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How to Implement an Accurate and Effective Costing System in Manufacturing Organizations
Activity-based Costing Cost Allocation Costing Methods
2016/1/26
The objective of the article is to define rules for establishing a high quality costing system to measure the costs of products, customers, and other cost objects in a manufacturing enterprise. The pr...
Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
Numerical stability accurate stochastic simulation method the dynamic economic model
2015/7/21
Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models.
Efficient and accurate log-Lévy approximations to Lévy driven LIBOR models
LIBOR market model L´ evy processes drift term Picard approximation option pricing caps swaptions annuities
2011/7/4
The LIBOR market model is very popular for pricing inter-
est rate derivatives, but is known to have several pitfalls. In addition, if
the model is driven by a jump process, then the complexity of t...