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~institution:"Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam"
~institution:"Society for Computational Economics - SCE"
~person:"Rasmusson, Lars"
~subject:"Bayesian inference"
~subject:"GMM"
~subject:"Gibbs Sampling"
~subject:"Markov chain Monte Carlo"
~subject:"business cycles"
~subject:"importance sampling"
~subject:"option pricing"
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Rasmusson, Lars
van Dijk, Herman K.
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
Society for Computational Economics - SCE
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Computing in Economics and Finance 2002
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Evaluating the CDF for m weighted sums of n correlated lognormal random variables
Rasmusson, Lars
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Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005706596
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