[BOOK][B] Monte Carlo methods and models in finance and insurance

R Korn, E Korn, G Kroisandt - 2010 - taylorfrancis.com
Offering a unique balance between applications and calculations, Monte Carlo Methods and
Models in Finance and Insurance incorporates the application background of finance and …

Destination choice modeling of discretionary activities in transport microsimulations

A Horni - 2013 - research-collection.ethz.ch
SOCIAL CHOICE (OPERATIONS RESEARCH); TRAVELLER BEHAVIOUR
(TRANSPORTATION AND TRAFFIC); TRANSPORTTHEORIE+ …

A forward Monte Carlo method for American options pricing

DWC Miao, YH Lee - Journal of Futures Markets, 2013 - Wiley Online Library
This study proposes a forward Monte Carlo method for the pricing of American options. The
main advantage of this method is that it does not use backward induction as required by …

Demographic factors impact children's moral development in postwar Taiwan: Modeling naturalistic observations from historical texts

Z Sui, Q Wang, J Xu - 2023 - researchsquare.com
A core issue in the interdisciplinary study of human morality is its ontogeny in diverse
cultures, but systematic, naturalistic data in specific cultural contexts are rare to find. This …

A spatial model of agricultural land use with climate change for the Canadian Prairies

S Robertson - 2012 - era.library.ualberta.ca
Climate change is expected to drive major changes in agricultural production around the
world, but estimates of the economic impact of these changes for Canadian agricultural …

Demystifying credit risk derivatives and securitization: Introducing the basic ideas to undergraduates

A Cifuentes, BK Pagnoncelli - The Journal of Derivatives, 2014 - pm-research.com
Securitization has been a significant breakthrough in our ability to manage financial risk. In
the same way that a futures contract permits exposure to price risk to be separated from …

Calculating the Conditional Value at Risk in IS Projects: Towards a Single Measure of Project Risk

M Sutter, M Schermann, S Hoermann, H Krcmar - 2011 - aisel.aisnet.org
Risk management in IT projects still is more an art than a science. Reliable figures about the
risks of a project portfolio still depend on intuition and experience of project managers. A …

Optimisation de la densité de reboisement en fonction des grades de qualité des bois sciés

T Dändliker - 2021 - corpus.ulaval.ca
Résumé Des semis mis en terre aux produits sciés, la création de richesse guide les efforts
du sylviculteur, l'objectif étant de générer des revenus qui surpassent les coûts de plantation …

[CITATION][C] Greek Factor Basis Function of the Least-Squares Monte Carlo Approach to American Option Valuation

YH Lee - Available at SSRN 4170880, 2022