๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A new simulation modelling approach to continuous berth allocation

โœ Scribed by Esmer, Soner; Yildiz, Gokalp; Tuna, Okan

Book ID
120567802
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
239 KB
Volume
16
Category
Article
ISSN
1367-5567

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

A new simulation approach to the LIBOR m
A new simulation approach to the LIBOR market model
โœ Henry Schellhorn; Zhihua Chen ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 554 KB

This article suggests a new approach for conducting Monte Carlo simulation within the BGM/J LIBOR model. We define a double layer of forwards that span the simulation horizon. These forwards define what we call the "double layer" forward (DLF) simulation scheme. Simulations can be up to another leve

An Introduction to Statistical Computing
An Introduction to Statistical Computing (A Simulation-based Approach) || Continuous-Time Models
โœ Voss, Jochen ๐Ÿ“‚ Article ๐Ÿ“… 2013 ๐Ÿ› John Wiley & Sons Ltd ๐ŸŒ English โš– 943 KB

This Is A Book About Exploring Random Systems Using Computer Simulation And Thus, This Book Combines Two Different Topic Areas Which Have Always Fascinated Me: The Mathematical Theory Of Probability And The Art Of Programming Computers-- Jochen Voss, School Of Mathematics, University Of Leeds, Uk. I