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~accessRights:"free"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"SFB 649 discussion paper"
~language:"eng"
~subject:"Stochastic process"
~type:"book"
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Computing perfect stationary equilibria in stochastic games
Li, Peixuan
;
Dang, Chuangyin
;
Herings, Peter Jean-Jacques
-
2023
Persistent link: https://www.econbiz.de/10013549790
Saved in:
2
Optimization of system dynamics models : a novel methodology
Angün, Mevlüde Ebru
;
Kleijnen, Jack P. C.
;
Smits, …
-
2023
Persistent link: https://www.econbiz.de/10014439377
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3
Gaussian Copula regression in the presence of thresholds
Eckert, Christine
;
Hohberger, Jan
;
Franses, Philip Hans
-
2022
Persistent link: https://www.econbiz.de/10012879125
Saved in:
4
Dynamic time window adjustment
Dalmeijer, Kevin
;
Spliet, Remy
;
Wagelmans, Albert P. M.
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2019
Persistent link: https://www.econbiz.de/10012008567
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5
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
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2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
6
Statistical tests for cross-validation of Kriging models
Kleijnen, Jack P. C.
;
Beers, Wim C. M. van
-
2019
Persistent link: https://www.econbiz.de/10012010856
Saved in:
7
Prediction for big data through Kriging : small sequential and one-shot designs
Kleijnen, Jack P. C.
;
Beers, Wim C. M. van
-
2018
Persistent link: https://www.econbiz.de/10011872235
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8
Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778197
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9
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
Saved in:
10
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
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