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Optimal harvest policy with first-order autoregressive price process
Gong, Peichen - 1998
Persistent link: https://www.econbiz.de/10000994208
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GARCH models as diffusion approximation : a simulation approach for currency hedging using options
Castellano, Rosella - In: New operational approaches for financial modelling, (pp. 297-310). 1997
Persistent link: https://www.econbiz.de/10001299211
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Computational techniques for modelling learning in economics
Brenner, Thomas (ed.) - 1999
Persistent link: https://www.econbiz.de/10001361792
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Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas; Marchesi, Michele - 1998
Persistent link: https://www.econbiz.de/10001372561
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Stochastic volatility in interest rates and nonlinearity in velocity
Barnett, William A. - 1996
Persistent link: https://www.econbiz.de/10001328762
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Lognormal random field approximations to LIBOR market models
Kurbanmuradov, O. (contributor); Sabelfeld, K. (contributor) - 1999 - [Elektronische Ressource]
(1997) and Schoenmakers, Coffey (1999). Special attention is payed to log-normal approximations and their simulation by … using direct simulation methods for log-normal random fields. In contrast to the conventional numerical solution of SDE …
Persistent link: https://www.econbiz.de/10001544522
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Kriging for interpolation in random simulation
Beers, Wim C. M. van (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617287
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Stochastic dominance efficiency tests under diversification
Kuosmanen, Timo - 2001
Persistent link: https://www.econbiz.de/10001584125
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Bond markets where the short rate is a jump diffusion
Hauswirth, Christian - 1999
Persistent link: https://www.econbiz.de/10001586334
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Stochastic volatility in interest rates and complex dynamics in velocity
Barnett, William A.; Xu, Haiyang - In: Commerce, complexity, and evolution : topics in …, (pp. 147-171). 2000
Persistent link: https://www.econbiz.de/10001556430