several authors 17 Sammelwerk 17 Thesis 14 research-article 8 Aufsatzsammlung 6 Conference proceedings 6 Bibliografie enthalten 5 Bibliography included 5 Einführung 4 Report 3 Collection of articles written by one author 2 Dissertation u.a. Prüfungsschriften 2 Forschungsbericht 2 Handbook 2 Handbuch 2 Monografische Reihe 2 Sammlung 2 CD-ROM, DVD 1 Case Study 1 Festschrift 1 Konferenzschrift/Kongressbericht 1 Mehrbändiges Werk 1 Multi-volume publication 1 Software 1 Systematic review 1 conceptual-paper 1 Übersichtsarbeit 1
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Language
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English 464 Undetermined 91 German 50 French 1
Author
All
Santos, Manuel 11 Nakov, Anton 8 Thomas, Carlos 8 Heer, Burkhard 7 Judd, Kenneth L. 7 Maußner, Alfred 7 Fernández, Esther 6 Fernández-Villaverde, Jesús 6 Glen, Andrew G. 6 Joshi, Mark S. 6 Leemis, Lawrence M. 6 Li, Minqiang 6 Novales, Alfonso 6 Rubio-Ramírez, Juan Francisco 6 Ruíz, Jesús 6 Fox, Jeremy T. 5 Günther, Michael 5 Jüngel, Ansgar 5 Wäscher, Gerhard 5 Böhringer, Christoph 4 Cai, Yongyang 4 Cosma, Antonio 4 Dawid, Herbert 4 Forsyth, Peter 4 Galluccio, Stefano 4 Herbertsson, Alexander 4 Kim, Jinill 4 Moslener, Ulf 4 Neidlein, Vera 4 Peralta-Alva, Adrian 4 Sager, Sebastian 4 Scaillet, Olivier 4 Schlöder, Johannes P. 4 Su, Che-Lin 4 Toman, Michael A. 4 Vetzal, Kenneth R. 4 Winkler, Ralph 4 Yun, Tack 4 Zvan, R. 4 Brandimarte, Paolo 3
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Institution
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International Monetary Fund (IMF) 6 Society for Computational Economics - SCE 6 National Bureau of Economic Research 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Real Sociedad Matemática Española 2 Springer International Publishing 2 Advanced Study Institute on Computational Mathematical Programming <1984, Windsheim> 1 American Mathematical Society 1 BIT 40th Anniversary Meeting <2000, Lund> 1 C.E.P.R. Discussion Papers 1 CESifo 1 Conference Statistical and Computational Problems in Probability Modeling <1985, Williamsburg, Va.> 1 Conference on Applications of Numerical Software, Needs and Availability <1977, Brighton> 1 Departamento de Economía, Universidad Pablo de Olavide 1 Department of Agricultural and Resource Economics, University of California-Berkeley 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Deutsche Physikalische Gesellschaft 1 Dipartimento di Economia e Management, Università degli Studi di Trento 1 Faculdade de Economia, Universidade do Porto 1 Facultatea de Finante şi Banci, Universitatea Spiru Haret 1 Forschungsinstitut für Mathematik <Berlin, Ost> 1 Institut de Recherche d'Informatique et d'Automatique <Rocquencourt> / Laboratoire de Recherche 1 Institut für Angewandte Mathematik und Mechanik <Berlin, Ost> 1 Institute of Economic Research, Hitotsubashi University 1 Institute of Mathematics and Its Applications 1 International Conference on Computing in Economics and Finance <14, 2008, Paris> 1 International Conference on Numerical Methods for Finance <2006, Dublin> 1 International Conference on Stochastic Programming <8, 1998, Vancouver, British Columbia> 1 International Linear Algebra Year Workshop <1995, Toulouse> 1 Iowa State University / Department of Economics 1 Konrad-Zuse-Zentrum für Informationstechnik Berlin 1 Real Sociedad Matemática Espaänola 1 Santaló Summer School <2007, Santander> 1 Social Systems Research Institute 1 Society for Economic Dynamics - SED 1 Springer-Verlag GmbH 1 Tagung über Numerische Methoden bei Optimierungsaufgaben 1 Tagung über Optimierung bei Graphentheoretischen und Ganzzahligen Problemen 1 Taylor and Francis. 1 UIMP-RSME Santaló Summer School <Santander)> 1
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Published in...
