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Stochastic processes with applications to finance
Kijima, Masaaki - 2003
Persistent link: https://www.econbiz.de/10004446940
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Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX index options market
Rieken, Sascha - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004601510
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Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing
Fischer, Matthias - In: Quantitative Finanzwirtschaft : Schriftenreihe zu …. 2002
Persistent link: https://www.econbiz.de/10004751183
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Over the rainbow : developments in exotic options and complex swaps
Jarrow, Robert A. (contributor) - 1995
Persistent link: https://www.econbiz.de/10004314951
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PDE and martingale methods in option pricing
Pascucci, Andrea - 2011
Persistent link: https://www.econbiz.de/10009386929
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Queueing networks and Markov chains : modeling and performance evaluation with computer science applications
Bolch, Gunter (contributor) - 1998
Persistent link: https://www.econbiz.de/10004263790
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Markov chains : theory and applications
Isaacson, Dean L.; Madsen, Richard W. - 1976
Persistent link: https://www.econbiz.de/10004561106
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Bewertete Markov-Ketten als Planungs- und Analyseinstrument in der Personenversicherungsmathematik
Flockenhaus, Wilhelm - 1994
Persistent link: https://www.econbiz.de/10004565843
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Markov chain models, rarity and exponentiality
Keilson, Julian - 1979
Persistent link: https://www.econbiz.de/10004583026
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Estimating the parameters of the Markov probability model from aggregate time series data
Lee, Tsoung-Chao; Judge, George G.; Zellner, Arnold - 1970
Persistent link: https://www.econbiz.de/10004590423