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simulation
Volatility
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Simulation
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Kleijnen, Jack P.C.
22
Gonzalez-Feliu, Jesus
13
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10
Thürer, Matthias
10
Stevenson, Mark A.
9
Denton, Frank T.
8
Eliasson, Gunnar
8
Günthner, Willibald A.
8
Piersma, N.
8
Reed, W. Robert
8
Reimer, Lennart
8
Spencer, Byron G.
8
Glynn, Peter W.
7
Heragu, Sunderesh S.
7
Huber, Martin
7
Platen, Eckhard
7
Rumyantsev, Mikhail I.
7
Zeileis, Achim
7
Abdelghany, Ahmed
6
Abdelghany, Khaled
6
Barreto, Humberto
6
Bell, Peter N
6
Cartier, Manuel
6
Dekker, R.
6
Dekker, Rommert
6
Grethe, Harald
6
Inoue, Hiroyasu
6
Ivanov, Dmitry
6
Juan, Angel A.
6
Klapper, Matthias
6
MacKinnon, James G.
6
Neddermeijer, H.G.
6
Nelson, Barry L.
6
Peng, Yijie
6
Richardson, James W.
6
Standridge, Charles R.
6
Stehrer, Robert
6
Stentoft, Lars
6
Veit, Daniel
6
Azadeh, Mohammad Ali
5
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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HAL
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International Labour Organization (ILO), United Nations
17
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12
Technische Universität <München> / Lehrstuhl für Fördertechnik Materialfluß Logistik
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
11
Southern Agricultural Economics Association - SAEA
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9
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8
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Suomen Pankki
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Eindhoven Centre for Innovation Studies (Ecis), Technische Universiteit Eindhoven
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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CESifo
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Institute of Economic Research, Kyoto University
4
Santa Fe Institute
4
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
4
Tilburg University, School of Economics and Management
4
Tinbergen Institute
4
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International journal of production research
175
Management Science
106
MPRA Paper
55
Discussion Paper / Tilburg University, Center for Economic Research
31
European Journal of Industrial Engineering
26
Journal of industrial engineering and management : JIEM
22
Post-Print / HAL
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International Journal of Global Energy Issues
21
Journal of the Operational Research Society : OR
21
Journal of Industrial Engineering and Management (JIEM)
20
Journal of the Operational Research Society
19
INFORMS journal on applied analytics
18
IZA Discussion Papers
18
Production and operations management : an international journal of the Production and Operations Management Society
18
ILO Working Papers
17
International journal of logistics systems and management
17
Operations research
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Energies
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INFORMS journal on computing : JOC
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IEEE transactions on engineering management : EM
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Interfaces : the INFORMS journal on the practice of operations research
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Journal of Agricultural and Applied Economics
14
European journal of industrial engineering : EJIE
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Working Paper
13
Construction Management and Economics
12
Advances in Complex Systems (ACS)
11
Econometric Institute Research Papers
11
International transactions in operational research : a journal of the International Federation of Operational Research Societies
11
Journal of Applied Statistics
11
Demographic Research
10
Discussion paper / Center for Economic Research, Tilburg University
10
Econometric Institute Report
10
Tinbergen Institute Discussion Papers
10
Water Resources Management
10
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
9
International Journal of Revenue Management
9
International journal of logistics : research and applications
9
Journal of Risk and Financial Management
9
Journal of risk and financial management : JRFM
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
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RePEc
1,184
ECONIS (ZBW)
1,037
EconStor
191
USB Cologne (business full texts)
77
BASE
44
Other ZBW resources
21
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1
Valuing an option on the stock of a multinational firm with foreign currency debt
Siddiqi, Mazhar A.
- In:
International journal of bonds and derivatives
1
(
2013
)
1
,
pp. 19-29
Persistent link: https://www.econbiz.de/10010338913
Saved in:
2
Sign restrictions and statistical identification under
volatility
breaks :
simulation
based evidence and an empirical application to monetary policy analysis ; conference paper
Herwartz, Helmut
;
Plödt, Martin
-
2014
Apart from a priori assumptions on instantaneous or long run effects of structural shocks, sign restrictions have become a prominent means for structural vector autoregressive (SVAR) analysis. Moreover, second order heterogeneity of systems of times series can be fruitfully exploited for...
