Advancements in Simulation Methodologies Simulation is getting a serious upgrade, and it’s not just about faster computers ...
We present a stochastic simulation model for estimating forward-looking corporate probability of default and loss given default. We formulate the model in a discrete time frame, apply ...
Erkyihun S.T., E Zagona, B. Rajagopalan, (2017). “Wavelet and Hidden Markov-Based Stochastic Simulation Methods Comparison on Colorado River Streamflow,” Journal of Hydrologic Engineering 2017, 22(9): ...
This is a preview. Log in through your library . Abstract This paper analyses the stochastic simulation of econometric models using three different methods for ...