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A Bayesian semiparametric analysis of ARCH models
Kozumi, Hideo; Polasek, Wolfgang - In: Optimization, dynamics, and economic analysis : essays …, (pp. 389-400). 2000
Persistent link: https://www.econbiz.de/10001497195
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Option prices, implied price processes, and stochastic volatility
Britten-Jones, Mark; Neuberger, Anthony - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 839-866
Persistent link: https://www.econbiz.de/10001497298
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Option-implied risk-neutral distributions and implied binominal trees : a literature review
Jackwerth, Jens Carsten - In: The journal of derivatives : the official publication … 7 (2000) 2, pp. 66-82
Persistent link: https://www.econbiz.de/10001497770
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Relations among several efficiency concepts in stochastic multiple objective programming
Caballero, Rafael (contributor) - In: Research and practice in multiple criteria decision …, (pp. 57-68). 2000
Persistent link: https://www.econbiz.de/10001497954
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Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus - 2001 - 2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
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Numerical methods for stochastic control problems in continuous time
Kushner, Harold J.; Dupuis, Paul - 2001 - Second edition
Persistent link: https://www.econbiz.de/10001498718
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Upper price for European options in incomplete n-period models
Wrede, Marcus - 2000
Persistent link: https://www.econbiz.de/10001498862
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Global convergence of the stochastic tâtonnement process
Ermolʹev, Jurij M.; Keyzer, Michiel A.; Norkin, Vladimir I. - In: Journal of mathematical economics 34 (2000) 2, pp. 173-190
Persistent link: https://www.econbiz.de/10001499092
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Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul; Faure-Grimaud, Antoine - 2000
Persistent link: https://www.econbiz.de/10001499414
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Local Whittle estimation in nonstationary and unit root cases
Shimotsu, Katsumi; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499561