Stochastic market modeling with Gaussian Quadratures: Do rotations of Stroud's octahedron matter?
Year of publication: |
2015
|
---|---|
Authors: | Artavia, Marco ; Grethe, Harald ; Zimmermann, Georg |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 45.2015, C, p. 155-168
|
Publisher: |
Elsevier |
Subject: | Sampling methods | Gaussian Quadratures | Monte Carlo | Stochastic modeling | Commodity markets |
-
Stochastic market modeling with Gaussian Quadratures : do rotations of Stroud's octahedron matter?
Artavia, Marco, (2015)
-
Artavia, Marco, (2012)
-
Stochastic modeling of assets and liabilities with mortality risk
Alvares Maffra, Sergio, (2021)
- More ...
-
Stochastic market modeling with Gaussian Quadratures : do rotations of Stroud's octahedron matter?
Artavia, Marco, (2015)
-
ERTRAGS- UND PREISINSTABILITÄT AUF AGRARMÄRKTEN IN DEUTSCHLAND UND DER EU
Artavia, Marco, (2010)
-
ERTRAGS- UND PREISINSTABILITÄT AUF AGRARMÄRKTEN IN DEUTSCHLAND UND DER EU
Artavia, Marco, (2010)
- More ...