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ECONIS (ZBW)
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Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models
Brignone, Riccardo
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 232-247
Persistent link: https://www.econbiz.de/10012482885
Saved in:
2
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
3
A path integral approach to business cycle models with large number of agents
Gosselin, Pierre
;
Lotz, Aïleen
;
Wambst, Marc
-
2020
Persistent link: https://www.econbiz.de/10012296996
Saved in:
4
A statistical field approach to capital accumulation
Gosselin, Pierre
;
Lotz, Aïleen
;
Wambst, Marc
-
2021
Persistent link: https://www.econbiz.de/10012618377
Saved in:
5
Young people between education and the labour market during the COVID-19 pandemic in Italy
Fiaschi, Davide
;
Tealdi, Cristina
- In:
International journal of manpower
43
(
2022
)
7
,
pp. 1719-1757
Persistent link: https://www.econbiz.de/10013531906
Saved in:
6
A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue
Sarhangian, Vahid
;
Balcıog˜lu, Barış
- In:
Operations research letters
41
(
2013
)
6
,
pp. 659-663
Persistent link: https://www.econbiz.de/10010236055
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7
The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default
Spencer, Peter D.
- In:
Finance research letters
11
(
2014
)
1
,
pp. 8-15
Persistent link: https://www.econbiz.de/10010393638
Saved in:
8
Asset sales when resale price is uncertain
Gao, Shumei
;
Song, Jihe
;
Luo, Zhengying
- In:
Investment management and financial innovations
11
(
2014
)
4
,
pp. 54-59
Persistent link: https://www.econbiz.de/10010514113
Saved in:
9
Extended Gerber-Shiu functions in a risk model with interest
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 271-275
Persistent link: https://www.econbiz.de/10010515872
Saved in:
10
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
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