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Adaptive polar sampling : a class of flexible and robust Monte Carlo integration methods
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702115
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Adaptive radial-based direction sampling : some flexible and robust Monte Carlo integration methods
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van; … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784030
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On Bayesian structural inference in a Simultaneous Equation Model
Dijk, Herman K. van (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678732
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Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
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Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799