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Yin, George
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Stochastic analysis, stochastic systems, and applications to finance
11
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ECONIS (ZBW)
11
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Stochastic algorithms and numerics for mean-reverting asset trading
Zhang, Qing
;
Zhuang, C.
;
Yin, George
- In:
Stochastic analysis, stochastic systems, and …
,
(pp. 245-261)
.
2011
Persistent link: https://www.econbiz.de/10009271643
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2
Applications of counting processes and martingales in survival analysis
Sun, Jianguo
- In:
Stochastic analysis, stochastic systems, and …
,
(pp. 231-244)
.
2011
Persistent link: https://www.econbiz.de/10009271661
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3
Optimal reinsurance under a jump diffusion model
Luo, Shangzhen
- In:
Stochastic analysis, stochastic systems, and …
,
(pp. 215-230)
.
2011
Persistent link: https://www.econbiz.de/10009271666
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4
Recombining tree for regime-switching model : algorithm and weak convergence
Liu, Rui Hua
- In:
Stochastic analysis, stochastic systems, and …
,
(pp. 193-214)
.
2011
Persistent link: https://www.econbiz.de/10009271668
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5
Jump bond markets some steps towards general models in applications to hedging and utility problems
Kohlmann, Michael
;
Xiong, Dewen
- In:
Stochastic analysis, stochastic systems, and …
,
(pp. 145-191)
.
2011
Persistent link: https://www.econbiz.de/10009271669
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6
Finding expectations of monotone functions of binary random variables by simulation, with applications to reliability, finance, and Round Robin Tournaments
Brown, Mark
;
Peköz, Erol A.
;
Ross, Sheldon M.
- In:
Stochastic analysis, stochastic systems, and …
,
(pp. 101-113)
.
2011
Persistent link: https://www.econbiz.de/10009271680
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7
Real options and competition
Bensoussan, Alain
;
Diltz, J. David
;
Hoe, SingRu Celine
- In:
Stochastic analysis, stochastic systems, and …
,
(pp. 63-100)
.
2011
Persistent link: https://www.econbiz.de/10009271682
Saved in:
8
Invariance principle of regime-switching diffusions
Zhu, Chao
;
Yin, George
- In:
Stochastic analysis, stochastic systems, and …
,
(pp. 43-60)
.
2011
Persistent link: https://www.econbiz.de/10009271686
Saved in:
9
Multidimensional Wick-Itô formula for Gaussian processes
Nualart, David
;
Ortiz-Latorre, S.
- In:
Stochastic analysis, stochastic systems, and …
,
(pp. 3-26)
.
2011
Persistent link: https://www.econbiz.de/10009271690
Saved in:
10
Filtering with counting process observations and other factors : applications to bond price tick data
Hu, Xing
;
Kuipers, David R.
;
Zeng, Yong
- In:
Stochastic analysis, stochastic systems, and …
,
(pp. 115-144)
.
2011
Persistent link: https://www.econbiz.de/10009271674
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