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A policy-based Monte Carlo tree search method for container pre-marshalling
Wang, Ziliang; Zhou, Chenhao; Che, Ada; Gao, Jingkun - In: International journal of production research 62 (2024) 13, pp. 4776-4792
Persistent link: https://www.econbiz.de/10014547396
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Methods of carbon sequestration maximization based on modern algorithms
Yang, Jindian - In: Internet finance and digital economy : advances in …, (pp. 703-711). 2024
Persistent link: https://www.econbiz.de/10014534665
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Quantifying model selection risk in macroeconomic sensitivity models
Breeden, Joseph L.; Dobrinov, Nikolay - In: The journal of risk model validation 16 (2022) 3, pp. 55-71
Persistent link: https://www.econbiz.de/10014540599
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PDE-based Bayesian inference of CEV dynamics for credit risk in stock prices
Kato, Kensuke; Nakamura, Nobuhiro - In: Asia Pacific financial markets 31 (2024) 2, pp. 389-421
Persistent link: https://www.econbiz.de/10014548392
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A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam; Kumar, Sumit; Tomar, Nutan Kumar - In: Computational economics 63 (2024) 4, pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
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New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Li, Yanglin - In: Computational economics 63 (2024) 5, pp. 1757-1776
Persistent link: https://www.econbiz.de/10014549246
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A practical Monte Carlo method for pricing equity‑linked securities with time‑dependent volatility and interest rate
Kim, Sangkwon; Lyu, Jisang; Lee, Wonjin; Park, Eunchae; … - In: Computational economics 63 (2024) 5, pp. 2069-2086
Persistent link: https://www.econbiz.de/10014550869
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Quantum-inspired variational algorithms for partial differential equations : application to financial derivative pricing
Zhao, Tianchen; Sun, Chuhao; Cohen, Asaf; Stokes, James; … - In: Quantitative finance 24 (2024) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10014551890