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MCMC vs OLS As a Tool for Interpolating Stochastic Processes

Brody, Caleb - 2018

The purpose of this notebook is to demonstrate a simple use case for MCMC (Markov Chain Monte Carlo) methods for solving for parameters of a known relationship in a system which is prone to black swan events and large jumps. This is only a test of principal, using simulated data, for the purpose...

Persistent link: https://www.econbiz.de/10012930569

Stochastische Unternehmensbewertung : Der Wertbeitrag von Realoptionen

Meyer, Bernhard Heiko - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013515278

Evaluating the economy embedded in the Brazilian ethanol-gasoline flex-fuel car : a Real Options approach

Samanez, Carlos P.; Ferreira, Léo da R.; Nascimento, … - In: Applied economics 46 (2014) 13/15, pp. 1565-1581

Persistent link: https://www.econbiz.de/10010412451

Real options valuation : the importance of stochastic process choice in commodity price modelling

Schöne, Max - 2015 - Aufl. 2015

Persistent link: https://www.econbiz.de/10010419770

Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects

Vianello, Juliano Melquiades; Costa, Letícia de Almeida; … - In: Energy economics 45 (2014), pp. 10-18

Persistent link: https://www.econbiz.de/10010504801

Investment decision in integrated steel plants under uncertainty

Ozorio, Luiz de Magalhães; Bastian-Pinto, Carlos de Lamare - In: International review of financial analysis 27 (2013), pp. 55-64

Persistent link: https://www.econbiz.de/10009736946

Stochastische Unternehmensbewertung : der Wertbeitrag von Realoptionen

Meyer, Bernhard Heiko - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003290519

Real option valuation of power transmission investments by stochastic simulation

Pringles, Rolando; Olsina, Fernando; Garcés, Francisco - In: Energy economics 47 (2015), pp. 215-226

Persistent link: https://www.econbiz.de/10011527490

The impact of stochastic extraction cost on the value of an exhaustible resource : an application to the Alberta oil sands

Almansour, Abdullah; Insley, Margaret - In: The energy journal 37 (2016) 2, pp. 61-88

Persistent link: https://www.econbiz.de/10011458301

Superiority of Monte Carlo simulation in valuing real options within public-private partnerships

Berk, Ales S.; Podhraski, Dejan - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10011859007

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