Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Jean-Guy Simonato
Information about the author Jean-Guy Simonato will soon be added to the site.
Found
3 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Dynamic portfolio choice: a simulation-and-regression approach
2017
Simulation‐and‐regression algorithms have become a standard tool for...
Asymptotic distribution of the empirical martingale simulation option price estimator
2001
Monte Carlo simulation is commonly used for computing prices of derivative securities...
Empirical martingale simulation for asset prices
1998
This paper proposes a simple modification to the standard Monte Carlo simulation...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
