EconPapers    
Economics at your fingertips  
 

Simulation Programming with VBASim

Barry L. Nelson
Additional contact information
Barry L. Nelson: Northwestern University

Chapter Chapter 4 in Foundations and Methods of Stochastic Simulation, 2013, pp 41-78 from Springer

Abstract: Abstract This chapter shows how simulations of some of the examples in Chap. 3 can be programmed in VBASim. The goals of the chapter are to introduce VBASim, and to hint at the experiment design and analysis issues that will be covered in later chapters. A complete listing of the VBASim source code can be found in Appendix A. This chapter can be skipped without loss of continuity; Java and Matlab versions of the source code and this chapter may be found at the book website.

Keywords: Arrival Rate; Interarrival Time; Asian Option; Event Calendar; Entity Object (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-1-4614-6160-9_4

Ordering information: This item can be ordered from
http://www.springer.com/9781461461609

DOI: 10.1007/978-1-4614-6160-9_4

Access Statistics for this chapter

More chapters in International Series in Operations Research & Management Science from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-04-01
Handle: RePEc:spr:isochp:978-1-4614-6160-9_4