Narrow search
Showing 1 - 10 of 133
Cover Image
Simulation analysis using multi-agent systems for social norms
Nishizaki, Ichirō; Katagiri, Hideki; Oyama, Toshihisa - In: Computational economics 34 (2009) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10003876989
Cover Image
Time series simulation with randomized quasi-monte carlo methods : an application to value at risk and expected shortfall
Tzeng, Yu-Ying; Beaumont, Paul Michael; Ökten, Giray - In: Computational economics 52 (2018) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10012052921
Cover Image
Efficient simulation of value-at-risk under a jump diffusion model : a new method for moderate deviation events
Fuh, Cheng-Der; Teng, Huei-Wen; Wang, Ren-Her - In: Computational economics 51 (2018) 4, pp. 973-990
Persistent link: https://www.econbiz.de/10011972209
Cover Image
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià; Cristobal-Fransi, Eduard; Vintrò, Carla; … - In: Computational economics 61 (2023) 1, pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Cover Image
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen - In: Computational economics 62 (2023) 3, pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Cover Image
Reverse shooting made easy : automating the search for the global nonlinear saddle path
Atolia, Manoj; Buffie, Edward F. - In: Computational economics 34 (2009) 3, pp. 273-308
Persistent link: https://www.econbiz.de/10003894156
Cover Image
On deregulating food prices
Flåm, Sjur D.; Gaasland, Ivar; Vårdal, Erling - In: Computational economics 34 (2009) 3, pp. 309-322
Persistent link: https://www.econbiz.de/10003894161
Cover Image
Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm
Kaucic, Massimiliano - In: Computational economics 34 (2009) 2, pp. 173-193
Persistent link: https://www.econbiz.de/10003876965
Cover Image
Multiagent system simulations of treasury auctions
Mehlenbacher, Alan - In: Computational economics 34 (2009) 1, pp. 67-117
Persistent link: https://www.econbiz.de/10003876994
Cover Image
Valuation of R&D sequential exchange options using Monte Carlo approach
Cortelezzi, Flavia; Villani, Giovanni - In: Computational economics 33 (2009) 3, pp. 209-236
Persistent link: https://www.econbiz.de/10003828834