(underlying asset value, volatility, exercise price, interest rate, time to maturity, dividends). In case of cash flow simulation … uncertainties in the underlying asset together by simulation, and then uses regression analysis approach for estimating how a change …, and thus this mitigates the common black box syndrome of consolidated cash flow simulation based methods …

simulation models. This contribution discusses the different types of DOE for these three domains, but focusses on random … simulation. DOE may have two goals: sensitivity analysis including factor screening and optimization. This contribution starts …

study we compare these two methods using a simulation model M/M/1 which represented by a Queuing model in the repair and …

times. Simulation experiments demonstrate the advantages of the proposed derivative estimator over other methods …

baseline simulations. Sensitivity analyses can help MINT users choose model parameters with the greatest impact on simulation …