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Statistical tests for cross-validation of Kriging models
Kleijnen, Jack P. C.; Beers, Wim C. M. van - 2019
Persistent link: https://www.econbiz.de/10012010856
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Kriging in multi-response simulation, including a Monte Carlo laboratory
Kleijnen, Jack P. C.; Mehdad, Ehsan - 2012
Persistent link: https://www.econbiz.de/10009540466
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Convex and monotonic bootstrapped kriging
Kleijnen, Jack P. C.; Mehdad, Ehsan; Beers, Wim C. M. van - 2012
Persistent link: https://www.econbiz.de/10009611821
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The correct kriging variance estimated by bootstrapping
Hertog, Dirk den (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002079728
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Performance of Delta-hedging strategies in interval models : a robustness study
Roorda, Berend; Engwerda, Jacob Christiaan; Schumacher, Hans - 1999
Persistent link: https://www.econbiz.de/10000168292
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New evidence on price and volatility effects of stock option introductions
Kabir, Rezaul - 1997
Persistent link: https://www.econbiz.de/10000959703
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Robust one period option modelling
Lutgens, Frank Johannes Willem (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733026
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Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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Classic Kriging versus Kriging with bootstrapping or bonditional simulation : classic Kriging's robust confidence intervals and optimization
Mehdad, Ehsan; Kleijnen, Jack P. C. - 2014 - Revised version of CentER DP 2013-038
Persistent link: https://www.econbiz.de/10011285515
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Variance reduction techniques in Monte Carlo methods
Kleijnen, Jack P. C.; Ridder, Ad A. N.; Rubinstein, … - 2010
Persistent link: https://www.econbiz.de/10008748420