//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Uncertainty modeling"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"multilevel Monte Carlo"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Uncertainty modeling
Monte Carlo simulation
12
Monte-Carlo-Simulation
11
Multilevel Monte Carlo
7
Option pricing theory
7
Optionspreistheorie
7
Simulation
6
multilevel Monte Carlo
5
Barrier options
3
Option trading
3
Optionsgeschäft
3
Stochastic process
3
Stochastischer Prozess
3
Discrete event simulation
2
L-leap
2
Supply chain
2
Theorie
2
Theory
2
Variance reduction
2
American options
1
Analysis
1
Asian option
1
Asian options
1
Asset liabilities management
1
Chicago Board Options Exchange Volatility Index (VIX) options
1
Decision under uncertainty
1
Derivat
1
Derivative
1
Drawdown
1
Dual approach
1
Duration of drawdown
1
Effective dimension
1
Entscheidung unter Unsicherheit
1
Estimation theory
1
Exponential Lévy models
1
Finance
1
Gaussian approximation
1
Lieferkette
1
Lookback options
1
Lévy models
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article
1
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Author
All
Chiang, Nai-Yuan
2
Lin, Yiqing
2
Long, Quan
2
Published in...
All
Operations Research Perspectives
1
Operations research perspectives
1
Source
All
ECONIS (ZBW)
1
EconStor
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient propagation of uncertainties in manufacturing supply chains: Time buckets, L-leap, and
multilevel
Monte
Carlo
methods
Chiang, Nai-Yuan
;
Lin, Yiqing
;
Long, Quan
- In:
Operations Research Perspectives
7
(
2020
),
pp. 1-15
bucket. We propose using the
multilevel
Monte
Carlo
(MLMC) method to efficiently propagate the uncertainties in a supply …
Persistent link: https://www.econbiz.de/10012662806
Saved in:
2
Efficient propagation of uncertainties in manufacturing supply chains: time buckets, L-leap, and
multilevel
Monte
Carlo
methods
Chiang, Nai-Yuan
;
Lin, Yiqing
;
Long, Quan
- In:
Operations research perspectives
7
(
2020
),
pp. 1-15
bucket. We propose using the
multilevel
Monte
Carlo
(MLMC) method to efficiently propagate the uncertainties in a supply …
Persistent link: https://www.econbiz.de/10012198079
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->