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Simulation experiments in practice : statistical design and regression analysis
Kleijnen, Jack P. C. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003414120
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Valuing modularity as a real option
Gamba, Andrea; Fusari, Nicola - 2009
We provide a general valuation approach for capital budgeting decisions involving the modularization of a system. Within the framework developed by Baldwin and Clark (2000), we implement an approach using a numerical procedure based on the Least Squares Monte Carlo method proposed by Longstaff...
Persistent link: https://www.econbiz.de/10003962024
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Simulation experiments in practice : statistical design and regression analysis
Kleijnen, Jack P. C. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003656714
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Kriging models that are robust with respect to simulation errors
Siem, A. Y. D. (contributor); Hertog, Dirk den (contributor) - 2007
Persistent link: https://www.econbiz.de/10003661450
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Management eines Mehrwährungen-Portfolios
Hunziker, Jean-Pierre - 1994
Persistent link: https://www.econbiz.de/10000894774
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Performance of Delta-hedging strategies in interval models : a robustness study
Roorda, Berend; Engwerda, Jacob Christiaan; Schumacher, Hans - 1999
Persistent link: https://www.econbiz.de/10000168292
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Essays on basket options hedging and irreversible investment valuation
Su, Xia - 2008
Persistent link: https://www.econbiz.de/10003740774
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Handelsstrategien mit Mindestgarantien : eine analytische Beschreibung
Balder, Sven (contributor) - 2009
Persistent link: https://www.econbiz.de/10003825504
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Valuation and optimal strategies for swing contract
Zhu, Zegang - 2005
Persistent link: https://www.econbiz.de/10003946500
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A call on Art investments
Kräussl, Roman; Wiehenkamp, Christian - 2010
investors and the hedging of exposures remains dificult. This paper proposes to overcome these problems by introducing a call … hedging risk. Even if this is not entirely possible, the replication approach serves as pricing benchmark for investors who …
Persistent link: https://www.econbiz.de/10003947461