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Simulation stochastischer Systeme : eine anwendungsorientierte Einführung

Waldmann, Karl-Heinz; Helm, Werner - 2016

Persistent link: https://www.econbiz.de/10011450567

Stochastic modeling and optimization : with applications in queues, finance, and supply chains

Yao, David D. (contributor); Zhang, Hanqin (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001692168

Complexity and Artificial Markets

Schredelseker, Klaus (contributor); … - 2008

In recent years, agent-based simulation has become a widely accepted tool when dealing with complexity in economics and …

Persistent link: https://www.econbiz.de/10013521004

Complexity and artificial markets

Schredelseker, Klaus (ed.); Hauser, Florian (contributor) - 2008

Persistent link: https://www.econbiz.de/10003719526

Martingale approach in pricing and hedging European options under regime-switching

Milʹstejn, Grigorij N.; Spokojnyj, Vladimir G. - 2011

The paper focuses on the problem of pricing and hedging a European contingent claim for an incomplete market model, in which evolution of price processes for a saving account and stocks depends on an observable Markov chain. The pricing function is evaluated using the martingale approach. The...

Persistent link: https://www.econbiz.de/10009379451