Qestion: least squre monte carlo simulation 0 个回复 - 1632 次查看
How to capture free boundary of a American Option by the least square simulation? My solution is to solve the equation "Exercising Value = Continue Value" where the Exercising Value EV(S)=S-K; Continu ...2010-3-4 00:56 - sinjay - 金融工程(数量金融)与金融衍生品
求助程序:back to squre one:identification issues in DSGE 1 个回复 - 2398 次查看
大家,有谁可以帮我找到这篇文章的程序back to squre one:identification issues in DSGE model (Journal Monetary Economics 2009第56期)431-449,或者minimum distance estimate 的程序都可以,我在这里万分感 ...2009-10-27 18:10 - yangxiuyu - 宏观经济学