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Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean variance hedging
Kohlmann, Michael; Tang, Shanjian - 2000
Persistent link: https://www.econbiz.de/10004675771
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Recent advances in backward stochastic Riccati equations and their applications
Kohlmann, Michael; Tang, Shanjian - 2000
Persistent link: https://www.econbiz.de/10004675772
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Multi-dimensional backward stochastic Riccati equations, and applications
Kohlmann, Michael; Tang, Shanjian - 2000
Persistent link: https://www.econbiz.de/10004667350
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Finite sample properties of one step, two step and bootstrap empirical likelihood approaches to efficient GMM estimation
Inkmann, Joachim - 2000
Persistent link: https://www.econbiz.de/10004587799
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Exports and hedging exchange rate risks : the multi-country case
Adam-Müller, Axel F. - 2000
Persistent link: https://www.econbiz.de/10004593562
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Backward stochastic differential equations and stoachstic controls : a new perspective
Kohlmann, Michael; Zhou, Xun Yu - 1999
Persistent link: https://www.econbiz.de/10004057406
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The impact of delivery risk on optimal production and futures hedging
Adam-Müller, Axel F.; Wong, Kit Pong - 2002
Persistent link: https://www.econbiz.de/10004718172
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Smoothing ordered sparse contingency tables and the x2 test
Abberger, Klaus - 2002
Persistent link: https://www.econbiz.de/10004718174
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Prediction of 0-1-events for short and long memory time series
Beran, Jan - 2002
Persistent link: https://www.econbiz.de/10004718175
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Recent developments in non- and semiparametric regression with fractional time series errors
Beran, Jan; Feng, Yuanhua - 2002
Persistent link: https://www.econbiz.de/10004718178