Control variates for variance reduction in indirect inference: Interest rate models in continuous time
Year of publication: |
1998
|
---|---|
Authors: | CALZOLARI, GIORGIO ; IORIO, FRANCESCA DI ; FIORENTINI, GABRIELE |
Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 1.1998, ConferenceIssue, p. 100-100
|
Publisher: |
Royal Economic Society - RES |
Subject: | Efficient Monte Carlo | Variance reduction techniques | Control variates | Indirect inference | Euler discretization | Short-term interest rate | Stochastic differential equation |
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