An efficient control variate method for appointment scheduling with patient unpunctuality

2019 ◽  
Vol 90 ◽  
pp. 116-129
Author(s):  
Matthias Deceuninck ◽  
Stijn De Vuyst ◽  
Dieter Fiems
Keyword(s):  
Appointment Scheduling ◽  
Control Variate ◽  
Efficient Control

Efficient Monte Carlo Simulation for Pricing Variance Derivatives under Multi-Factor Stochastic Volatility Models

2013 ◽  
Vol 411-414 ◽  
pp. 1089-1094
Author(s):  
Jun Mei Ma ◽  
Gui Ding Gu
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Stochastic Volatility ◽  
High Efficiency ◽  
Stochastic Volatility Models ◽  
Control Variate ◽  
Volatility Models ◽  
High Efficient ◽  
Efficient Control ◽  
Speed Up

This paper studied the pricing of variance swap derivatives under the multi-factor stochastic volatility models by Monte Carlo simulation. Control variate technique was well used to reduce the variance of the simulation effectively. How to choose the high efficient control variate was also contained. Then the numerical results show the high efficiency of the speed up method. The pricing structure in the paper is also applicable for the valuation of other types of variance swaps and other financial derivatives under multi-factor models.

Overbooked and Overlooked: Machine Learning and Racial Bias in Medical Appointment Scheduling

2019 ◽  
Author(s):  
Michele Samorani ◽  
Shannon Harris ◽  
Linda Goler Blount ◽  
Haibing Lu ◽  
Michael A. Santoro
Keyword(s):  
Machine Learning ◽  
Racial Bias ◽  
Appointment Scheduling ◽  
Medical Appointment
Sign in / Sign up

Export Citation Format

Share Document