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Reducing surgical ward congestion through improved surgical scheduling and uncapacitated simulation
Chow, Vincent S.; Puterman, Martin L.; Salehirad, Neda; … - In: Production and operations management : an international … 20 (2011) 3, pp. 418-430
Persistent link: https://www.econbiz.de/10009160859
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A two-phase approach to scheduling multi-category outpatient appointments : a case study of a women’s clinic
Qu, Xiuli; Peng, Yidong; Kong, Nan; Shi, Jing - In: Health care management science 16 (2013) 3, pp. 197-216
Persistent link: https://www.econbiz.de/10010127743
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The effects of wind generation capacity on electricity prices and generation costs : a Monte Carlo analysis
Lynch, Muireann Á.; Curtis, John A. - In: Applied economics 48 (2016) 1/3, pp. 133-151
Persistent link: https://www.econbiz.de/10011412612
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Efficient numerical pricing of American call options using symmetry arguments
Stentoft, Lars - In: Journal of risk and financial management : JRFM 12 (2019) 2/59, pp. 1-26
regression and simulation-based least-squares Monte Carlo method by using put-call symmetry. The results show that, for a large …
Persistent link: https://www.econbiz.de/10012022212
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The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation
Frölich, Markus; Huber, Martin; Wiesenfarth, Manuel - 2015
Persistent link: https://www.econbiz.de/10011302461
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Classic Kriging versus Kriging with bootstrapping or bonditional simulation : classic Kriging's robust confidence intervals and optimization
Mehdad, Ehsan; Kleijnen, Jack P. C. - 2014 - Revised version of CentER DP 2013-038
Persistent link: https://www.econbiz.de/10011285515
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Model counting of monotone conjunctive normal form formulas with spectra
Vaisman, Radislav; Strichman, Ofer; Gercbach, Ilʹja B. - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 406-415
Persistent link: https://www.econbiz.de/10011291287
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Bootstrapping the early exercise boundary in the least-squares monte carlo method
Létourneau, Pascal; Stentoft, Lars - In: Journal of risk and financial management : JRFM 12 (2019) 4/190, pp. 1-21
exercise boundary obtained with simulation based methods for American option pricing. The method works by exploiting and … of simulation setup, the characteristics of the option, and the dimensionality of the problem. Finally, because our …
Persistent link: https://www.econbiz.de/10012170988
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Utility-based shortfall risk : efficient computations via Monte Carlo
Hu, Zhaolin; Zhang, Dali - In: Naval research logistics : an international journal 65 (2018) 5, pp. 378-392
Persistent link: https://www.econbiz.de/10011969327
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Importance sampling for option Greeks with discontinuous payoffs
Tong, Shaolong; Liu, Guangwu - In: INFORMS journal on computing : JOC 28 (2016) 2, pp. 223-235
Persistent link: https://www.econbiz.de/10011489268