John W. Dalle Molle

According to our database1, John W. Dalle Molle authored at least 6 papers between 1992 and 1997.

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

Timeline

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Bibliography

1997
Volatility estimators for FOREX futures using standardized time series.
Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, 1997

1996
Problems with Monte Carlo simulation in the pricing of contingent claims.
Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, 1996

Evaluation of common models used in the estimation of the historical volatility applied to trade-by-trade stock returns data from the U.S. and Mexico.
Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, 1996

1994
Initial transient detection in simulations using the second-order cumulant spectrum.
Ann. Oper. Res., 1994

1993
An information theoretic approach to computer simulation sensitivity analysis.
Proceedings of the 25th Winter Simulation Conference, 1993

1992
Higher-Order Cumulant Spectral-Based Statistical Tests of Pseudo-Random Variate Generators.
Proceedings of the 24th Winter Simulation Conference, 1992


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