Deterministic versus stochastic sensitivity analysis in investment problems: An environmental case study

DOI10.1016/S0377-2217(01)00236-3zbMATH Open0998.91024OpenAlexW2133063888MaRDI QIDQ1848613FDOQ1848613

Authors: Jack P. C. Kleijnen, Willem J. H. van Groenendaal 

Publication date: 13 November 2002

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(01)00236-3

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zbMATH Keywords

experimental designsensitivity analysissimulationinvestment analysis

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• Title not available (Why is that?)
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• Searching for important factors in simulation models with many factors: Sequential bifurcation
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• Estimating NPV variability for deterministic models
• A Measure of Top-Down Correlation
• Title not available (Why is that?)

Cited In (4)

• Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods
• Sensitivity analysis: a review of recent advances
• Decision-based scenario clustering for decision-making under uncertainty
• What drives value creation in investment projects? An application of sensitivity analysis to project finance transactions

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