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financial derivatives and real options: an empirical evaluation of sampling methods in risk analysis simulation: quasi-monte carlo, descriptive sampling, and Latin Hypercube sampling.
Eduardo Saliby
Flavio Pacheco
Published in:
WSC (2002)
Keyphrases
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sampling methods
risk analysis
latin hypercube sampling
real option
random sampling
risk management
decision making
sampling algorithm
risk assessment
class imbalance
risk factors
information security
original data
fuzzy numbers
decision makers
training set
influence diagrams