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Format : Academic Journals Format : Primary Source Documents Subject : error functions Subject : monte carlo method Geographic : united states Filter by : Subject
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Academic Journal

Alternative estimators of cointegrating parameters in models with nonstationary data: an application to US export demand.

Subjects: MONTE Carlo method; EQUATIONS; LEAST squaresUNITED States

  • Source: Applied Economics; Feb2013, Vol. 45 Issue 5, p629-636, 8p

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Academic Journal

VALUING A TIMBER HARVEST CONTRACT AS A HIGH-DIMENSIONAL AMERICAN CALL OPTION VIA LEAST-SQUARES MONTE CARLO SIMULATION.

Subjects: LOGGING; OPTIONS (Finance); LEAST squaresUNITED States

  • Source: Natural Resource Modeling; Feb2013, Vol. 26 Issue 1, p111-129, 19p

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Academic Journal

Pricing high-dimensional Bermudan options using the stochastic grid method.

Subjects: OPTIONS (Finance); PRICING; STOCHASTIC analysisUNITED States

  • Source: International Journal of Computer Mathematics; Jul2012, Vol. 89 Issue 9, p1186-1211, 26p, 1 Diagram, 5 Charts, 10 Graphs

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Academic Journal

On the dangers of a simplistic American option simulation valuation method.

Subjects: NUMERICAL analysis; MONTE Carlo method; MATRIX derivativesUNITED States

  • Source: European Journal of Finance; Jun2010, Vol. 16 Issue 4, p373-379, 7p, 1 Diagram, 1 Chart

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Academic Journal

Do Economic Variables Follow Scale or Location-Scale Distributions?

Subjects: AGRICULTURE; ECONOMIC research; MONTE Carlo methodUNITED States

  • Source: American Journal of Agricultural Economics; Jan2010, Vol. 92 Issue 1, p196-204, 9p, 2 Charts

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Academic Journal

An analysis of a least squares regression method for American option pricing.

Subjects: OPTIONS (Finance); MONTE Carlo method; LEAST squaresUNITED States

  • Source: Finance & Stochastics; 2002, Vol. 6 Issue 4, p449, 23p

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Academic Journal

An improved least squares Monte Carlo valuation method based on heteroscedasticity.

Subjects: *FINANCE; *MATHEMATICAL models of pricing; *MONTE Carlo methodUNITED States

  • Source: European Journal of Operational Research. Dec2017, Vol. 263 Issue 2, p698-706. 9p.

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Academic Journal

A switching model with flexible threshold variable: With an application to nonlinear dynamics in stock returns.

Subjects: *RATE of return on stocks; *STOCKS (Finance); *PARAMETER estimationUNITED States

  • Source: Economics Letters. May2013, Vol. 119 Issue 2, p199-203. 5p.

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Academic Journal

Backdating executive stock options—An ex ante valuation

Subjects: *STOCK options; *VALUATION; *PRICESUNITED States

  • Source: Journal of Economic Dynamics & Control. Oct2011, Vol. 35 Issue 10, p1731-1743. 13p.

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  • 1-9 of  9 results for ""LEAST squares""