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isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Least squares method"
~type_genre:"Article in journal"
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Least squares Monte Carlo credit value adjustment with small and unidirectional bias
Joshi, Mark S.
;
Kwon, Oh Kang
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686744
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2
Estimating residual hedging risk with least-squares Monte Carlo
Ankirchner, Stefan
;
Pigorsch, Christian
;
Schweizer, Nikolaus
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498866
Saved in:
3
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function
Belsley, David A.
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1379-1396
Persistent link: https://www.econbiz.de/10001668343
Saved in:
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