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Financial statistics and risk management : an overview
Chen, Rong; Mykland, Per A.; Yao, Qiwei - In: Journal of econometrics 194 (2016) 2, pp. 203-204
Persistent link: https://www.econbiz.de/10011705103
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Financial statistics and risk management
Chen, Rong (ed.); Mykland, Per A. (ed.); Yao, Qiwei (ed.) - 2016
Persistent link: https://www.econbiz.de/10011705221
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On generating Monte Carlo samples of continuous diffusion bridges
Lin, Ming; Chen, Rong; Mykland, Per A. - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 820-838
Persistent link: https://www.econbiz.de/10008736836