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Chernov, Mikhail - 2015

% (and can be as high as 40%) of total currency risk, as measured by the entropy of exchange rate changes, over horizons of …

Persistent link: https://www.econbiz.de/10013037072

Laurent, Jean-Paul; Leisen, Dietmar - 1999

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Laurent, Jean-Paul; Leisen, Dietmar - 1998

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Morley, Samuel; Robinson, Sherman; Harris, Rebecca Lee - 1999 - Rev

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Kaynar, Bahar; Ridder, Ad - 2009

which partitions the state space and applies the cross-entropy method to each partition. We investigate two versions of our …

Persistent link: https://www.econbiz.de/10011379128

Ridder, Ad - 2004

This paper reports simulation experiments, applying the cross entropy method suchas the importance sampling algorithm …

Persistent link: https://www.econbiz.de/10011334846

Aebi, Robert (contributor); Neusser, Klaus (contributor); … - 2002

Persistent link: https://www.econbiz.de/10002601621

Ridder, Ad - 2004

Persistent link: https://www.econbiz.de/10001928203

Kaynar, Bahar; Ridder, Ad - 2009

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Botev, Zdravko I.; Ridder, Ad; Rojas-Nandayapa, Leonardo - 2013

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