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Punishing Free-Riders : How Group Size Affects Mutual Monitoring and the Provision of Public Goods

Carpenter, Jeffrey P. - 2004

strategies seen in the lab and use the simulation to develop hypotheses about why group size should matter when punishment is …

Persistent link: https://www.econbiz.de/10010262078

Finite difference methods for the non-linear Black-Scholes-Barenblatt equation

Budke, Albrecht - 2013

Persistent link: https://www.econbiz.de/10010528523

An efficient numerical partial differential equation approach for pricing foreign exchange interest rate hybrid derivatives

Dang, Duy Minh; Christara, Christina C.; Jackson, Kenneth R. - In: The journal of computational finance 18 (2014/2015) 4, pp. 39-93

Persistent link: https://www.econbiz.de/10011441260

Efficient computation of exposure profiles for counterparty credit risk

Graaf, Cornelis S. L. de; Feng, Qian; Kandhai, Drona; … - In: International journal of theoretical and applied finance 17 (2014) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10010391508

A family of positivity preserving schemes for numerical solution of Black-Scholes equation

Khalsaraei, M. Mehdizadeh; Jahandizi, R. Shokri - In: International journal of financial engineering 3 (2016) 4, pp. 1-8

Persistent link: https://www.econbiz.de/10011673081

A hybrid approach for the implementation of the Heston model

Briani, Maya; Caramellino, Lucia; Zanette, Antonio - In: IMA journal of management mathematics 28 (2017) 4, pp. 467-500

Persistent link: https://www.econbiz.de/10011845242

The optimal interaction between a hedge fund manager and investor

Ramirez, Hugo Eduardo; Johnson, Paul; Duck, Peter; … - In: Applied mathematical finance 25 (2018) 5/6, pp. 483-510

Persistent link: https://www.econbiz.de/10012129178

Hedge-fund management with liquidity constraint

Ramirez, Hugo E.; Duck, Peter; Johnson, Paul; Howell, … - In: International journal of theoretical and applied finance 22 (2019) 6, pp. 1-31

Persistent link: https://www.econbiz.de/10012153086

Sensitivity analysis via simulation in the presence of discontinuities

Signahl, Mikael - In: Mathematical Methods of Operations Research 60 (2004) 1, pp. 29-51

, we compute the stepsize in the simulation that asymptotically minimizes the mean square error. We also show that the two …

Persistent link: https://www.econbiz.de/10010950248

Dual scattering channel schemes extending the Johns algorithm

Hein, Steffen - In: Mathematics and Computers in Simulation (MATCOM) 73 (2007) 6, pp. 393-407

Dual scattering channel schemes extend the transmission line matrix numerical method (Johns’ TLM algorithm) in two directions. Firstly, transmission line links are replaced by abstract scattering channels in terms of paired distributions (characteristic impedances are thus neither needed, nor...

Persistent link: https://www.econbiz.de/10010750109