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Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki - 2002
Persistent link: https://www.econbiz.de/10001721476
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Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki - 2002
Persistent link: https://www.econbiz.de/10001721470
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On the suboptimality of single-factor exercise strategies for Bermudan swaptions
Svenstrup, Mikkel - 2002
Persistent link: https://www.econbiz.de/10001746717
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On the consistency of the two-step estimates of the MS-DFM : a Monte Carlo study
Doz, Catherine; Petronevich, Anna - 2017
Persistent link: https://www.econbiz.de/10011751519
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Bootstrap methods for inference in the Parks model
Moundigbaye, Mantobaye; Messemer, Clarisse; Parks, … - 2017 - Rev. edition
Persistent link: https://www.econbiz.de/10011886419
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Using monte carlo experiments to select meta-analytic estimators
Hong, Sanghyun; Reed, W. Robert - 2020 - Revision
Persistent link: https://www.econbiz.de/10012426564
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Estimation of dynastic life-cycle discrete choice models
Gayle, George-Levi; Golan, Limor; Soytas, Mehmet A. - 2015
Persistent link: https://www.econbiz.de/10011346742
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Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk
Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - 2019
Persistent link: https://www.econbiz.de/10012100535
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Meta-analysis and publication bias : how well does the FAT-PET-PEESE Procedure work?
Alinaghi, Nazila; Reed, W. Robert - 2017 - Revision
Persistent link: https://www.econbiz.de/10011743444