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Simulation of multivariate dif...
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stochastic volatility
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Sørensen, Michael
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Simulation of multivariate diffusion bridges
Bladt, Mogens
;
Finch, Samuel
;
Sørensen, Michael
-
2014
Persistent link: https://www.econbiz.de/10010350969
Saved in:
2
Applied time series analysis
Bladt, Mogens
-
1995
Persistent link: https://www.econbiz.de/10000913143
Saved in:
3
Prediction-based estimating functions
Sørensen, Michael
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 123-147
Persistent link: https://www.econbiz.de/10001546170
Saved in:
4
Parisian types of ruin probabilities for a class of dependent risk-reserve processes
Bladt, Mogens
;
Nielsen, Bo Friis
;
Peralta, Oscar
- In:
Scandinavian actuarial journal
2019
(
2019
)
1
,
pp. 32-61
Persistent link: https://www.econbiz.de/10012194929
Saved in:
5
Aggregate Markov models in life insurance : estimation via the EM algorithm
Ahmad, Jamaal
;
Bladt, Mogens
- In:
Scandinavian actuarial journal
2024
(
2024
)
6
,
pp. 533-560
Persistent link: https://www.econbiz.de/10015052468
Saved in:
6
Aggregate Markov models in life insurance : properties and valuation
Ahmad, Jamaal
;
Bladt, Mogens
;
Furrer, Christian
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 50-69
Persistent link: https://www.econbiz.de/10014466204
Saved in:
7
Prediction-based estimating functions
Sørensen, Michael
-
1999
Persistent link: https://www.econbiz.de/10001455775
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8
A hyperbolic diffusion model for stock prices
Bibby, Bo Martin
- In:
Finance and stochastics
1
(
1997
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001215737
Saved in:
9
Facet defining inequalities for the simple graph partitioning polytope
Sørensen, Michael
-
2000
Persistent link: https://www.econbiz.de/10001614201
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10
♭-Tree facets for the simple graph partitioning polytope
Sørensen, Michael
-
2000
Persistent link: https://www.econbiz.de/10001614203
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