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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001380392
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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1998
Persistent link: https://www.econbiz.de/10001355935
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Estimating income mobility in Colombia using maximum entropy econometrics
Morley, Samuel; Robinson, Sherman; Harris, Rebecca Lee - 1999 - Rev
Persistent link: https://www.econbiz.de/10001366370
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The cross-entropy method with patching for rare-event simulation of large Markov chains
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
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Importance sampling simulations of Markovian reliability systems using cross entropy
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
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A large deviation approach to the measurement of mobility
Aebi, Robert (contributor); Neusser, Klaus (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10002601621
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Importance sampling simulations Markovian reliability systems using cross entropy
Ridder, Ad - 2004
Persistent link: https://www.econbiz.de/10001928203
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The cross-entopy method with patching for rare-event simulation of large Markov chains
Kaynar, Bahar; Ridder, Ad - 2009
Persistent link: https://www.econbiz.de/10003888073
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Semiparametric cross entropy for rare-event simulation
Botev, Zdravko I.; Ridder, Ad; Rojas-Nandayapa, Leonardo - 2013
Persistent link: https://www.econbiz.de/10010191281
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Probabilistic bounded relative error property for learning rare event simulation techniques
Ridder, Ad; Tuffin, Bruno - 2012
Persistent link: https://www.econbiz.de/10009722965