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Search Results - Molle, John W. Dalle
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A comparison of extreme value theory approaches for determining value at risk
by
Brooks, C.
,
Clare, A.D.
,
Dalle Molle, J.W.
,
Persand, G.
Published in
Journal of empirical finance
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Initial transient detection in simulations using the second-order cumulant spectrum
by
Dalle Molle, John W.
,
Morrice, Douglas J.
Published in
Annals of operations research
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An information theoretic approach to computer simulation sensitivity analysis
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Molle, John W. Dalle
,
Morrice, Douglas J.
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Conference Proceeding
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