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Testing the diffusion coefficient
Kleinow, Torsten - 2002
Persistent link: https://www.econbiz.de/10001684924
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Testing the diffusion coefficient
Kleinow, Torsten - 2002
In mathematical finance diffusion models are widely used and a variety of different parametric models for the drift and diffusion coefficient coexist in the literature. Since derivative prices depend on the particular parametric model of the diffusion coefficient function of the underlying, a...
Persistent link: https://www.econbiz.de/10009622677
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Valuation and hedging of participating life-insurance policies under management discretion
Kleinow, Torsten - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 78-87
Persistent link: https://www.econbiz.de/10009517657
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A common age effect model for the mortality of multiple populations
Kleinow, Torsten - In: Insurance / Mathematics & economics 63 (2015), pp. 147-152
Persistent link: https://www.econbiz.de/10011349843
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Web quantlets for time series analysis
Härdle, Wolfgang; Kleinow, Torsten; Knust, Florian - 2000
Persistent link: https://www.econbiz.de/10001470340
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Computational resources for extremes
Kleinow, Torsten; Thomas, Michael - 1999
Persistent link: https://www.econbiz.de/10001473215
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Computational resources for extremes
Kleinow, Torsten; Thomas, Michael - In: Measuring risk in complex stochastic systems, (pp. 203-213). 2000
Persistent link: https://www.econbiz.de/10001579735
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An empirical likelihood goodness of fit test for time series
Chen, Song Xi; Härdle, Wolfgang; Kleinow, Torsten - 2001
Persistent link: https://www.econbiz.de/10001580375
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Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter (contributor); Härdle, Wolfgang (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001413436
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Sensitivity analysis of credit portfolio models
Kiesel, Rüdiger; Kleinow, Torsten - In: Applied quantitative finance : theory and computational …, (pp. 111-124). 2002
Persistent link: https://www.econbiz.de/10001749980