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Estimating parameters of an extreme value distribution by the method of moments
Christopeit, Norbert - 1990
Persistent link: https://www.econbiz.de/10000347821
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Axiomatic characterisation of the quadratic scoring rule
Selten, Reinhard - 1996
Persistent link: https://www.econbiz.de/10000954632
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A limit theorem for random matrices with a multiparameter
Schürger, Klaus - 1990
Persistent link: https://www.econbiz.de/10000784451
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A limit theorem for random matrices with a multiparameter
Schürger, Klaus - 1992 - Expanded and rev. version
Persistent link: https://www.econbiz.de/10000850451
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Prediction error learning in univariate generalized autoregessive models
Zenner, Markus - 1994
Persistent link: https://www.econbiz.de/10000886170
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Continuous time limits in the generalized Ho/Lee framework under the risk-neutral- and forward-measures
Sommer, Daniel - 1994
Persistent link: https://www.econbiz.de/10000886970
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What is (AB) ?
Werner, Hans-Joachim - 1993
Persistent link: https://www.econbiz.de/10000891119
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Closed form representations for the minimal hedging portfolios of American type contingent claims
Kramkov, D. O. - 1994
Persistent link: https://www.econbiz.de/10000895889
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Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen - 1994
Persistent link: https://www.econbiz.de/10000897651
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A new characterization of the Martingale property
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000855567