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  • Search: subject:"simulation analytics"
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Subject
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Simulation 2 simulation analytics 2 Analysis of variance 1 Derivat 1 Derivative 1 Hedging 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Optionspreistheorie 1 Regression analysis 1 Regressionsanalyse 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Varianzanalyse 1 classification 1 derivative pricing 1 lasso 1 logistic regression 1 metamodeling 1 stochastic kriging 1 variance reduction 1
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Undetermined 2
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Hong, L. Jeff 2 Jiang, Guangxin 2 Nelson, Barry L. 1 Shen, Haihui 1
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INFORMS journal on computing : JOC 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Real-time derivative pricing and hedging with consistent metamodels
Jiang, Guangxin; Hong, L. Jeff; Shen, Haihui - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 5, pp. 1168-1189
Persistent link: https://www.econbiz.de/10015164392
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Online risk monitoring using offline simulation
Jiang, Guangxin; Hong, L. Jeff; Nelson, Barry L. - In: INFORMS journal on computing : JOC 32 (2020) 2, pp. 356-375
Persistent link: https://www.econbiz.de/10012242763
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