Stochastic market modeling with Gaussian Quadratures: Do rotations of Stroud's octahedron matter?

Author:

Artavia Marco,Grethe Harald,Zimmermann Georg

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference40 articles.

1. Estimates of Distortions to Agricultural Incentives: 1955 to 2007;Anderson,2008

2. Revisiting the fallacy of free trade;Arndt;Rev. Int. Econ.,1997

3. Stochastic multi-market modeling with efficient quadratures: does the rotation of Stroud's octahedron matter?;Artavia,2014

4. Correlated order three Gaussian quadratures in stochastic simulation modelling;Artavia,2009

5. European Simulation Model (ESIM) in GAMS: Model Documentation, Model documentation prepared for DG;Banse,2005

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