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The empirical performance of option-based densities of foreign exchange
Craig, Ben R. (contributor); Keller, Joachim G. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
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Distribution function of the shortest path in networks of queues
Azaron, Amir; Modarres, Mohammad - In: OR spectrum : quantitative approaches in management 27 (2005) 1, pp. 123-144
Persistent link: https://www.econbiz.de/10002505380
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Disentangling diffusion from jumps
Aït-Sahalia, Yacine - In: Journal of financial economics 74 (2004) 3, pp. 487-528
Persistent link: https://www.econbiz.de/10002439265
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First passage times for risk-tracking proxies
Vaugirard, Victor - In: International journal of theoretical and applied finance 8 (2005) 4, pp. 445-462
Persistent link: https://www.econbiz.de/10002980661
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Modeling a large number of agents by types : models as large random decomposable structures
Aoki, Masanao - In: New tools of economic dynamics, (pp. 3-24). 2005
Persistent link: https://www.econbiz.de/10003028850
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Zur Theorie skalenparametergesplitteter Verteilungen und ihrer Anwendung auf den deutschen Aktienmarkt
Scharein, Manfred - 2005
Persistent link: https://www.econbiz.de/10003075483
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Verteilungsmodelle und Risikomaße für Minimalrenditen
Mihai, Mihnea-Stefan - 2005
Persistent link: https://www.econbiz.de/10002948930
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Statistical tools for finance and insurance
Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005
-instructional book makes a good use of extensive examples and full explanations. Thedesign of the text links theory and computational … the Scale in the Gamma Family.- Pricing of Catastrophe (CAT) Bonds.- Extreme Value Theory - Modeling and Financial … Theory.- Diffusion Approximation in Risk Theory …
Persistent link: https://www.econbiz.de/10002123307
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The tail of the stationary distribution of a random coefficient AR(q) model
Klüppelberg, Claudia; Pergamenchtchikov, Serguei - 2002
Persistent link: https://www.econbiz.de/10001744382
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Comparing approximations for risk measures of sums of non-independent lognormal random variables
Vanduffel, Steven; Hoedemakers, Tom; Dhaene, Jan - 2004
Persistent link: https://www.econbiz.de/10002153412