scholarly journals Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach

2005 ◽  
Author(s):  
Manuel Ammann ◽  
Michael Verhofen
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Asset Pricing ◽  
Pricing Models ◽  
Monte Carlo Approach ◽  
Asset Pricing Models ◽  
Conditional Asset Pricing

WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS

2001 ◽  
pp. 239-265 ◽  
Author(s):  
MARCO AVELLANEDA ◽  
ROBERT BUFF ◽  
CRAIG FRIEDMAN ◽  
NICOLAS GRANDECHAMP ◽  
LUKASZ KRUK ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Asset Pricing ◽  
New Technique ◽  
Pricing Models ◽  
Asset Pricing Models ◽  
A New Technique
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