Narrow search
Showing 1 - 10 of 628,909
Cover Image
An introduction to mathematical finance : options and other topics
Ross, Sheldon M. - 1999 - 1. publ.
Persistent link: https://www.econbiz.de/10001391962
Cover Image
Bayesian switching multiple disorder problems
Gapeev, Pavel V. - In: Mathematics of operations research 41 (2016) 3, pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
Cover Image
The overall seasonal integration tests under non-stationary alternatives : a methodological note
El Montasser, Ghassen - 2011
developing the limit theory of statistics of Dickey and Fuller Hasza [DHF] (1984) when the data are generated by a non … asymptotic theory of the statistics subsumed in the HEGY procedure. In this paper, I show that establishing the limit theory of F …
Persistent link: https://www.econbiz.de/10011524855
Cover Image
Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies
Li, Shilong; Zhao, Xia; Yin, Chuancun; Huang, Zhiyue - In: Quantitative finance and economics 2 (2018) 1, pp. 246-260
Persistent link: https://www.econbiz.de/10012137937
Cover Image
Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping; Phillips, Peter C. B. - In: Economics letters 172 (2018), pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
Cover Image
Instantaneous control of Brownian motion with a positive lead time
Xu, Zhen; Zhang, Jiheng; Zhang, Rachel Q. - In: Mathematics of operations research 44 (2019) 3, pp. 943-965
Persistent link: https://www.econbiz.de/10012105819
Cover Image
Optimal proportional reinsurance with common shock dependence
Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 1-13
Persistent link: https://www.econbiz.de/10011396849
Cover Image
A simple GDP-based model for public investments at risk
Lapeyre, Bernard; Quinet, Emile - In: Journal of benefit-cost analysis : JBCA 8 (2017) 1, pp. 91-114
Persistent link: https://www.econbiz.de/10011664593
Cover Image
Which continuous-time model is most appropriate for exchange rates?
Erdemlioglu, Deniz; Laurent, Sébastien; Neely, … - In: Journal of banking & finance 61 (2015) 2, pp. 256-268
Persistent link: https://www.econbiz.de/10011586923
Cover Image
Exercising control when confronted by a (Brownian) spider
Ernst, Philip - In: Operations research letters 44 (2016) 4, pp. 487-490
Persistent link: https://www.econbiz.de/10011535366