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Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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Option pricing and momentum
Rogríguez, Juan Carlos (contributor) - 2007
Persistent link: https://www.econbiz.de/10003686514
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Stochastic intrinsic kriging for simulation metamodelling
Mehdad, Ehsan; Kleijnen, Jack P. C. - 2014
Persistent link: https://www.econbiz.de/10011283893
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Identification and estimation of exchange rate models with unobservable fundamentals
Chambers, Marcus J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002046370
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Equilibrium asset pricing with time-varying pessimism
Sbuelz, Alessandro (contributor); Trojani, Fabio (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718112
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On the harm that pretesting does
Danilov, Dmitry L. (contributor); Magnus, Jan R. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001582643
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Validation of models : statistical techniques and data availability
Kleijnen, Jack P. C. - 1999
Persistent link: https://www.econbiz.de/10001432755
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Mixed hitting-time models
Abbring, Jaap H. - 2009
Persistent link: https://www.econbiz.de/10003884303
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Modeling within- and across-customer association in lifetime value with copulas
Glady, Nicolas; Lemmens, Aurélie; Croux, Christophe - 2010
Persistent link: https://www.econbiz.de/10008664215
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Sharing rule identification for general collective consumption models
Cherchye, Laurens; Rock, Bram de; Lewbel, Arthur; … - 2012
Persistent link: https://www.econbiz.de/10009540463