John W. Dalle Molle

Problems with Monte Carlo simulation in the pricing of contingent claims

John W. Dalle Molle, Fernando Zapatero, F. Zapatero, 1996, IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr).

Volatility estimators for FOREX futures using standardized time series

John W. Dalle Molle, 1997, CIFEr.

Higher-order cumulant spectral-based statistical tests of pseudo-random variate generators

Douglas J. Morrice, John W. Dalle Molle, Melvin J. Hinich, 1992, WSC '92.

Initial transient detection in simulations using the second-order cumulant spectrum

Douglas J. Morrice, John W. Dalle Molle, D. Morrice, 1994, Ann. Oper. Res..

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, 1996, CIFEr.

An information theoretic approach to computer simulation sensitivity analysis

Douglas J. Morrice, John W. Dalle Molle, 1993, WSC '93.

Trispectral analysis of stationary random time series

John W. Dalle Molle, Melvin J. Hinich, M. Hinich, 1995 .