A note on simulating unbiased heterogeneous expectations

DOI10.1016/0898-1221(95)00134-KzbMath0833.60022OpenAlexW2011242481MaRDI QIDQ1903192

William Hurley, Lawrence McDonough

Publication date: 11 March 1996

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(95)00134-k

zbMATH Keywords

modelingsimulationeconomics

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Distribution theory (60E99) Statistical distribution theory (62E99)

Cites Work

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• On the ratio of two correlated normal random variables