John W. Dalle Molle

Publication Activity (10 Years)

Years Active: 1992-1997
Publications (10 Years): 0

Publications

John W. Dalle Molle
Volatility estimators for FOREX futures using standardized time series. CIFEr (1997)
John W. Dalle Molle, Fernando Zapatero
Problems with Monte Carlo simulation in the pricing of contingent claims. CIFEr (1996)
John W. Dalle Molle
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. CIFEr (1996)
John W. Dalle Molle, Douglas J. Morrice
Initial transient detection in simulations using the second-order cumulant spectrum. Ann. Oper. Res. 53 (1) (1994)
John W. Dalle Molle, Douglas J. Morrice
An information theoretic approach to computer simulation sensitivity analysis. WSC (1993)
John W. Dalle Molle, Melvin J. Hinich, Douglas J. Morrice
Higher-Order Cumulant Spectral-Based Statistical Tests of Pseudo-Random Variate Generators. WSC (1992)