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Consumption-investment problems with transaction costs : survey and open problems
Cadenillas, Abel - In: Mathematical methods of operations research 51 (2000) 1, pp. 43-68
Persistent link: https://www.econbiz.de/10001488326
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Mean-reverting stochastic volatility
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, … - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
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Optimal risk and dividend distribution control models for an insurance company
Taksar, Michael I. - In: Mathematical methods of operations research 51 (2000) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001488491
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The density of the sufficient statistics for a Gaussian AR (1) model in terms of generalized functions
Forchini, G. - 2000
Persistent link: https://www.econbiz.de/10001488555
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The dynamics of trustwothiness among the few
Güth, Sandra; Güth, Werner; Kliemt, Hartmut - 2000
Persistent link: https://www.econbiz.de/10001489957
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Optimal hedging strategies for misspecified asset price models
Ahn, Hyungsok; Muni, Adviti; Swindle, Glen H. - In: Applied mathematical finance 6 (1999) 3, pp. 197-208
Persistent link: https://www.econbiz.de/10001490690
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A test of efficiency for the currency option market using stochastic volatility forecasts
Guo, Dajiang - 1999
Persistent link: https://www.econbiz.de/10001491265
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Aspekte der stochastischen Modellierung von Ausfallwahrscheinlichkeiten in Kreditportfoliomodellen
Kiesel, Rüdiger; Schmid, Bernd - In: Kreditrisikomanagement : Portfoliomodelle und Derivate, (pp. 51-83). 2000
Persistent link: https://www.econbiz.de/10001491332
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Worst-Case Analysen des Ausfallrisikos eines Portfolios aus marktabhängigen Finanzderivaten
Barth, Jörn - In: Kreditrisikomanagement : Portfoliomodelle und Derivate, (pp. 107-148). 2000
Persistent link: https://www.econbiz.de/10001491336
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A Monte Carlo study on the finite sample properties of the Gibbs sampling method for a stochastic frontier model
Zhang, Xingyuan - In: Journal of productivity analysis 14 (2000) 1, pp. 71-83
Persistent link: https://www.econbiz.de/10001492415