Monte Carlo simulation of present value of cash flows

DOI10.55630/SERDICA.2022.48.297-306MaRDI QIDQ7005315zbMATH OpenFDO

Authors Reza Habibi

Publication date 1 April 2025

Published in Serdica Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.55630/SERDICA.2022.48.297-306

zbMATH Keywords

ARTAcash flowcause factorinfinite seriesMonte Carlopresent valuestopping time

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17) Monte Carlo methods (65C05)

Cites work

• Approximating the distribution of the maximum partial sum of normal deviates
• Autoregressive to anything: Time-series input processes for simulation
• scientific article; zbMATH DE number 6195730 (Why is no real title available?)
• Monte Carlo Simulation of Infinite Series
• Response surface methodology. Process and product optimization using designed experiments

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