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An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function
Belsley, David A. - In: Journal of economic dynamics & control 26 (2002) 9/10, pp. 1379-1396
Persistent link: https://www.econbiz.de/10001668343
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Structural estimation of real options models
Gamba, Andrea; Tesser, Matteo - In: Journal of economic dynamics & control 33 (2009) 4, pp. 798-816
Persistent link: https://www.econbiz.de/10003844040
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A Monte Carlo approach for the American put under stochastic interest rates
Lindset, Snorre; Lund, Arne-Christian - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1081-1105
Persistent link: https://www.econbiz.de/10003443353
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Applications of randomized low discrepancy sequences to the valuation of complex securities
Tan, Ken Seng; Boyle, Phelim P. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1747-1782
Persistent link: https://www.econbiz.de/10001508772
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Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule
García, Diego - In: Journal of economic dynamics & control 27 (2003) 10, pp. 1855-1879
Persistent link: https://www.econbiz.de/10001755436
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Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher; Joshi, Mark S.; Tang, Robert - In: Journal of economic dynamics & control 37 (2013) 7, pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
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Hedging using simulation : a least squares approach
Tebaldi, Claudio - In: Journal of economic dynamics & control 29 (2005) 8, pp. 1287-1312
Persistent link: https://www.econbiz.de/10003002256
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Equilibrium Heterogeneous-Agent models as measurement tools : some Monte Carlo evidence
Cozzi, Marco - In: Journal of economic dynamics & control 39 (2014), pp. 208-226
Persistent link: https://www.econbiz.de/10010388749
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Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
Cong, F.; Oosterlee, Cornelis Willebrordus - In: Journal of economic dynamics & control 64 (2016), pp. 23-38
Persistent link: https://www.econbiz.de/10011708209
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Quantum monte carlo for economics : stress testing and macroeconomic deep learning
Skavysh, Vladimir; Priazhkina, Sofia; Guala, Diego; … - In: Journal of economic dynamics & control 153 (2023), pp. 1-30
Persistent link: https://www.econbiz.de/10014479201