Titel Journal Autor(en) Jahr
Measuring the Deterrent Effect of European Cartel Law Enforcement The B.E. Journal of Economic Analysis and Policy, forthcoming. Birgit Moritz, und Dieter Schmidtchen 2018
Cross-Validating Synthetic Controls Economics Bulletin (2018), 38, 603-609. , und 2018
Fast and Reliable Computation of Generalized Synthetic Controls Econometrics and Statistics (2018), 5, 1-19. und 2017
Estimating the Economic Costs of Organized Crime By Synthetic Control Methods Journal of Applied Econometrics (2017), 32(7), 1367-1369. und 2017
Odd Odds: The UEFA Champions League Round of Sixteen Draw Journal of Quantitative Analysis in Sports (2013), 9(3), 249-270. und 2013
Modeling and measuring intraday overreaction of stock prices Journal of Banking and Finance (2012), 36(4), 1152-1163. , und 2011
Unbiased Monte Carlo valuation of lookback, swing and barrier options under variance gamma models Journal of Computational Finance (2010), 13(4), 35-61. The original publication is available at www.journalofcomputationalfinance.com 2010
Comment on "Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes" by C. Ribeiro and N. Webber Applied Mathematical Finance (2010), 17(2), 133-146. DOI: 10.1080/13504860903137538 2009
Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing Computational Management Science (2010), 7(1), 1-17.The original publication is available at www.springerlink.com 2007
A Hausman test for Brownian motion Advances in Statistical Analysis (2007), 91(1), 3-21 , , und 2007
Titel Verlag Autor(en) Jahr
Simulation von Schluss-, Minimal- und Maximalwerten spezieller Preisprozesse mit Anwendungen in der Optionsbewertung BoD, Norderstedt 2008
Titel Autor(en) Jahr
SimEUCartelLaw: Simulation of Legal Exemption System for European Cartel Law. R package version 1.0.1. 2018
MSCMT: Multivariate Synthetic Control Method Using Time Series. R package version 1.3.3. und 2017-2018
PearsonDS: Pearson Distribution System. R package version 1.1. und 2009-2017
Titel Autor(en) Jahr
Cross-Validating Synthetic Controls , und 2017
Fast and Reliable Computation of Generalized Synthetic Controls and corresponding Web Appendix und 2017
Estimating the Economic Costs of Organized Crime By Generalized Synthetic Control Methods und 2016
On the Effectiveness of European Cartel Law Enforcement (Council Regulation 1/2003) - A Monte Carlo Simulation Birgit E. Will, und Dieter Schmidtchen 2012