Persistent link: https://www.econbiz.de/10010482469
Saved in:
3
Computational finance
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
7/145
,
pp. 1-4
use of computational methods and techniques for modelling financial asset prices, returns, and
volatility
, and on the use …
Persistent link: https://www.econbiz.de/10012309311
Saved in:
4
Public Goods, Hysteresis, and Underinvestment in Food Safety
Richards, Timothy J.
;
Nganje, William E.
;
Acharya, Ram N.
- In:
Journal of Agricultural and Resource Economics
34
(
2009
)
3
Despite the economic damage inflicted by a foodborne disease outbreak, firms at all points in the supply chain appear to be reluctant to invest in the necessary food safety technologies and practices. We argue that these investments are subject to both hysteretic and public good effects, and...
Persistent link: https://www.econbiz.de/10008519123
Saved in:
5
Quel prix pour les options UMTS? Une approche par les options réelles.
Bessière, Véronique
;
Kaestner, Michael
-
EconWPA
-
2005
investment should be undertaken. We simulate the impact of different variables (
volatility
, expected growth rate of cash flows …
Persistent link: https://www.econbiz.de/10005134911
Saved in:
6
Returns on Investments in Energy-saving Technologies Under Energy Price Uncertainty in Dutch Greenhouse Horticulture
Diederen, Paul
;
Tongeren, Frank van
;
Veen, Hennie van der
- In:
Environmental & Resource Economics
24
(
2003
)
4
,
pp. 379-394
Conventional net presentvalue calculations evaluating the profitabilityof investments in energy-saving technologies inDutch horticultural outlays predict a muchhigher rate of adoption of these technologiesthan is actually observed. This paper tries toexplain this gap by applying a real...
Persistent link: https://www.econbiz.de/10005681077
Saved in:
7
Quel prix pour les options UMTS? Une approche par les options réelles.
Bessière, Véronique
;
Kaestner, Michael
-
Centre de Recherche sur le Management et les Marchés …
-
2001
Cet article présente une méthodologie d’évaluation des licences UMTS en utilisant un modèle d’options réelles. L’acquisition d’une licence est perçue comme donnant droit à entreprendre les investissements d’infrastructure du réseau, que la firme peut différer dans le temps. La...
Persistent link: https://www.econbiz.de/10005453765
Saved in:
8
Evaluation of flexibilities in outsourcing agreements through the real option approach
Mersin, Dogan
;
Polat, Seçkin
- In:
International Journal of Applied Management Science
5
(
2013
)
2
,
pp. 101-128
and on the selection of the service provider were calculated using the recommended model through a
simulation
method. The …
Persistent link: https://www.econbiz.de/10010816711
Saved in:
9
Advanced Biofuel Production in Louisiana Sugar Mills: an Application of Real Options Analysis
Darby, Paul M.
;
Mark, Tyler B.
;
Detre, Joshua D.
; …
-
Agricultural and Applied Economics Association - AAEA
-
2011
In order to more fully study the risks and uncertainty involved in cellulosic ethanol production, we examine a simulated plant in South Louisiana using Real Options Analysis
Persistent link: https://www.econbiz.de/10009020915
Saved in:
10
VALUING CALLABLE AND PUTABLE REVENUE-PERFORMANCE-LINKED PROJECT BACKED SECURITIES
DONG, FENG
;
CHIARA, NICOLA
;
VECER, JAN
- In:
International Journal of Theoretical and Applied …
13
(
2010
)
05
,
pp. 751-765
Public owners face a constant demand for developing new projects and for funding the renewal, maintenance and operation of existing infrastructure projects. One way to raise capitals to provide new financial resources to constrained budgets is to securitize a stream of revenue cash flows from a...
Persistent link: https://www.econbiz.de/10008461845
Saved in:
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