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subject:"Probability theory"
subject:"Simulation"
~isPartOf:"Finance research letters"
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Estimation theory"
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Finance research letters
Journal of econometrics
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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Econometric reviews
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European journal of operational research : EJOR
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Statistics in transition : an international journal of the Polish Statistical Association
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International journal of forecasting
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1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
Sequential elimination : fast sorts for unbiased quantile estimation
Palandri, Alessandro
- In:
Finance research letters
33
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012430872
Saved in:
3
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan
;
Mahmoodi, Safieh
;
Jahandideh, Mohammad-Taghi
- In:
Finance research letters
30
(
2019
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
Saved in:
4
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
5
Efficient estimation of unconditional capital by Monte Carlo simulation
Ferrer, Alex
;
Casals, José
;
Sotoca, Sonia
- In:
Finance research letters
16
(
2016
),
pp. 75-84
Persistent link: https://www.econbiz.de/10011655082
Saved in:
6
Robust estimation of skewness and kurtosis in distributions with infinite higher moments
Bonato, Matteo
- In:
Finance research letters
8
(
2011
)
2
,
pp. 77-87
Persistent link: https://www.econbiz.de/10009301294
Saved in:
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