Narrow search
Showing 1 - 10 of 11
Cover Image
NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS
Nicolau, João; Aït-Sahalia, Y.; Arnold, L.; Bandi, F.; … - In: Econometric theory 23 (2007) 5, pp. 880-898
Persistent link: https://www.econbiz.de/10007762702
Cover Image
An actuarial approach to option pricing under the physical measure and without market assumptions
Bladt, Mogens; Rydberg, Tina Hviid - In: Insurance / Mathematics & economics 22 (1998) 1, pp. 65-74
Persistent link: https://www.econbiz.de/10006919612
Cover Image
The estimation of phase-type related functionals using Markov chain Monte Carlo methods
Bladt, Mogens; Gonzalez, Antonio; Lauritzen, Steffen L. - In: Scandinavian actuarial journal : Actuarial Society of … (2003) 4, pp. 280-300
Persistent link: https://www.econbiz.de/10005929926
Cover Image
The estimation of phase-type related functionals using Markov chain Monte Carlo methods
Bladt, Mogens; Gonzalez, Antonio; Lauritzen, Steffen L. - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2003) 4, pp. 280-300
Persistent link: https://www.econbiz.de/10005931380
Cover Image
A Review on Phase-Type Distributions and Their Use in Risk Theory
Bladt, Mogens - In: Astin bulletin : the journal of the International … 35 (2005) 1, pp. 145-162
Persistent link: https://www.econbiz.de/10008214039
Cover Image
A hyperbolic diffusion model for stock prices
Bibby, B.M.; Sørensen, M. - In: Finance and stochastics 1 (1997) 1, pp. 25-42
Persistent link: https://www.econbiz.de/10008219540
Cover Image
BAYESIAN CONSISTENCY FOR STATIONARY MODELS
Lijoi, Antonio; Prünster, Igor; Walker, Stephen G.; … - In: Econometric theory 23 (2007) 4, pp. 749-760
Persistent link: https://www.econbiz.de/10007732414
Cover Image
New facets and a branch-and-cut algorithm for the weighted clique problem
Sørensen, Michael M. - In: European journal of operational research : EJOR 154 (2004) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10006648550
Cover Image
A Note on Clique-Web Facets for Multicut Polytopes
Sørensen, Michael M. - In: Mathematics of operations research 27 (2002) 4, pp. 740-742
Persistent link: https://www.econbiz.de/10006418283
Cover Image
DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE
Larsen, Kristianstegenborg; Sørensen, Michael - In: Mathematical finance : an international journal of … 17 (2007) 2, pp. 285-306
Persistent link: https://www.econbiz.de/10008221954