Narrow search
Showing 1 - 10 of 21
Cover Image
A stochastic representation theorem with applications to optimization with and obstacle problems
Bank, Peter; El Karoui, Nicole - 2002
Persistent link: https://www.econbiz.de/10001653653
Cover Image
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001606213
Cover Image
Fractional integration and business cycle features
Candelon, Bertrand; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001612100
Cover Image
Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter - 2002
Persistent link: https://www.econbiz.de/10001666561
Cover Image
Hedging and portfolio optimization in illiquid financial markets
Bank, Peter; Baum, Dietmar - 2002
Persistent link: https://www.econbiz.de/10001685047
Cover Image
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509586
Cover Image
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509590
Cover Image
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509600
Cover Image
Optimal consumption choice under uncertainty with intertemporal substitution
Bank, Peter; Riedel, Frank - 1999
Persistent link: https://www.econbiz.de/10001425259
Cover Image
Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001470256