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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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BSDES with stochastic Lipschitz condition
Bender, Christian; Kohlmann, Michael - 2000
Persistent link: https://www.econbiz.de/10001450618
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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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Die stochastische Methode der finiten Elemente und Anwendungen bei der Bewertung von Finanzderivaten
Look, Stefan - 1999
Persistent link: https://www.econbiz.de/10001406081
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Asymptotic equivalence of discretely observed geometric Brownian motion to a Gaussian shift
Butucea, Cristina; Nussbaum, Michael - 1999
Persistent link: https://www.econbiz.de/10001425816
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The stochastic equation P t + 1
Horst, Ulrich - 2000
Persistent link: https://www.econbiz.de/10001470288
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Neyman-Pearson hedging and dynamic measures of risk
Kohlmann, Michael - 2000
Persistent link: https://www.econbiz.de/10001475180
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Estimating the parameters of stochastic differential equations by Monte Carlo methods
Hurn, Stan; Lindsay, Kenneth A. - 1995
Persistent link: https://www.econbiz.de/10000916033
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Short-term demographic interactions in pre-census England : a stochastic differential equations approach
Bailey, Roy E.; Chambers, Marcus J. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000859986