Enhancing Least Squares Monte Carlo with Diffusion Bridges : An Application to Energy Facilities
Year of publication: |
2015
|
---|---|
Authors: | Pellegrino, Tommaso |
Other Persons: | Sabino, Piergiacomo (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Kleinste-Quadrate-Methode | Least squares method | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 24, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2378224 [DOI] |
Classification: | C6 - Mathematical Methods and Programming ; Q4 - Energy |
Source: | ECONIS - Online Catalogue of the ZBW |
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