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~institution:"CESifo"
~institution:"Centro de Estudios Monetarios y Financieros (CEMFI)"
~institution:"Society for Computational Economics - SCE"
~isPartOf:"Computing in Economics and Finance 2003"
~subject:"Bridge method"
~subject:"GMM"
~subject:"Gibbs Sampling"
~subject:"Markov chain Monte Carlo"
~subject:"Monte Carlo methods"
~subject:"option pricing"
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CESifo
Centro de Estudios Monetarios y Financieros (CEMFI)
Society for Computational Economics - SCE
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Computing in Economics and Finance 2003
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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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2
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
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2003
Persistent link: https://www.econbiz.de/10005170606
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3
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
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