✦ LIBER ✦

Adjoint-based Monte Carlo calibration of financial market models

✍ Scribed by C. Kaebe; J. H. Maruhn; E. W. Sachs

Publisher: Springer-Verlag
Year: 2009
Tongue: English
Weight: 585 KB
Volume: 13
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s00780-009-0097-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

MLE of some continuous time financial mo

MLE of some continuous time financial models: Some Monte Carlo results

✍ Y.K. Tse 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 362 KB

A self-adjusted Monte Carlo simulation a

A self-adjusted Monte Carlo simulation as a model for financial markets with central regulation

✍ Denis Horváth; Martin Gmitra; Zoltán Kuscsik 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 619 KB

Monte Carlo efficiency calibration of a

Monte Carlo efficiency calibration of a neutron generator-based total-body irradiator

✍ Roman J. Shypailo; K. J. Ellis 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 411 KB

Microscopic model of financial markets b

Microscopic model of financial markets based on belief propagation

✍ Shijun Wang; Changshui Zhang 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 352 KB

Interpolation modeling of S-parameter da

Interpolation modeling of S-parameter data bases for use in Monte Carlo simulations

✍ Campbell, Lowell L. ;Purviance, John E. 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 958 KB

## Abstract A statistical interpolation technique is presented for modeling S‐parameter measurements for use in statistical analysis and design of circuits. This is accomplished by interpolating among the measurements in an S‐parameter data base in a statistically valid manner.

Modeling of Submicron Si1—xGex-Based MOS

Modeling of Submicron Si1—xGex-Based MOSFETs by Self-Consistent Monte Carlo Simulation

✍ G. F. Formicone; D. Vasileska; D. K. Ferry 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 146 KB