'simulation' related content
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427 days ago - PR Newswire: Banking & Financial Services
MONTREAL, March 18, 2012 /PRNewswire/ - UQTR students earned top honours in the 15th edition of the HEC Montréal Inter-University Trade Exchange Simulation Competition ...
430 days ago - Taylor and Francis: Journal of Behavioral Finance: Table of Contents
Journal of Behavioral Finance, Volume 13, Issue 1, Page 1-10, January-March 2012.
432 days ago - MoneyScience Twitter Stream
moneyscience: arXiv: Small-time asymptotics of stopped L\'evy bridges and simulation schemes with controlled bias. (arXiv:1203... http://t.co/J9STsRkh
432 days ago - MoneyScience Twitter
moneyscience: arXiv: Small-time asymptotics of stopped L\'evy bridges and simulation schemes with controlled bias. (arXiv:1203... http://t.co/J9STsRkh
432 days ago - Twitter / moneyscience
moneyscience: arXiv: Small-time asymptotics of stopped L\'evy bridges and simulation schemes with controlled bias. (arXiv:1203... http://t.co/J9STsRkh
433 days ago - q-fin updates on arXiv.org
We characterize the small-time asymptotic behavior of the exit probability of
a L\'evy process out of a two-sided interval and of the law of its overshoot,
conditionally on th...
436 days ago - Journal of Financial Econometrics - current issue
This paper addresses the problem of nonparametric estimation of the conditional expected shortfall (CES) that has gained popularity in financial risk management. We propose a ...