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Model risk for barrier options when priced under different lévy dynamics
Mbakwe, Chidnima - 2011
Thesis (MSc (Mathematical Sciences))--University of Stellenbosch, 2011.
Persistent link: https://www.econbiz.de/10009429599
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Convenient multiple directions of stratification
Jourdain, Benjamin; Lapeyre, Bernard; Sabino, Piergiacomo - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 867-897
Persistent link: https://www.econbiz.de/10009380998
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Testing weak exogeneity in cointegrated panels
Moral-Benito, Enrique; Servén, Luis - In: Applied economics 47 (2015) 28/30, pp. 3116-3228
Persistent link: https://www.econbiz.de/10011289328
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A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.; Platen, Eckhard - 2014
Persistent link: https://www.econbiz.de/10011344801
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Valuation of R&D investment opportunities with the threat of compentitors entry in real option analysis
Villani, Giovanni - In: Computational economics 43 (2014) 3, pp. 330-355
Persistent link: https://www.econbiz.de/10010258806
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Likelihood-based estimation of dynamic panels with predetermined regressors
Moral-Benito, Enrique - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 451-472
Persistent link: https://www.econbiz.de/10010337857
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Impact of bias in the estimation of American-style options by Monte Carlo simulation
Anukal Chiralaksanakul - In: Journal of modelling in management 11 (2016) 2, pp. 644-659
Persistent link: https://www.econbiz.de/10011529578
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An empirical analysis of scenario generation methods for stochastic optimization
Löhndorf, Nils - In: European journal of operational research : EJOR 255 (2016) 1, pp. 121-132
Persistent link: https://www.econbiz.de/10011530843
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Monte Carlo simulation as a service in the Cloud
Chang, Victor; Walters, Robert John; Wills, Gary - In: International journal of business process integration … 7 (2014/2015) 3, pp. 262-271
Persistent link: https://www.econbiz.de/10011486654
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Some pitfalls in smooth transition models estimation : a Monte Carlo study
Maugeri, Novella - In: Computational economics 44 (2014) 3, pp. 339-378
Persistent link: https://www.econbiz.de/10010489076