Narrow search
Showing 1 - 10 of 2,769
Cover Image
Bank Stress Testing : A Stochastic Simulation Framework to Assess Banks’ Financial Fragility
Montesi, Giuseppe - 2018
We present a stochastic simulation forecasting model for stress testing aimed at assessing banks' capital adequacy …
Persistent link: https://www.econbiz.de/10012936094
Cover Image
Risk Analysis Probability of Default : A Stochastic Simulation Model
Montesi, Giuseppe - 2015
We present a stochastic simulation model for estimating forward-looking corporate probability of default and loss given … identify the default condition, and solve the model by Monte Carlo simulation. First, we present the model; then we show how to …
Persistent link: https://www.econbiz.de/10013023044
Cover Image
Bank Stress Testing : A Stochastic Simulation Framework
Montesi, Giuseppe - 2015
We present a stochastic simulation forecasting model to stress-test banks' capital adequacy and to estimate probability …
Persistent link: https://www.econbiz.de/10013034691
Cover Image
Optimisation of facility layout design problem with safety and environment factors by stochastic DEA and simulation approach
Azadeh, Mohammad Ali; Nazari, T.; Charkhand, H. - In: International journal of production research 53 (2015) 11, pp. 3370-3389
Persistent link: https://www.econbiz.de/10011341412
Cover Image
Optimal production control policy in unreliable batch processing manufacturing systems with transportation delay
Bouslah, B.; Gharbi, A.; Pellerin, R.; Hajji, A. - In: International journal of production research 51 (2013) 1, pp. 264-280
Persistent link: https://www.econbiz.de/10009700307
Cover Image
Simulation-optimization via kriging and bootstrapping : a survey
Kleijnen, Jack P. C. - 2013 - Revision of CentER DP 2011-064
Persistent link: https://www.econbiz.de/10010228792
Cover Image
American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach
Chen, Nan; Liu, Yanchu - In: Operations research 62 (2014) 3, pp. 616-632
Persistent link: https://www.econbiz.de/10010381847
Cover Image
Stabilization of stochastic iterative methods for singular and nearly singular linear systems
Wang, Mengdi; Bertsekas, Dimitri P. - In: Mathematics of operations research 39 (2014) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10010345230
Cover Image
Optimal investment : bounds and heuristics
Rogers, Leonard C. G.; Zaczkowski, P. - In: The journal of computational finance 19 (2015/2016) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011442629
Cover Image
Investigating replenishment policies for centralised and decentralised supply chains using stochastic programming approach
Fattahi, M.; Mahootchi, M.; Husseini, S. M. Moattar; … - In: International journal of production research 53 (2015) 1, pp. 41-69
Persistent link: https://www.econbiz.de/10010493522