We consider several estimators for the change point in a sequence of independent observations. These are defined as the maximizing points of usually used statistics for nonparametric change point detection problems. Our investigations focus on the non asymptotic behaviour of the proposed estimators for sample sizes commonly observed in practice. We conducted a broad Monte Carlo study to compare...

Details regarding the implementation of the Hull-White one factor model are provided. The details concern the model description and parameters, the vanilla instruments pricing and the Monte Carlo implementation.

Monte Carlo simulations of two-component drop growth L. Alfonso et al.