ERGO-Platz 1
Düsseldorf, DE NRW 40477
Germany
ERGO Group AG
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Hull-White Model, Monte-Carlo simulation, exact simulation, interest rate model
Affine Term Structure Model, Hull-White Model, Affine Interest Rate Model, Simulation, Exact, Efficient
Equivalence, Testing, Multinomial, Bootstrap, Optimality, Benford's Law, Mendelian Inheritance, Decimal Digits of Pi
statistics, semiparametric, testing, functional, differntiable, asymptotic, optimal
testing, approximate independence, contingency tables, bootstrap, equivalence, minimum distance, boundary point estimator
stability, robustness, financial market, no-arbitrage, total variation distance, model uncertainity
Equivalence, Testing, Multinomial, Collapsible, Independence, Contingency, Approximate
Solvency II, interest rates, validation, back-testing, insurance risk