Higher-Order Cumulant Spectral-Based Statistical Tests of Pseudo-Random Variate Generators. - John W. Dalle Molle; Melvin J. Hinich; Douglas J. Morrice (WSC, 1992)

An information theoretic approach to computer simulation sensitivity analysis. - John W. Dalle Molle; Douglas J. Morrice (WSC, 1993)

Initial transient detection in simulations using the second-order cumulant spectrum. - John W. Dalle Molle; Douglas J. Morrice (Ann. Oper. Res., 1994)

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. - John W. Dalle Molle (CIFEr, 1996)

Problems with Monte Carlo simulation in the pricing of contingent claims. - John W. Dalle Molle; Fernando Zapatero (CIFEr, 1996)

Volatility estimators for FOREX futures using standardized time series. - John W. Dalle Molle (CIFEr, 1997)