Monte Carlo sampling and variance reduction techniques
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1994-1.
Date of creation: 1994
Date of revision:
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Web page: http://center.uvt.nl
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Paul Glasserman & David D. Yao, 1992. "Some Guidelines and Guarantees for Common Random Numbers," Management Science, INFORMS, vol. 38(6), pages 884-908, June.
- Kleijnen, J.P.C. & Groenendaal, W.J.H. van, 1992. "Simulation: A statistical perspective," Open Access publications from Tilburg University urn:nbn:nl:ui:12-388278, Tilburg University.
- Joan M. Donohue & Ernest C. Houck & Raymond H. Myers, 1992. "Simulation Designs for Quadratic Response Surface Models in the Presence of Model Misspecification," Management Science, INFORMS, vol. 38(12), pages 1765-1791, December.
- Schmitt, Christian, 1996. "Option pricing using EGARCH models," ZEW Discussion Papers 96-20, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
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