Search Results - subject:"Doubly Stochastic"

McCulloch, James - Finance Discipline Group, Business School - 2012

stochastic clock as the stochastic integrated intensity of a doubly stochastic Poisson (Cox) point process of the cumulative …

Persistent link: https://www.econbiz.de/10010568847

Buchardt, Kristian - In: Scandinavian actuarial journal (2017) 5, pp. 377-394

Persistent link: https://www.econbiz.de/10011772190

Chen, An; Vigna, Elena - In: Insurance / Mathematics & economics 73 (2017), pp. 124-136

Persistent link: https://www.econbiz.de/10011702055

Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - In: Journal of banking & finance 84 (2017), pp. 107-122

Persistent link: https://www.econbiz.de/10011816839

Oreshkin, Boris N.; Réegnard, Nazim; L'Ecuyer, Pierre - In: Operations research 64 (2016) 2, pp. 510-527

Persistent link: https://www.econbiz.de/10011485622

Ibrahim, Rouba; Ye, Han; L'Ecuyer, Pierre; Shen, Haipeng - In: International journal of forecasting 32 (2016) 3, pp. 865-874

Persistent link: https://www.econbiz.de/10011621847

Wang, Xingchun - In: Insurance / Mathematics & economics 71 (2016), pp. 79-86

Persistent link: https://www.econbiz.de/10011630610

Parry, Katharina; David, P. Watling; Hazelton, Martin L. - In: EURO journal on transportation and logistics 5 (2016) 1, pp. 5-23

Persistent link: https://www.econbiz.de/10011618246

Owo, Jean-Marc - In: Statistics & Probability Letters 96 (2015) C, pp. 75-84

We prove an existence and uniqueness result for backward doubly stochastic differential equations whose coefficients …

Persistent link: https://www.econbiz.de/10011115971

Olsson, Fredrik - In: European Journal of Operational Research 242 (2015) 2, pp. 424-433

and solve a heuristic model by using theory and concepts from doubly stochastic Poisson processes and also partial …

Persistent link: https://www.econbiz.de/10011190775

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