Showing 1 - 10 of 12
ch. 1. Decisions : the unit of success -- ch. 2. BYO -- ch. 3. Action to transaction to interaction -- ch. 4. The changing nature of data -- ch. 5. Social analytics -- ch. 6. Networked decisions -- ch. 7. Informed decisions -- ch. 8. Decisions as interactions -- ch. 9. Social listening -- ch....
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We are living in the post-information age, the era of so-called 'Big Data'. It is a practical possibility for corporations to report, chart and analyse every action, transaction and click that happens inside and outside their business. In Decision Sourcing Roberts and Pakkiri examine what this...
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It has recently been suggested that speculation is now playing an important role in daily price movements of global oil prices. This raises the question: what are important drivers of price changes given this new 'speculative' regime? We identify new factors of the oil market related to...
Persistent link: https://www.econbiz.de/10013105542
It has recently been suggested that financial speculation is now playing an important role in daily price movements of global oil prices. This raises the question: what are important drivers of price changes given this new speculative regime? We identify new factors of the oil market related to...
Persistent link: https://www.econbiz.de/10013001480
In this paper, we discuss the application of quasi-Monte Carlo methods to the Heston model. We base our algorithms on the Broadie-Kaya algorithm, an exact simulation scheme for the Heston model. As the joint transition densities are not available in closed-form, the Linear Transformation method...
Persistent link: https://www.econbiz.de/10010883500
In this paper, we discuss the application of quasi-Monte Carlo methods to the Heston model. We base our algorithms on the Broadie-Kaya algorithm, an exact simulation scheme for the Heston model. As the joint transition densities are not available in closed-form, the Linear Transformation method...
Persistent link: https://www.econbiz.de/10009646396