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Discounted optimal stopping for maxima in diffusion models with finite horizon
Gapeev, Pavel V. - 2006
SFB 649 Discussion Paper 2006-057 Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon Pavel V. Gapeev* * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany and Russian Academy of Sciences, Institute of...
Persistent link: https://www.econbiz.de/10004875341
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Discounted optimal stopping for maxima of some jump-diffusion processes
Gapeev, Pavel V. - 2006
SFB 649 Discussion Paper 2006-059 Discounted Optimal Stopping for Maxima of some Jump-Diffusion Processes Pavel V. Gapeev* * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany and Russian Academy of Sciences, Institute of Control...
Persistent link: https://www.econbiz.de/10004875342
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Robust risk management : accounting for nonstationarity and heavy tails
Chen, Ying; Spokojnyj, Vladimir G. - 2006
Persistent link: https://www.econbiz.de/10004881592
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Optimal control of drug epidemics : prevent and treat - but not at the same time?
Behrens, Doris (contributor) - 1999
Persistent link: https://www.econbiz.de/10004554965
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Emergence : from chaos to order
Holland, John H. - 1998 - 2. print.
Persistent link: https://www.econbiz.de/10004371369
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Virtual prices in production analysis : a survey
Koebel, Bertrand - 1998
Persistent link: https://www.econbiz.de/10004057195
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Networks and groups : models of strategic formation ; with 9 tables
Dutta, Bhaskar (contributor) - 2003
Persistent link: https://www.econbiz.de/10004744700
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Commodity modeling and pricing : methods for analyzing resource market behavior
Schaeffer, Peter V. - 2008
Persistent link: https://www.econbiz.de/10004921988
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New economics of risk and uncertainty : theory and applications
Alghalith, Moawia - 2007
Persistent link: https://www.econbiz.de/10004928911
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Indifference pricing : theory and applications
Carmona, René (contributor) - 2009
Persistent link: https://www.econbiz.de/10004938131