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A time series model with periodic stochastic regime switching
Ghysels, Eric - 1993
Persistent link: https://www.econbiz.de/10000865918
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Optimal myopic stopping times for Markov jump processes
Boshuizen, Frans A. - 1991
Persistent link: https://www.econbiz.de/10000842068
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Elements of applied stochastic processes
Bhat, Uggappakodi Narayan - 1972
Persistent link: https://www.econbiz.de/10000036200
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Entwurf eines Optionspreismodells mit stochastischer Volatilität und tendenziell stabiler IVF-Struktur
Hausmann, Wilfried - 2007
Persistent link: https://www.econbiz.de/10003635776
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Stochastic processes
Xu, Susan H. - In: Operations research and management science handbook, (pp. 8,1-8,49). 2008
Persistent link: https://www.econbiz.de/10003638633
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Analysis of GIx/M(n)//N systems with stochastic customer acceptance policy
Ferreira, Fátima; Pacheco, António - In: Queueing systems : theory and applications ; affiliated … 58 (2008) 1, pp. 29-55
Persistent link: https://www.econbiz.de/10003757286
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Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin; King, Maxwell L. - In: Journal of empirical finance 15 (2008) 3, pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
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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
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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
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Matrix-analytic methods in stochastic models
He, Qi-ming (contributor); Takine, Tetsuya (contributor) - 2008
Persistent link: https://www.econbiz.de/10003649312