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Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua, (2024)
Chapter 8 Growth Econometrics
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Parameter estimation of the Heston volatility model with jumps in the asset prices
Gruszka, Jarosław, (2023)
Sensitivity analysis in Monte Carlo Simulation of stochastic activity networks
Fu, Michael, (2006)
Optimal importance sampling in securities pricing
Su, Yi, (2002)
Pricing continuous Asian options : a comparison of Monte Carlo and Laplace transform inversion methods
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