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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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A nonlinear time series workshop : a toolkit for detecting and identifying nonlinear serial dependence
Patterson, Douglas M.; Ashley, Richard A. - 2000
Persistent link: https://www.econbiz.de/10001425839
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Orthogonality of the Sheffer polynomials associated to a Lévy process
Pommeret, Denys - 1999
Persistent link: https://www.econbiz.de/10001426904
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A characterization of functions by their first moments in natural exponential families
Pommeret, Denys - 1999
Persistent link: https://www.econbiz.de/10001426911
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Mixed Laguerre-Hermite and mixed Charlier-Laguerre polynomials
Pommeret, Denys - 1999
Persistent link: https://www.econbiz.de/10001426925
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New directions for stochastic open economy models
Obstfeld, Maurice; Rogoff, Kenneth S. - 1999
Persistent link: https://www.econbiz.de/10001427560
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Stationary multi choice bandit problems
Bergemann, Dirk; Välimäki, Juuso - 1999
Persistent link: https://www.econbiz.de/10001427675
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An extension of the Gauss-Markov theorem for mixed linear regression models with non-stionary stochastic parameters
Dagum, Estela Bee; Cholette, Pierre A. - In: Advances in econometrics, income distribution and …, (pp. 27-39). 1999
Persistent link: https://www.econbiz.de/10001428310
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Portfolio optimization via stochastic programming : methods of output analysis
Dupačová, Jitka - In: Mathematical methods of operations research 50 (1999) 2, pp. 245-270
Persistent link: https://www.econbiz.de/10001428771
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Risk-minimizing hedging strategies under restricted information : the case of stochastic volatility models observable only at discrete random times
Frey, Rüdiger; Runggaldier, Wolfgang J. - In: Mathematical methods of operations research 50 (1999) 2, pp. 339-350
Persistent link: https://www.econbiz.de/10001428847