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Normal modified stable processes
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2001
Persistent link: https://www.econbiz.de/10001598165
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Advances in reliability
Balakrishnan, Narayanaswamy (contributor);  … - 2001 - 1. ed.
Persistent link: https://www.econbiz.de/10001573561
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On the normal inverse Gaussian stochastic volatility model
Andersson, Jonas - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 44-54
Persistent link: https://www.econbiz.de/10001543442
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Stability of pareto-zipf law in non-stationary economies
Solomon, Sorin; Richmond, Peter - In: Economics with heterogeneous interacting agents, (pp. 141-159). 2001
Persistent link: https://www.econbiz.de/10001607005
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Das Gaußsche Zinsstrukturmodell : eine Analyse auf der Basis von Wahrscheinlichkeitsverteilungen
Wilhelm, Jochen - 2000
Persistent link: https://www.econbiz.de/10001520044
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Near-uniformly distributed, stochastically generated portfolios
Dawson, Richard; Young, Richard - In: Advances in portfolio construction and implementation, (pp. 161-192). 2003
Persistent link: https://www.econbiz.de/10001771112
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Ergodic behavior of a Markov chain model in a stochastic environment
Tsantas, N. - In: Mathematical methods of operations research 54 (2001) 1, pp. 101-117
Persistent link: https://www.econbiz.de/10001628093
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On rational bubbles and fat tails
Lux, Thomas; Sornette, Didier - In: Journal of money, credit and banking : JMCB 34 (2002) 3,1, pp. 589-610
Persistent link: https://www.econbiz.de/10001698113
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A one-factor volatility smile model with closed-form solutions for European options
Li, Anlong - In: European financial management : the journal of the … 5 (1999) 2, pp. 203-222
Persistent link: https://www.econbiz.de/10001415279
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Strong stochastic bounds for the stationary distribution of a class of multicomponent performability models
Taylor, P. G.; Dijk, Nicolaas M. van - 1994
Persistent link: https://www.econbiz.de/10000151658