Cong, F.; Oosterlee, C. W. Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation. (English) Zbl 1401.91513 J. Econ. Dyn. Control 64, 23-38 (2016). MSC: 91G10 91G60 PDFBibTeX XMLCite \textit{F. Cong} and \textit{C. W. Oosterlee}, J. Econ. Dyn. Control 64, 23--38 (2016; Zbl 1401.91513) Full Text: DOI
Schmitt, Noemi; Westerhoff, Frank Speculative behavior and the dynamics of interacting stock markets. (English) Zbl 1402.91897 J. Econ. Dyn. Control 45, 262-288 (2014). MSC: 91G60 91B69 PDFBibTeX XMLCite \textit{N. Schmitt} and \textit{F. Westerhoff}, J. Econ. Dyn. Control 45, 262--288 (2014; Zbl 1402.91897) Full Text: DOI Link
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex No-arbitrage ROM simulation. (English) Zbl 1402.91891 J. Econ. Dyn. Control 45, 66-79 (2014). MSC: 91G60 91G80 PDFBibTeX XMLCite \textit{A. Geyer} et al., J. Econ. Dyn. Control 45, 66--79 (2014; Zbl 1402.91891) Full Text: DOI
Joshi, Mark; Yang, Chao Fast delta computations in the swap-rate market model. (English) Zbl 1209.91168 J. Econ. Dyn. Control 35, No. 5, 764-775 (2011). MSC: 91G60 91G20 91G30 PDFBibTeX XMLCite \textit{M. Joshi} and \textit{C. Yang}, J. Econ. Dyn. Control 35, No. 5, 764--775 (2011; Zbl 1209.91168) Full Text: DOI
Josephson, Jens A numerical analysis of the evolutionary stability of learning rules. (English) Zbl 1181.91029 J. Econ. Dyn. Control 32, No. 5, 1569-1599 (2008). MSC: 91A22 91A26 65C05 PDFBibTeX XMLCite \textit{J. Josephson}, J. Econ. Dyn. Control 32, No. 5, 1569--1599 (2008; Zbl 1181.91029) Full Text: DOI Link
Everaert, Gerdie; Pozzi, Lorenzo Bootstrap-based bias correction for dynamic panels. (English) Zbl 1201.62140 J. Econ. Dyn. Control 31, No. 4, 1160-1184 (2007). MSC: 62P20 62G09 65C05 PDFBibTeX XMLCite \textit{G. Everaert} and \textit{L. Pozzi}, J. Econ. Dyn. Control 31, No. 4, 1160--1184 (2007; Zbl 1201.62140) Full Text: DOI
Lindset, Snorre; Lund, Arne-Christian A Monte Carlo approach for the American put under stochastic interest rates. (English) Zbl 1201.91203 J. Econ. Dyn. Control 31, No. 4, 1081-1105 (2007). MSC: 91G20 91G60 65C05 PDFBibTeX XMLCite \textit{S. Lindset} and \textit{A.-C. Lund}, J. Econ. Dyn. Control 31, No. 4, 1081--1105 (2007; Zbl 1201.91203) Full Text: DOI
Tebaldi, Claudio Hedging using simulation: a least squares approach. (English) Zbl 1198.91215 J. Econ. Dyn. Control 29, No. 8, 1287-1312 (2005). MSC: 91G20 91G60 65C60 PDFBibTeX XMLCite \textit{C. Tebaldi}, J. Econ. Dyn. Control 29, No. 8, 1287--1312 (2005; Zbl 1198.91215) Full Text: DOI
Gülpınar, Nalan; Rustem, Berç; Settergren, Reuben Simulation and optimization approaches to scenario tree generation. (English) Zbl 1200.91280 J. Econ. Dyn. Control 28, No. 7, 1291-1315 (2004). MSC: 91G10 90C90 91G60 PDFBibTeX XMLCite \textit{N. Gülpınar} et al., J. Econ. Dyn. Control 28, No. 7, 1291--1315 (2004; Zbl 1200.91280) Full Text: DOI
García, Diego Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule. (English) Zbl 1178.91195 J. Econ. Dyn. Control 27, No. 10, 1855-1879 (2003). MSC: 91G20 91G60 65C05 PDFBibTeX XMLCite \textit{D. García}, J. Econ. Dyn. Control 27, No. 10, 1855--1879 (2003; Zbl 1178.91195) Full Text: DOI
Broadie, Mark; Glasserman, Paul Pricing American-style securities using simulation. (English) Zbl 0901.90009 J. Econ. Dyn. Control 21, No. 8-9, 1323-1352 (1997). MSC: 91G60 65C05 91G20 60G40 PDFBibTeX XMLCite \textit{M. Broadie} and \textit{P. Glasserman}, J. Econ. Dyn. Control 21, No. 8--9, 1323--1352 (1997; Zbl 0901.90009) Full Text: DOI
Boyle, Phelim; Broadie, Mark; Glasserman, Paul Monte Carlo methods for security pricing. (English) Zbl 0901.90007 J. Econ. Dyn. Control 21, No. 8-9, 1267-1321 (1997). MSC: 91G60 65C05 91G20 PDFBibTeX XMLCite \textit{P. Boyle} et al., J. Econ. Dyn. Control 21, No. 8--9, 1267--1321 (1997; Zbl 0901.90007) Full Text: DOI
Evans, Paul Using cross-country variances to evaluate growth theories. (English) Zbl 0875.90200 J. Econ. Dyn. Control 20, No. 6-7, 1027-1049 (1996). MSC: 91B82 62P20 91B62 PDFBibTeX XMLCite \textit{P. Evans}, J. Econ. Dyn. Control 20, No. 6--7, 1027--1049 (1996; Zbl 0875.90200) Full Text: DOI