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Search: isPartOf:"Applied Stochastic Models in Business and Industry"
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Option pricing theory
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302
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Finkelstein, Maxim
7
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6
Cha, Ji Hwan
5
Ravishanker, Nalini
5
Ekin, Tahir
4
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3
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2
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2
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2
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2
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2
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2
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International Symposium on Business and Industrial Statistics <6, 2007, Ponta Delgada>
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Applied Stochastic Models in Business and Industry
300
Applied stochastic models in business and industry
1
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21
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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22
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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23
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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24
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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25
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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26
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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27
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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28
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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29
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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30
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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