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Student t-tests and compound tests to detect transients in simulated time series
Ockerman, Daniel H.; Goldsman, David - In: European journal of operational research : EJOR 116 (1999) 3, pp. 681
Persistent link: https://www.econbiz.de/10006667219
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On valuing and hedging European options when volatility is estimated directly
Popovic, Ray; Goldsman, David Morris - In: European journal of operational research : EJOR 218 (2012) 1, pp. 124-131
Persistent link: https://www.econbiz.de/10009501057
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Folded overlapping variance estimators for simulation
Meterelliyoz, Melike; Alexopoulos, Christos; Goldsman, … - In: European journal of operational research : EJOR 220 (2012) 1, pp. 135-146
Persistent link: https://www.econbiz.de/10009531558
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On valuing and hedging European options when volatility is estimated directly
Popovic, Ray; Goldsman, David - In: European journal of operational research : EJOR 218 (2012) 1, pp. 124-132
Persistent link: https://www.econbiz.de/10009818514
Cover Image
Folded overlapping variance estimators for simulation
Meterelliyoz, Melike; Alexopoulos, Christos; Goldsman, David - In: European journal of operational research : EJOR 220 (2012) 1, pp. 135-147
Persistent link: https://www.econbiz.de/10009838668