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. We also show that look-ahead bias is asymptotically proportional to the regressors-to-simulation paths ratio. Our …
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and Taxes and are not correlated to interest expenses at time t. Using Monte Carlo Simulation I explore the behavior of …
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We present a simulation model in this paper to determine the value of intellectual capital. In frame of the simulation …-dimensional Monte Carlo simulation modell. We have determined the intellectual capital in case of some stock exchange company. The …
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Motivated by the changing nature of the natural gas industry in the European Union driven by the liberalization process, we focus on pricing of gas swing options. These options are embedded in typical gas sales agreements in the form of offtake flexibility concerning volume and time. The gas...
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