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Search: subject_exact:"Wiener-Prozess"
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1
Poisson voting games under proportional rule
De Sinopoli, Francesco
;
Meroni, Claudia
- In:
Social choice and welfare
58
(
2022
)
3
,
pp. 507-526
Persistent link: https://www.econbiz.de/10013197666
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2
Optimal prediction problems and the last zero of spectrally negative Lévy processes
Pedraza Ramírez, José Manuel
-
2021
Persistent link: https://www.econbiz.de/10012938989
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3
Rough volatility and portfolio optimisation under small transaction costs
Schelling, Denis Matthias
-
2019
Persistent link: https://www.econbiz.de/10012533244
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4
On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
-
2018
Persistent link: https://www.econbiz.de/10012533193
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5
Real-option valuation in multiple dimensions using poisson optional stopping times
Lange, Rutger-Jan
;
Ralph, Daniel
;
Støre, Kristian
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
2
,
pp. 653-677
Persistent link: https://www.econbiz.de/10012195609
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6
Lévy semistationary models with applications in energy markets
Sauri, Orimar
-
2015
Persistent link: https://www.econbiz.de/10011439886
Saved in:
7
The risk of failure : trial and error learning and long-run performance
Callander, Steven
;
Matouschek, Niko
- In:
American economic journal : a journal of the American …
11
(
2019
)
1
,
pp. 44-78
Persistent link: https://www.econbiz.de/10011981546
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8
Estimation of continuous time models driven by Lévy Processes
Floor Brix, Anne
-
2014
Persistent link: https://www.econbiz.de/10011369534
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9
Degradation data analysis and remaining useful life estimation : a review on Wiener-process-based methods
Zhang, Zhengxin
;
Si, Xiaosheng
;
Hu, Changhua
;
Lei, Yaguo
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 775-796
Persistent link: https://www.econbiz.de/10011903215
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10
Nonparametric estimation of the jump component in financial time series
Yener, Serkan
-
2012
Persistent link: https://www.econbiz.de/10010408673
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11
Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes
-
2017
Persistent link: https://www.econbiz.de/10011638660
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12
Pricing and hedging variable annuities in a Lévy market : a risk management perspective
Kélani, Abdou
;
Quittard-Pinon, François
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10011658207
Saved in:
13
Jump and volatility dynamics for the S&P 500 : evidence for infinite-activity jumps with non-affine volatility dynamics from stock and option markets
Yang, Hanxue
;
Kanniainen, Juho
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 811-844
Persistent link: https://www.econbiz.de/10011803307
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14
Real options valuation : the importance of stochastic process choice in commodity price modelling
Schöne, Max
-
2015
-
Aufl. 2015
Persistent link: https://www.econbiz.de/10010419770
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15
Economic cost models of integrated APC controlled SPC charts
Park, M.
;
Joeng, M. K.
;
Hamouda, A. M. S.
;
Al-Khalifa, K. N.
- In:
International journal of production research
50
(
2012
)
14
,
pp. 3936-3955
Persistent link: https://www.econbiz.de/10009620498
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16
Tractable open loop policies for joint overbooking and capacity control over a single flight leg with multiple fare classes
Topaloğlu, Hüseyin
;
Bi̇rbi̇l, Ş. İlker
;
Frenk, …
- In:
Transportation science : a journal of the Institute for …
46
(
2012
)
4
,
pp. 460-481
Persistent link: https://www.econbiz.de/10009688630
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17
Solution to a problem of stochastic process switching
Smith, Gregor W.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
1
,
pp. 237-239
Persistent link: https://www.econbiz.de/10001102741
Saved in:
18
Super contact and related optimality conditions
Dumas, Bernard
- In:
Journal of economic dynamics & control
15
(
1991
)
4
,
pp. 675-685
Persistent link: https://www.econbiz.de/10001111245
Saved in:
19
Les options sur contrats futures : introduction d'un processus de diffusion mixte et application aux devises
Bito, Christian
- In:
Finance : revue de l'Association Française de Finance
8
(
1987
)
2
,
pp. 7-24
Persistent link: https://www.econbiz.de/10001075331
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