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and the "true" option price. The "true" option prices are obtained from simulation based on procedure described in …
Persistent link: https://www.econbiz.de/10004998260
of real time simulation and control. In commercial FE simulation software often modal reduction is used to obtain a model … of lower order which allows for faster simulation. In recent years new methods to reduce large and sparse dynamical … systems emerged. This work concentrates on the reduction of certain FE systems arising in machine tool simulation with Krylov …
Persistent link: https://www.econbiz.de/10011050174
repair costs were calculated using a method of decision tree and using of simulation of the most critical component lifetime … distribution of simulation inputs was based on a theoretical curve fitting the sample data. The decision tree and the simulation …
Persistent link: https://www.econbiz.de/10011315940
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einer "flächendeckenden" Auswertung mit einer Simulation generiert werden, da das unvermeidliche Rauschen in den …
Persistent link: https://www.econbiz.de/10005081101
repair costs were calculated using a method of decision tree and using of simulation of the most critical component lifetime … distribution of simulation inputs was based on a theoretical curve fitting the sample data. The decision tree and the simulation …
Persistent link: https://www.econbiz.de/10010638572
Persistent link: https://www.econbiz.de/10005184681
metamodel or response surface is an approximation of the input/output function implied by the underlying simulation model. There …This expository paper discusses the relationships among metamodels, simulation models, and problem entities. A …
Persistent link: https://www.econbiz.de/10011092434
This paper follows an incomplete market pricing approach to analyze the evaluation of weather derivatives and the viability of a weather derivatives market in terms of hedging. A utility indifference method is developed for the specification of indifference prices for the seller and buyer of a...
Persistent link: https://www.econbiz.de/10013200213