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DateTitle Authors
2001 A method to generate multivariate data with moments arbitrary close to the desired momentsLyhagen, Johan
2010 Adaptive hybrid Metropolis-Hastings samplers for DSGE modelsStrid, Ingvar / Giordani, Paolo / Kohn, Robert
2000 Gain, loss, and asset pricing: It is much easier ; a noteLongarela, Iñaki R.
2013 Sequential Monte Carlo for Counting Vertex Covers in General GraphsVaisman, Radislav / Botev, Zdravko / Ridder, Ad
2013 Semiparametric Cross Entropy for Rare-Event SimulationBotev, Zdravko / Ridder, Ad / Rojas-Nandayapa, Leonardo
2004 A Fixed Point Theorem for Discontinuous FunctionsHerings, Jean-Jacques / van der Laan, Gerard / Talman, Dolf / Yang, Zaifu
2006 Why the Rotation Count Algorithm worksLord, Roger / Kahl, Christian
2005 Series Expansions for Finite-State Markov ChainsHeidergott, Bernd / Hordijk, Arie / van Uitert, Miranda
2006 A Comparison of Biased Simulation Schemes for Stochastic Volatility ModelsLord, Roger / Koekkoek, Remmert / van Dijk, Dick
2006 Optimal Fourier Inversion in Semi-analytical Option PricingLord, Roger / Kahl, Christian

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