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  • Search: isPartOf:"Applied Stochastic Models in Business and Industry"
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Year of publication
Subject
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Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Stochastic process 1 Stochastischer Prozess 1
Online availability
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Undetermined 300 Free 1
Type of publication
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Article 300 Book / Working Paper 2
Type of publication (narrower categories)
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Konferenzschrift 1
Language
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English 302
Author
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Finkelstein, Maxim 7 Balakrishnan, Narayanaswamy 6 Cha, Ji Hwan 5 Ravishanker, Nalini 5 Ekin, Tahir 4 Kundu, Debasis 4 Leiva, Víctor 4 Vicario, Grazia 4 Xie, Min 4 Yashchin, Emmanuel 4 Capezza, Christian 3 Dohnal, Gejza 3 Eryilmaz, Serkan 3 Gaudoin, Olivier 3 Lepore, Antonio 3 Li, Ta‐Hsin 3 Meeker, William Q. 3 Navarro, Jorge 3 Ng, Hon Keung Tony 3 Palumbo, Biagio 3 Saulo, Helton 3 Yoshioka, Hidekazu 3 Zhang, Yiying 3 Ahmed, S. Ejaz 2 Anderson‐Cook, Christine M. 2 Arboretti, Rosa 2 Banks, David 2 Bar, Haim 2 Casey, Stephen D. 2 Ceccato, Riccardo 2 Chen, Cathy W. S. 2 Choi, Sun‐Yong 2 Coleman, Shirley 2 Conversano, Claudio 2 De Nicolao, Giuseppe 2 Dewan, Isha 2 Dias, David 2 Doyen, Laurent 2 Fang, Rui 2 Fischer, Wolfram 2
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Institution
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International Symposium on Business and Industrial Statistics <6, 2007, Ponta Delgada> 1
Published in...
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Applied Stochastic Models in Business and Industry 300 Applied stochastic models in business and industry 1 Forthcoming in Applied Stochastic Models in Business and Industry 1
Source
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Other ZBW resources 300 ECONIS (ZBW) 1 USB Cologne (EcoSocSci) 1
Showing 21 - 30 of 302
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A micro‐to‐macro approach to returns, volumes and waiting times
D'Amico, Guglielmo; Petroni, Filippo - In: Applied Stochastic Models in Business and Industry 37 (2021) 4, pp. 767-789
Persistent link: https://www.econbiz.de/10012534918
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On optimal maintenance of degrading multistate systems with state‐dependent cost of repair
Finkelstein, Maxim; Eryilmaz, Serkan - In: Applied Stochastic Models in Business and Industry 37 (2021) 4, pp. 790-801
Persistent link: https://www.econbiz.de/10012534919
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A moment matching method for option pricing under stochastic interest rates
Antonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio - In: Applied Stochastic Models in Business and Industry 37 (2021) 4, pp. 802-822
Persistent link: https://www.econbiz.de/10012534920
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Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning
Leung, Tim; Zhao, Theodore - In: Applied Stochastic Models in Business and Industry 37 (2021) 6, pp. 993-1016
Persistent link: https://www.econbiz.de/10012534921
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Foreword : Special issue on blockchain for logistic industry
Srivastava, Gautam - In: Applied Stochastic Models in Business and Industry 37 (2021) 3, pp. 389-390
Persistent link: https://www.econbiz.de/10012632298
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Health care fraud classifiers in practice
Ekin, Tahir; Frigau, Luca; Conversano, Claudio - In: Applied Stochastic Models in Business and Industry 37 (2021) 6, pp. 1182-1199
Persistent link: https://www.econbiz.de/10012632299
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Optimal preventive maintenance for reparable networks
Memari, Maryam; Zarezadeh, Somayeh; Asadi, Majid - In: Applied Stochastic Models in Business and Industry 37 (2021) 6, pp. 1017-1041
Persistent link: https://www.econbiz.de/10012632300
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Closed‐form approximated pricing of multivariate derivatives under switching regime models
Alvarez, Alexander; Assadi, Atousa; Liu, Kai - In: Applied Stochastic Models in Business and Industry 37 (2021) 6, pp. 1042-1059
Persistent link: https://www.econbiz.de/10012632301
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Testing for parameter changes in linear state space models
Golosnoy, Vasyl; Köhler, Steffen; Schmid, Wolfgang; … - In: Applied Stochastic Models in Business and Industry 37 (2021) 6, pp. 1060-1079
Persistent link: https://www.econbiz.de/10012632302
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Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs
Algeri, Carmelo; Forgione, Antonio F.; Mucciardi, Massimo - In: Applied Stochastic Models in Business and Industry 37 (2021) 6, pp. 1080-1096
Persistent link: https://www.econbiz.de/10012632303
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