Similar Search Results - EconBiz

Purely discontinuous Lévy processes and power variation : inference for integrated volatility and the scale parameter

Woerner, Jeannette H. C. - 2003

Persistent link: https://www.econbiz.de/10009581651

Estimation of integrated volatility in stochastic volatility models

Woerner, Jeannette H. C. - 2003

Persistent link: https://www.econbiz.de/10009581654

Inventory Timing : How to Serve a Stochastic Season

Schlapp, Jochen; Fleischmann, Moritz - 2021

Problem Definition. Firms that sell products over a limited selling season often have only imperfect information about (a) the exact timing of that season, (b) the demand volume to expect, and (c) the temporal distribution of demand over the selling season. Given these uncertainties, firms must...

Persistent link: https://www.econbiz.de/10013249317

An empirical investigation of dynamic ordering policies

Larson, Chad R.; Turcic, Danko; Zhang, Fuqiang - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2118-2138

Persistent link: https://www.econbiz.de/10011372447

Inventory control for spectrally positive Lévy demand processes

Yamazaki, Kazutoshi - In: Mathematics of operations research 42 (2017) 1, pp. 212-237

Persistent link: https://www.econbiz.de/10011654629

Bootstrap procedures for detecting multiple persistence shifts in a heteroskedastic time series

Kejriwal, Mohitosh; Yu, Xuewen - 2018

Persistent link: https://www.econbiz.de/10012050654

Implementing option pricing models when asset returns follow an autoregressive moving average process

Wang, Chou-wen; Wu, Chin-wen; Tzang, Shyh-weir - In: International review of economics & finance : IREF 24 (2012), pp. 8-25

Persistent link: https://www.econbiz.de/10009690239

Polynomial preserving diffusions and applications in finance

Filipović, Damir; Larsson, Martin - 2014

range of applications in finance, including financial market models for interest rates, credit risk, stochastic volatility …

Persistent link: https://www.econbiz.de/10010442937

Comment on: limit of random measures associated with the increments of a Brownian Semimartingale : asymptotic behavior of local times related statistics for fractional Brownian motion

Podolskij, Mark; Rosenbaum, Mathieu - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 588-598

Persistent link: https://www.econbiz.de/10011987969

Option pricing with quadratic volatility : a revisit

Andersen, Leif B. G. - In: Finance and stochastics 15 (2011) 2, pp. 191-219

Persistent link: https://www.econbiz.de/10009159127

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