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ECONIS (ZBW)
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Ensemble MCMC sampling for robust bayesian inference
Böhl, Gregor
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CeNDEF working paper
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2022
)
2
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pp. 1-39
Persistent link: https://www.econbiz.de/10014377678
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Weak approximation for a black-scholes type regime switching model
Kohatsu-Higa, Arturo
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Tanaka, Akihiro
- In:
Applied mathematical finance
31
(
2024
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10015194417
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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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Valuation of R&D investment opportunities with the threat of compentitors entry in real option analysis
Villani, Giovanni
- In:
Computational economics
43
(
2014
)
3
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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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Effects of scheme default insurance on decisions and financial outcomes in defined benefit pension schemes
Butt, Adam
- In:
Annals of actuarial science : publ. by the Institute of …
7
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2013
)
2
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pp. 288-307
Persistent link: https://www.econbiz.de/10010188100
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Some pitfalls in smooth transition models estimation : a Monte Carlo study
Maugeri, Novella
- In:
Computational economics
44
(
2014
)
3
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pp. 339-378
Persistent link: https://www.econbiz.de/10010489076
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Generating random optimising choices
Heufer, Jan
- In:
Computational economics
44
(
2014
)
3
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pp. 295-305
Persistent link: https://www.econbiz.de/10010489079
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Testing weak exogeneity in cointegrated panels
Moral-Benito, Enrique
;
Servén, Luis
- In:
Applied economics
47
(
2015
)
28/30
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pp. 3116-3228
Persistent link: https://www.econbiz.de/10011289328
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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
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2014/2015
)
3
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pp. 262-271
Persistent link: https://www.econbiz.de/10011486654
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