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  • Search: subject:"Stochastic interpolation"
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Subject
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Stochastic interpolation 3 Stochastic process 3 Stochastischer Prozess 3 Theorie 3 Theory 3 Bridging 2 Wilkie model 2 American Put Option 1 Brownian bridge 1 Dividend 1 Dividende 1 Economic model 1 Einzelhandel 1 Einzelhandelspreis 1 Forwards deviations 1 Free Boundary 1 Interest rate 1 Interest rates 1 Lohn 1 Option Pricing 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Ornstein-Uhlenbeck (OU) bridge 1 Payoff 1 Retail price 1 Retail prices 1 Retail trade 1 Shares 1 Sideways deviations 1 Stochastic Interpolation 1 Wages 1 Wirtschaftsmodell 1 Yield curve 1 Zins 1 Zinsstruktur 1
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Undetermined 4
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4
Author
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Wilkie, A. D. 3 Şahin, Şule 3 Katende, Ronald 1 Ngare, Philip 1 Seck, Diaraf 1
Published in...
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 3 Journal of mathematical finance 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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Yet more on a stochastic economic model : part 3A : stochastic interpolation : Brownian and Ornstein-Uhlenbeck (OU) bridges
Wilkie, A. D.; Şahin, Şule - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 74-99
Persistent link: https://www.econbiz.de/10011730247
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Yet more on a stochastic economic model : part 3B : stochastic bridging for retail prices and wages
Wilkie, A. D.; Şahin, Şule - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 100-127
Persistent link: https://www.econbiz.de/10011730249
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Yet more on a stochastic economic model : part 3C : stochastic bridging for share yields and dividends and interest rates
Wilkie, A. D.; Şahin, Şule - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 128-163
Persistent link: https://www.econbiz.de/10011730251
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On the location of a free boundary for American options
Katende, Ronald; Seck, Diaraf; Ngare, Philip - In: Journal of mathematical finance 6 (2016) 5, pp. 930-943
Persistent link: https://www.econbiz.de/10011658116
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