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DateTitle Authors
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
2001 Imputation of gross amounts from net incomes in household surveys: An application using EUROMODImmervoll, Herwig / O'Donoghue, Cathal
2015 The weekend effect: An exploitable anomaly in the Ukrainian stock market?Caporale, Guglielmo Maria / Gil-Alana, Luis / Plastun, Alex
2013 Unemployment benefits and financial factors in an agent-based macroeconomic modelRiccetti, Luca / Russo, Alberto / Gallegati, Mauro
2004 Efficient computation of option price sensitivities for options of American styleWallner, Christian / Wystup, Uwe
2005 The convergence of optimization based estimators : theory and application to a GARCH-modelWinker, Peter / Maringer, Dietmar
2010 Simulation-based valuation of project finance: does model complexity really matter?Weber, Florian / Schmid, Thomas / Pietz, Matthäus / Kaserer, Christoph
2014 Intraday anomalies and market efficiency: A trading robot analysisCaporale, Guglielmo Maria / Gil-Alana, Luis / Plastun, Alex / Makarenko, Inna

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