Monte Carlo simulation is particularly difficult. The second article presents how the fuzzy-set theory allows these factors … Modell überführt werden. Anders als beim klassischen DCF-Modell werden im Rahmen der Monte-Carlo Simulation als …. Dennoch unterliegt auch die Monte-Carlo Simulation einigen Limitationen, die in der praxisorientierten Unternehmensbewertung …

simulation model shows the coherence of debiting consulting fees and the possibility of economies of scale for German retail … banks. The results of the study as well as the simulation model are astonishing and path-breaking for further research on …

The statistical variance of total project cost is usually estimated by means of Monte Carlo simulation on the …

different economic circumstances, numerical techniques such as Monte Carlo simulation can be used instead of analytical … used in the Monte Carlo simulation to price the collateralized debt obligation.The research proposed by Andersen et al … collateralized debt obligation can be evaluated using Monte Carlo simulation. Monte Carlo simulation provides a more simple yet …

simulation (MCS) coupled with least-squares regression to price this type of American option. Utilizing MCS provides acontinuous … underlying stock undergoes a jump-diffusion process. This thesis also extends the simulation to utilize copulas in the pricing of …

Discounted cash flow (DCF) is the most accepted approach for company valuation. It is well grounded in theory and … of them. Thus by utilizing a probability-based valuation model (using Monte Carlo Simulation) it is possible to … incorporate uncertainty into the analysis and address the shortcomings of the current model. The MC simulation assigns a range of …