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Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations

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Assessing the impact of derived behavior information on customer attrition in the financial service industry

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Determining the number of factors in a multivariate error correction-volatility factor model

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Monte Carlo simulation with applications to finance

Wang, Hui - 2012

This book can serve as the text for a one-semester course on Monte Carlo simulation. The intended audience is advanced undergraduate students or students on master's programs who wish to learn the basics of this exciting topic and its applications to finance. The book is largely self-contained....

Persistent link: https://www.econbiz.de/10009582272

On optimal terminal wealth under transaction costs

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Utility maximization in incomplete markets with random endowment

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Pricing path-dependent options with jump risk via Laplace transforms

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Importance sampling for Jackson networks

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Essays on two financial market anomalies

Wang, Hui - 2005

Persistent link: https://www.econbiz.de/10003555364