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~person:"McAleer, Michael"
~person:"Merz, Joachim"
~person:"Peterson, Sonja"
~person:"Stachurski, John"
~subject:"Stochastischer Prozess"
~type_genre:"Working Paper"
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McAleer, Michael
Merz, Joachim
Peterson, Sonja
Stachurski, John
Kleijnen, Jack P. C.
9
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Mehdad, Ehsan
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Kamihigashi, Takashi
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Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
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ECONIS (ZBW)
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Exact sampling from the stationary distribution of entry-exit models
Kamihigashi, Takashi
;
Stachurski, John
-
2013
Persistent link: https://www.econbiz.de/10009715087
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2
Exact draws from the stationary distribution of entry-exit models
Kamihigashi, Takashi
;
Stachurski, John
-
2012
Persistent link: https://www.econbiz.de/10009669648
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3
Exact draws from the stationary distribution of entry-exit models
Kamihigashi, Takashi
;
Stachurski, John
-
2012
Persistent link: https://www.econbiz.de/10009631183
Saved in:
4
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
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