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Stochastic process
stochastic simulation
122
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62
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36
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36
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29
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Maliar, Lilia
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A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates
Glau, Kathrin
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1021-1059
Persistent link: https://www.econbiz.de/10011570348
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2
Simple simulation schemes for CIR and Wishart processes
Baldi, Paolo
;
Pisani, Camilla
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010243628
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3
Social expenditure in New Zealand : stochastic projections
Creedy, John
;
Makale, Kathleen
- In:
New Zealand economic papers
48
(
2014
)
2
,
pp. 196-208
Persistent link: https://www.econbiz.de/10010375412
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4
Regression models augmented with direct stochastic gradient estimators
Fu, Michael
;
Qu, Huashuai
- In:
INFORMS journal on computing : JOC
26
(
2014
)
3
,
pp. 484-499
Persistent link: https://www.econbiz.de/10010399808
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5
Heavy-traffic asymptotics of a priority polling system with threshold service policy
Liu, Zaiming
;
Chu, Yuqing
;
Wu, Jinbiao
- In:
Computers & operations research : and their …
65
(
2016
),
pp. 19-28
Persistent link: https://www.econbiz.de/10011410677
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6
Calculating variable annuity liability "Greeks" using Monte Carlo simulation
Cathcart, Mark J.
;
Lok, Hsiao Yen
;
McNeil, Alexander J.
; …
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 239-266
Persistent link: https://www.econbiz.de/10011312287
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7
Asymmetric information, trading volume, and protfolio performance
Jackson, Antony
- In:
Corporate ownership & control : international …
11
(
2013/14
)
1
,
pp. 8-23
Persistent link: https://www.econbiz.de/10011313906
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8
Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model
Maliar, Serguei
;
Maliar, Lilia
- In:
Quantitative economics : QE ; journal of the …
6
(
2015
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10011316553
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9
Input-output linkages and the propagation of domestic productivity shocks : assessing alternative theories with stochastic simulation
Roson, Roberto
;
Sartori, Martina
- In:
Economic systems research : journal of the …
28
(
2016
)
1
,
pp. 38-54
Persistent link: https://www.econbiz.de/10011525115
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10
Why can sectoral shocks lead to sizable macroeconomic fluctuations? : assessing alternative theories by means of stochastic simulation with a general equilibrium model
Roson, Roberto
;
Sartori, Martina
-
2014
Persistent link: https://www.econbiz.de/10011628968
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