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Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10011441011
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Numerical solutions of asymmetric, First-Price, Independent Private Values auctions
Gayle, Wayne-Roy; Richard, Jean-François - In: Computational economics 32 (2008) 3, pp. 245-278
Persistent link: https://www.econbiz.de/10003760560
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Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia; Richard, Jean-François - In: Computational economics 53 (2019) 3, pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
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Empirical Game Theoretic Models: Computational Issues
Armantier, Olivier; Richard, Jean-François - In: Computational economics 15 (2000) 1, pp. 3-24
Persistent link: https://www.econbiz.de/10007050799