The following pages link to Jean-Guy Simonato (Q336620):
Displaying 14 items.
- (Q198566) (redirect page) (← links)
- A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables (Q336622) (← links)
- Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates (Q439703) (← links)
- Dynamic portfolio choices by simulation-and-regression: revisiting the issue of value function vs. portfolio weight recursions (Q1652164) (← links)
- Dynamic asset allocation with event risk, transaction costs and predictable returns (Q1670395) (← links)
- Estimation of GARCH process in the presence of structural change (Q1801819) (← links)
- American option pricing under GARCH with non-normal innovations (Q2331384) (← links)
- Dynamic portfolio choice: a simulation-and-regression approach (Q2402578) (← links)
- Empirical Martingale Simulation for Asset Prices (Q2784025) (← links)
- Asymptotic Distribution of the EMS Option Price Estimator (Q3114720) (← links)
- (Q4407581) (← links)
- Portfolios of value and momentum: disappointment aversion and non-normalities (Q5092642) (← links)
- Johnson binomial trees (Q5300442) (← links)
- American option pricing under GARCH by a Markov chain approximation (Q5941429) (← links)
