Reducing bias in event time simulations via measure changes

Kay Giesecke, Alexander Shkolnik

Year of publication:	2022
Authors:	Giesecke, Kay ; Shkolnik, Alexander
Published in:	Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 47.2022, 2, p. 969-988
Subject:	changes of measure \| event timing \| Monte Carlo methods \| point processes \| simulation bias \| time scaling \| Simulation \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Systematischer Fehler \| Bias \| Theorie \| Theory \| Messung \| Measurement \| Zeit \| Time

Online Resource

Check full text access |

More access options

doi.org

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10013365043

A service of the