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Mathematics plays a vital role in many areas of finance and provides the theories and tools that have been widely used …
Persistent link: https://www.econbiz.de/10012173994
published in the Mathematics Special Issue with the same title. All the published papers are of high quality and were subjected … to rigorous peer review. Mathematics is included in the Science Citation Index (Web of Science), and its current Impact …
Persistent link: https://www.econbiz.de/10012586619
In recent years, college and universities have relied increasingly upon the charitable contributions of its previous graduates; as the costs of tuition rise substantially, development offices are facing the challenge of creating annual fund campaigns that are minimally expensive while providing...
Persistent link: https://www.econbiz.de/10009450203
Laplace’s definition of probability in terms of equi-possible outcomes as well as to von Mises’ frequentist approach. On the … opposite, Kolmogorov’s analytical axiomatization of probability theory enables a priori and a posteriori probabilities to … probability. Therefore, only in Kolmorogorov’s formalism is statistical inference rigorously framed. …
Persistent link: https://www.econbiz.de/10004998514
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Persistent link: https://www.econbiz.de/10013382953
ENGLISH ABSTRACT: In this thesis, we propose to use Levy processes to model the dynamics of asset prices. Inthe first part, we deal with single asset options and model the log stock prices with a Levyprocess. We employ pure jump Levy processes of infinite activity, in particular variancegamma...
Persistent link: https://www.econbiz.de/10009442040
The increase in the use of copulas has introduced implementation issues for both practitioners and researchers. One of the issues is to obtain a copula function for a given set of data. The most common approaches for the estimation of the parameters of the copula functions have been the Maximum...
Persistent link: https://www.econbiz.de/10009484265
Persistent link: https://www.econbiz.de/10011985878
The aim of this paper is to present data to verify the process of mathematization in economic theory. For this we used two representative samples from three of the most in fluential academic journals in the years 1955-56-57 and the years 2015-16-17. Thus, a contingency table was drawn up,...
Persistent link: https://www.econbiz.de/10011961169