Stochastic market modeling with Gaussian Quadratures : do rotations of Stroud's octahedron matter?
Marco Artavia; Harald Grethe; Georg Zimmermann
| Year of publication: |
2015
|
|---|---|
| Authors: | Artavia, Marco ; Grethe, Harald ; Zimmermann, Georg |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 45.2015, p. 155-168
|
| Subject: | Sampling methods | Gaussian Quadratures | Monte Carlo | Stochastic modeling | Commodity markets | Stochastischer Prozess | Stochastic process | Stichprobenerhebung | Sampling | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Modellierung | Scientific modelling |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011334132