Similar Search Results

Grimm, Veronika; Riedel, Frank; Wolfstetter, Elmar - 2000

This article studies the design of optimal mechanisms to regulate entry in natural oligopoly markets, assuming the … oligopoly ; entry …

Persistent link: https://www.econbiz.de/10009583432

On Markovian short rates in term structure models driven by jump-diffusion processes

Gapeev, P. V. (contributor); Küchler, U. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001917033

On L2-stability of solutions of linear stochastic delay differential equations

Gilsing, Hagen (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001917128

On oscillations of the geometric Brownian motion with time delayed drift

Gushchin, Alexander A. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919051

Noise induced oscillation in solutions of stochastic delay differential equations

Appleby, John A. D. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919070

On integrals with respect to Lévy processes

Küchler, Uwe (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919126

Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term

Buckwar, Evelyn (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919281

Adaptive estimation for affine stochastic delay differential equations

Reiß, Markus (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919316

Flexible stochastic volatility structures for high frequency financial data

Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998

Stochastic Volatility (SV) models are widely used in financial applications. To decide whether standard parametric restrictions are justified for a given dataset, a statistical test is required. In this paper, we develop such a test based on the linear state space representation. We provide a...

Persistent link: https://www.econbiz.de/10009578026

On sequential parameter estimation for some linear stochastic differential equations with time delay

Küchler, Uwe; Vasiliev, Vjatscheslav A. - 1998

Persistent link: https://www.econbiz.de/10009578573