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source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
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Search: subject_exact:"Levy-Prozess"
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11
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4
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subject_exact:"Levy-process"
(118 results)
1
Poisson voting games under proportional rule
De Sinopoli, Francesco
;
Meroni, Claudia
- In:
Social choice and welfare
58
(
2022
)
3
,
pp. 507-526
Persistent link: https://www.econbiz.de/10013197666
Saved in:
2
Real-option valuation in multiple dimensions using poisson optional stopping times
Lange, Rutger-Jan
;
Ralph, Daniel
;
Støre, Kristian
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
2
,
pp. 653-677
Persistent link: https://www.econbiz.de/10012195609
Saved in:
3
The risk of failure : trial and error learning and long-run performance
Callander, Steven
;
Matouschek, Niko
- In:
American economic journal : a journal of the American …
11
(
2019
)
1
,
pp. 44-78
Persistent link: https://www.econbiz.de/10011981546
Saved in:
4
Degradation data analysis and remaining useful life estimation : a review on Wiener-process-based methods
Zhang, Zhengxin
;
Si, Xiaosheng
;
Hu, Changhua
;
Lei, Yaguo
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 775-796
Persistent link: https://www.econbiz.de/10011903215
Saved in:
5
Jump and volatility dynamics for the S&P 500 : evidence for infinite-activity jumps with non-affine volatility dynamics from stock and option markets
Yang, Hanxue
;
Kanniainen, Juho
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 811-844
Persistent link: https://www.econbiz.de/10011803307
Saved in:
6
Pricing and hedging variable annuities in a Lévy market : a risk management perspective
Kélani, Abdou
;
Quittard-Pinon, François
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10011658207
Saved in:
7
Tractable open loop policies for joint overbooking and capacity control over a single flight leg with multiple fare classes
Topaloğlu, Hüseyin
;
Bi̇rbi̇l, Ş. İlker
;
Frenk, …
- In:
Transportation science : a journal of the Institute for …
46
(
2012
)
4
,
pp. 460-481
Persistent link: https://www.econbiz.de/10009688630
Saved in:
8
Economic cost models of integrated APC controlled SPC charts
Park, M.
;
Joeng, M. K.
;
Hamouda, A. M. S.
;
Al-Khalifa, K. N.
- In:
International journal of production research
50
(
2012
)
14
,
pp. 3936-3955
Persistent link: https://www.econbiz.de/10009620498
Saved in:
9
Exotic option pricing and advanced Lévy models
Kyprianou, Andreas E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002759975
Saved in:
10
Lévy processes in finance : pricing financial derivatives
Schoutens, Wim
-
2003
Persistent link: https://www.econbiz.de/10001728004
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