Narrow search
Showing 1 - 10 of 32
Cover Image
Efficient estimation of drift parameters in stochastic volatility models
Gloter, Arnaud - In: Finance and stochastics 11 (2007) 4, pp. 495-519
Persistent link: https://www.econbiz.de/10003645519
Cover Image
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa; León, Jorge A.; Vives, Josep - In: Finance and stochastics 11 (2007) 4, pp. 571-589
Persistent link: https://www.econbiz.de/10003645538
Cover Image
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.; Osakwe, Carlton-James U. - In: Finance and stochastics 10 (2006) 2, pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Cover Image
A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns
Klößner, Stefan - In: Finance and stochastics 14 (2010) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10003924780
Cover Image
A fair policy for the G/GI/N queue with multiple server pools
Reed, Josh; Shaki, Yair - In: Mathematics of operations research 40 (2015) 3, pp. 558-595
Persistent link: https://www.econbiz.de/10011338701
Cover Image
On boundedness of Q-learning iterates for stochastic shortest path problems
Yu, Huizhen; Bertsekas, Dimitri P. - In: Mathematics of operations research 38 (2013) 2, pp. 209-227
Persistent link: https://www.econbiz.de/10009751534
Cover Image
Bayesian switching multiple disorder problems
Gapeev, Pavel V. - In: Mathematics of operations research 41 (2016) 3, pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
Cover Image
A theory of Markovian time-inconsistent stochastic control in discrete time
Björk, Tomas; Murgoci, Agatha - In: Finance and stochastics 18 (2014) 3, pp. 545-592
Persistent link: https://www.econbiz.de/10010396002
Cover Image
The asymptotic value in finite stochastic games
Oliu-Barton, Miquel - In: Mathematics of operations research 39 (2014) 3, pp. 712-721
Persistent link: https://www.econbiz.de/10010402961
Cover Image
Game of singular stochastic control and strategic exit
Kwon, H. Dharma; Zhang, Hongzhong - In: Mathematics of operations research 40 (2015) 4, pp. 869-887
Persistent link: https://www.econbiz.de/10011408931