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Hopscotch methods for two-state financial models
Kurpiel, Adam; Roncalli, Thierry - In: The journal of computational finance 3 (1999/2000) 2, pp. 53-89
Persistent link: https://www.econbiz.de/10001517421
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Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei - 2000
Persistent link: https://www.econbiz.de/10001499875
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Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
Reiß, Markus - 2000
Persistent link: https://www.econbiz.de/10001528173
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Seasonality in continuous time econometric models
MacGarry, Joanne - 2000
Persistent link: https://www.econbiz.de/10001533805
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The exact discrete time representation of a system of fourth-order differential equations
MacGarry, Joanne (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001534720
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Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10001450616
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BSDES with stochastic Lipschitz condition
Bender, Christian; Kohlmann, Michael - 2000
Persistent link: https://www.econbiz.de/10001450618
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Treating non-discretionary variables one way or the other: implications for efficiency scores and their interpretation
Staat, Matthias - In: Data envelopment analysis in the service sector, (pp. 23-49). 1999
Persistent link: https://www.econbiz.de/10001437145
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Strong discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 1999
Persistent link: https://www.econbiz.de/10001404962
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Types of hysteresis applied in economics
Göcke, Matthias - 1999
Persistent link: https://www.econbiz.de/10001405381