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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"European journal of operational research : EJOR"
~person:"Fabozzi, Frank J."
~person:"Omrane, Abdennebi"
~subject:"Derivative"
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Fabozzi, Frank J.
Omrane, Abdennebi
Kumbhakar, Subal
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European journal of operational research : EJOR
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An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
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2
Asymptotic formulas for the derivates of probability functions and their Monte Carlo estimations
Garnier, Josselin
;
Omrane, Abdennebi
;
Rouchdy, Youssef
- In:
European journal of operational research : EJOR
198
(
2009
)
3
,
pp. 848-858
Persistent link: https://www.econbiz.de/10003857819
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