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ECONIS (ZBW)
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Incorporating short data into large mixed-frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014295389
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2
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.
;
Zhu, Dan
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
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3
An exact method for the sensitivity analysis of systems simulated by rejection techniques
Joshi, Mark S.
;
Zhu, Dan
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 875-888
Persistent link: https://www.econbiz.de/10011521858
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4
The efficient computation and the sensitivity analysis of finite-time ruin probabilities and the estimation of risk-based regulatory capital
Joshi, Mark S.
;
Zhu, Dan
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 431-467
Persistent link: https://www.econbiz.de/10011576782
Saved in:
5
An exact and efficient method for computing cross-Gammas of Bermudan swaptions and cancelable swaps under the Libor market model
Joshi, Mark S.
;
Zhu, Dan
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10011639618
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6
Hybrid unadjusted Langevin methods for high-dimensional latent variable models
Loiza-Maya, Ruben
;
Nibbering, Didier
;
Zhu, Dan
- In:
Journal of econometrics
241
(
2024
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015075170
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7
Generic improvements to least squares monte carlo methods with applications to optimal stopping problems
Wei, Wei
;
Zhu, Dan
- In:
European journal of operational research : EJOR
298
(
2022
)
3
,
pp. 1132-1144
Persistent link: https://www.econbiz.de/10013206929
Saved in:
8
Multi-population mortality modelling : a Bayesian hierarchical approach
Shi, Jianjie
;
Shi, Yanlin
;
Wang, Pengjie
;
Zhu, Dan
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 46-74
Persistent link: https://www.econbiz.de/10014485594
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9
Fast posterior sampling in tightly identifed SVARs using 'soft' sign restrictions
Read, Matthew
;
Zhu, Dan
-
2025
Persistent link: https://www.econbiz.de/10015406664
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10
Discussion of "Forecasting macroeconomic variables using collapsed dynamic factor analysis" by Falk Bräuning and Siem Jan Koopman
Mitchell, James
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 585-588
Persistent link: https://www.econbiz.de/10010513602
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