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Recent results in stochastic programming : proceedings, Oberwolfach January 28 - February 3, 1979
Kall, Peter (ed.) - 1980
Persistent link: https://www.econbiz.de/10000700590
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Polynomial semimartingales and a deep learning approach to local stochastic volatility calibration
Khosrawi-Sardroudi, Wahid - 2019
Abstract: Financial markets have experienced a precipitous increase in complexity over the past decades, posing a significant challenge from a risk management point of view. This complexity motivates the application and development of sophisticated models based on the theory of stochastic...
Persistent link: https://www.econbiz.de/10012145411
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Model-based clustering of multiple time series
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - 2004
Persistent link: https://www.econbiz.de/10002398968
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Nonlinear financial econometrics : Markov switching models, persistence and nonlinear cointegration
Gregoriou, Greg N. (ed.); Pascalau, Razvan (contributor) - 2011
Persistent link: https://www.econbiz.de/10008654596
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Is official exchange rate intervention effective?
Taylor, Mark P. - 2003
Persistent link: https://www.econbiz.de/10013424270
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Markov switching causality and the money-output relationship
Psaradakis, Zacharias G. - 2003
Persistent link: https://www.econbiz.de/10013424282
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Panel index var models : specification, estimation, testing and leading indicators
Canova, Fabio - 2003
Persistent link: https://www.econbiz.de/10013424338
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Markov trends in macroeconomic time series
Paap, Richard - 1997
Persistent link: https://www.econbiz.de/10013265095
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Stochastic optimization methods in finance and energy : new financial products and energy market strategies
Bertocchi, Marida (contributor) - 2011
Persistent link: https://www.econbiz.de/10011760893