small time lag. We provide indicators to measure this phenomenon using tick-by-tick data. Strongly asymmetric cross-correlation …

the stochastic correlation. Thanks to its flexibility, this model enables a better fit of market data than the Heston … tractability. Firstly, we recall the Wishart volatility model and we present a Monte Carlo simulation method in sight of the …

and commercial trips. This paper proposes a simulation method to carry out a land-use and transport interaction analysis … accessibility and simulation of goods flows is made. Second, the proposed method is presented on the form of a sequential procedure …

holding period for a real estate asset or portfolio Methodology / approach We use a Monte Carlo simulation framework to …

Si la simulation est une méthode de recherche de moins en moins obscure en sciences de gestion, son utilisation n … perpétuelle interaction avec leur environnement. À travers deux modèles de simulation illustratifs fondés sur la tradition de la … dynamique des systèmes, il propose de faire apparaitre l'intérêt de la simulation, à la fois pour le chercheur en sciences de …

, shopping trips and end-consumer deliveries. The simulation approach is able to show the relation between several aspects of …

-economic analysis. a conceptual framework for logistics and transport pooling systems, as well as a simulation method for strategic …