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Efficient pricing algorithms for exotic derivatives
Lord, Roger - 2008
Persistent link: https://www.econbiz.de/10003775897
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Efficient simulation algorithms for optimization of discrete event systems based on measure-valued differentiation
Farenhorst-Yuan, Taoying - 2010
Persistent link: https://www.econbiz.de/10003954959
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Essays on nonparametric econometrics of stochastic volatility
Zu, Yang - 2012
Persistent link: https://www.econbiz.de/10009713426
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Essays on Monte Carlo methods for state space models
Scharth, Marcel - 2012
Persistent link: https://www.econbiz.de/10009713472
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Essays in likelihood-based computational econometrics
Salimans, Tim - 2013
Persistent link: https://www.econbiz.de/10009744698
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Stochastic dominance in portfolio analysis and asset pricing
Lizyayev, Andrey M. - 2010
Persistent link: https://www.econbiz.de/10008771844
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Stochastic volatility and the pricing of financial derivatives
Ploeg, Antoine P. C. van der - 2006
Persistent link: https://www.econbiz.de/10003273906
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Advances in the use of stochastic dominance in asset pricing
Versijp, Philippe Johannes Petrus Marie - 2007
Persistent link: https://www.econbiz.de/10003456095
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Essays on risk measures and stochastic dependence : with applications to insurance and finance
Laeven, Roger Jean Auguste - 2005
Persistent link: https://www.econbiz.de/10003158080
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Maintenance models for systems subject to measurable deterioration
Nicolai, Robin Pieter - 2008
Persistent link: https://www.econbiz.de/10003683241