Jean-Guy Simonato

According to our database1, Jean-Guy Simonato authored at least 4 papers between 2001 and 2017.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2017
Dynamic portfolio choices by simulation-and-regression: Revisiting the issue of value function vs portfolio weight recursions.
Computers & OR, 2017

2013
A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables.
Computers & OR, 2013

2012
Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates.
European Journal of Operational Research, 2012

2001
Asymptotic Distribution of the EMS Option Price Estimator.
Management Science, 2001


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