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~person:"Şahin, Şule"
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Stochastic interpolation
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Stochastic process
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Stochastischer Prozess
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Bridging
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Wilkie model
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Brownian bridge
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Şahin, Şule
Schlicht, Ekkehart
9
Dezhbakhsh, Hashem
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Angelini, Elena
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Ludwig, Alexander
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Polasek, Wolfgang
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Schön, Matthias
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Cremers, Heinz
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Levy, Daniel
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Llano, Carlos
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Sellner, Richard
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White, Matthew N.
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Diniz, Bernardo P. Campolina
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Fernandes, Rodrigo Cardoso
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Levy, Daniel C.
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Marcellino, Massimiliano
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Paredes, Joan
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Pedregal, Diego J.
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Bellemare, Charles
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Henry, Jérôme
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Meier, Iwan
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Peng, Jun
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Reiter, Michael
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Rünstler, Gerhard
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Sbibih, D.
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Schanz, Sebastian
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Scuderi, Raffaele
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Wilkie, A. D.
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Abdeladim, Kamel
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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ECONIS (ZBW)
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Yet more on a stochastic economic model : part 3A : stochastic
interpolation
: Brownian and Ornstein-Uhlenbeck (OU) bridges
Wilkie, A. D.
;
Şahin, Şule
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
1
,
pp. 74-99
Persistent link: https://www.econbiz.de/10011730247
Saved in:
2
Yet more on a stochastic economic model : part 3B : stochastic bridging for retail prices and wages
Wilkie, A. D.
;
Şahin, Şule
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
1
,
pp. 100-127
Persistent link: https://www.econbiz.de/10011730249
Saved in:
3
Yet more on a stochastic economic model : part 3C : stochastic bridging for share yields and dividends and interest rates
Wilkie, A. D.
;
Şahin, Şule
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
1
,
pp. 128-163
Persistent link: https://www.econbiz.de/10011730251
Saved in:
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