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~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Order statistics: applications"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"Working paper"
~subject:"Probability theory"
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The market model of interest rate dynamics
Brace, Alan
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 127-155
Persistent link: https://www.econbiz.de/10001220280
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Sensitivity analysis of nonlinear behavior with distorted probability
Cao, Xi-Ren
;
Wan, Xiangwei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 115-150
Persistent link: https://www.econbiz.de/10011739450
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3
Portfolio selection problems via the bivariate characterization of stochastic dominance relations
Kijima, Masaaki
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 237-277
Persistent link: https://www.econbiz.de/10001208966
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4
Discontinuous asset prices and non-attainable contingent claims
Colwell, David B.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 295-308
Persistent link: https://www.econbiz.de/10001184866
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5
Optimal investment strategies for controlling drawdowns
Grossman, Sanford J.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 241-276
Persistent link: https://www.econbiz.de/10001184871
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6
A note on the quantile formulation
Xu, Zuo Quan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 589-601
Persistent link: https://www.econbiz.de/10011583612
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7
Assessing public pensions using ruin probability : pay-as-you-go versus mixed schemes
Alonso-García, Jennifer
;
Boado-Penas, María del Carmen
; …
-
2024
Persistent link: https://www.econbiz.de/10014631072
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8
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
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9
Order-statistic filtering and smoothing of time series: Part II
Barner, Kenneth E.
;
Arce, Gonzalo R.
-
1998
Persistent link: https://www.econbiz.de/10003374491
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10
A note on the probability of winning a lottery when the number of competitors is a binomial random variable
Hogan, Seamus D.
;
Meriluoto, Laura
-
2010
Persistent link: https://www.econbiz.de/10008688813
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