Yet more on a stochastic economic model : part 3A : stochastic interpolation : Brownian and Ornstein-Uhlenbeck (OU) bridges
Year of publication: |
2017
|
---|---|
Authors: | Wilkie, A. D. ; Şahin, Şule |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 11.2017, 1, p. 74-99
|
Subject: | Stochastic interpolation | Brownian bridge | Ornstein-Uhlenbeck (OU) bridge | Sideways deviations | Forwards deviations | Theorie | Theory | Stochastischer Prozess | Stochastic process |
-
Yet more on a stochastic economic model : part 3B : stochastic bridging for retail prices and wages
Wilkie, A. D., (2017)
-
Wilkie, A. D., (2017)
-
Semiparametric copula-based stochastic weather generator
Juárez-Torres, Miriam, (2013)
- More ...
-
Yet more on a stochastic economic model : part 3B : stochastic bridging for retail prices and wages
Wilkie, A. D., (2017)
-
Wilkie, A. D., (2017)
-
Wilkie, A. D., (2016)
- More ...