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Conditional distribution resampling for time series
Diks, Cees; Borovkova, Svetlana - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345637
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Agriculture: transition buffer or black hole? A three-state model of employment dynamics
Voicu, Alexandru - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005132924
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Valuing Path Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge
Webber, Nick; Ribeiro, Claudia - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005170606
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A Numerical Solution to American Style Options on Commodities
Burrage, Kevin; Alcock, Jamie; Barbu, Monica - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005537812
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A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge
Webber, Nick; Ribeiro, Claudia - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005537821