John W. Dalle Molle

According to our database, John W. Dalle Molle authored at least 6 papers between 1992 and 1997.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

1997

Volatility estimators for FOREX futures using standardized time series.

John W. Dalle Molle

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, 1997

1996

Problems with Monte Carlo simulation in the pricing of contingent claims.

John W. Dalle Molle, Fernando Zapatero

Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, 1996

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.

John W. Dalle Molle

Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, 1996

1994

Initial transient detection in simulations using the second-order cumulant spectrum.

John W. Dalle Molle, Douglas J. Morrice

Ann. Oper. Res., 1994

1993

An information theoretic approach to computer simulation sensitivity analysis.

John W. Dalle Molle, Douglas J. Morrice

Proceedings of the 25th Winter Simulation Conference, 1993

1992

Higher-Order Cumulant Spectral-Based Statistical Tests of Pseudo-Random Variate Generators.

John W. Dalle Molle, Melvin J. Hinich, Douglas J. Morrice

Proceedings of the 24th Winter Simulation Conference, 1992