All
International journal of theoretical and applied finance 12 Computational economics 11 Mathematics and Computers in Simulation (MATCOM) 8 SpringerLink / Bücher 8 The journal of computational finance 8 Journal of economic dynamics & control 7 Review of derivatives research 7 Applied Energy 6 Chapman & Hall/CRC financial mathematics series 6 IMF Working Papers 6 The journal of futures markets 6 Applied mathematical finance 5 European journal of operational research : EJOR 5 Renewable Energy 5 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 4 Working paper / National Bureau of Economic Research, Inc. 4 Working paper series 4 Working papers in economics 4 Annals of operations research 3 Applied economics letters 3 Computational probability applications 3 Computing / Supplementum 3 Dynamic games and applications : DGA 3 Economic theory : official journal of the Society for the Advancement of Economic Theory 3 Energy 3 Finance and stochastics 3 Heidelberger Taschenbücher 3 Leitfäden der angewandten Mathematik und Mechanik : LAMM 3 MPRA Paper 3 Mathematical programming 3 Mathematics Preprint Archive 3 NBER Working Paper 3 Numerical methods in finance 3 Springer eBook Collection / Business and Economics 3 Springer-Lehrbuch 3 A Chapman & Hall book 2 Applied optimization 2 BI-Hochschultaschenbuch 2 BIT : numerical mathematics 2 CESifo Working Paper Series 2
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Source
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ECONIS (ZBW) 428 USB Cologne (EcoSocSci) 91 RePEc 67 Other ZBW resources 10 BASE 9 EconStor 1
Showing 191 - 200 of 606
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Design of spiral coil PHC energy pile considering effective borehole thermal resistance and groundwater advection effects
Go, Gyu-Hyun; Lee, Seung-Rae; Yoon, Seok; Kang, Han-byul - In: Applied Energy 125 (2014) C, pp. 165-178
borehole thermal resistance. Besides, parametric studies using a numerical analysis were carried out to suggest a multiple …
Persistent link: https://www.econbiz.de/10010776581
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Numerical analysis of transport phenomena in reverse electrodialysis for system design and optimization
Jeong, Hoe-In; Kim, Hyun Jung; Kim, Dong-Kwon - In: Energy 68 (2014) C, pp. 229-237
This article describes the development of a numerical model that can consider variations in the concentration profile along the flow direction; not doing so can result in overestimation of the power generation capability. The developed model was used for studying the transport phenomena in a...
Persistent link: https://www.econbiz.de/10011054418
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Experimental and numerical investigation of a dew-point cooling system for thermal comfort in buildings
Jradi, M.; Riffat, S. - In: Applied Energy 132 (2014) C, pp. 524-535
system, air could be cooled below its wet bub temperature and towards the dew point temperature. In this study a numerical … analysis is carried out for a modified dew point cooling system based on a proposed psychrometric energy core (PEC) with a …
Persistent link: https://www.econbiz.de/10011041253
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Analysis of the heat transfer and airflow in solar chimney drying system with porous absorber
Chen, Wei; Qu, Man - In: Renewable Energy 63 (2014) C, pp. 511-518
In this paper, the chimney is assembled with porous absorber for the indirect-mode solar dryer. Local thermal non-equilibrium (LTNE) exists in the porous absorber, so the double energy equations and Brinkman–Forchheimer extended Darcy model are employed to analyze the heat transfer and flow in...
Persistent link: https://www.econbiz.de/10011044484
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Heat loss characteristics study of a trapezoidal cavity absorber with and without plate for a linear Fresnel reflector solar concentrator system
Manikumar, R.; Valan Arasu, A. - In: Renewable Energy 63 (2014) C, pp. 98-108
The numerical and experimental studies are conducted to analyze the heat loss in the cavity absorbers of linear Fresnel reflecting solar concentrator (LFRSC). The cavity is trapezoidal shape in cross section, which is placed at focus of the concentrator, has multiple tubes and water is used as...
Persistent link: https://www.econbiz.de/10011046264
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Chapter 9. Analysis of Numerical Errors
Peralta-Alva, Adrian; Santos, Manuel S. - In: Handbook of computational economics : volume 3, (pp. 517-556). 2014
This paper provides a general framework for the quantitative analysis of stochastic dynamic models. We review the convergence properties of some numerical algorithms and available methods to bound approximation errors. We then address the convergence and accuracy properties of the simulated...
Persistent link: https://www.econbiz.de/10014025713
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Chapter 7. Numerical Methods for Large-Scale Dynamic Economic Models
Maliar, Lilia; Maliar, Serguei - In: Handbook of computational economics : volume 3, (pp. 325-477). 2014
We survey numerical methods that are tractable in dynamic economic models with a finite, large number of continuous state variables. (Examples of such models are new Keynesian models, life-cycle models, heterogeneous-agents models, asset-pricing models, multisector models, multicountry models,...
Persistent link: https://www.econbiz.de/10014025715
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Computational business analytics
Das, Subrata Kumar - 2014
Chapter 1. Analytics background and architectures -- chapter 2. Mathematical and statistical preliminaries -- chapter 3. Statistics for descriptive analytics -- chapter 4. Bayesian probability and inference -- chapter 5. Inferential statistics and predictive analytics -- chapter 6. Artificial...
Persistent link: https://www.econbiz.de/10013547501
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Forecasting technology diffusion : a new generalisation of the logistic model
Lotfi, Aslan; Lotfi, Ali; Halal, William E. - In: Technology analysis & strategic management 26 (2014) 8, pp. 943-957
Persistent link: https://www.econbiz.de/10010399210
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Analysis of numerical errors
Peralta-Alva, Adrian; Santos, Manuel - 2014
Persistent link: https://www.econbiz.de/10010366995
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