Narrow search
Showing 1 - 10 of 1,157
Cover Image
The constant elasticity of variance model in the framework of optimal investment problems
Darius, Dries - 2005
Persistent link: https://www.econbiz.de/10003553289
Cover Image
The nonlinearity and jumps in stochastic volatility : evidence from returns and options data
Mimouni, Karim - In: Banking and finance review 1 (2009) 1, pp. 99-117
Persistent link: https://www.econbiz.de/10008936745
Cover Image
Constant elasticity of variance in random time : a new stochastic volatility model with path dependence and leverage effect
Ostrovsky, Dmitry - In: International journal of theoretical and applied finance 10 (2007) 6, pp. 915-937
Persistent link: https://www.econbiz.de/10003630963
Cover Image
An integral representation of elasticity and sensitivity for stochastic volatility models
Cui, Zhenyu; Nguyen, Duy; Park, Hyungbin - In: Mathematics and financial economics 12 (2018) 2, pp. 249-274
Persistent link: https://www.econbiz.de/10011963852
Cover Image
Endogene Mischung von Nachfrageverteilungen im Newsvendor-Modell
Brandtner, Annett; Kischka, Peter; Schneider, Marko - 2008
Persistent link: https://www.econbiz.de/10003716929
Cover Image
Versicherungsnachfrage und Ausfalleerwartung
Schmidt, Ulrich; Zank, Horst - In: Zeitschrift für die gesamte Versicherungswissenschaft … 97 (2008) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10003730710
Cover Image
A stochastic demand model for optimal pricing of non-life insurance policies
Emms, Paul - In: Mathematical control theory and finance, (pp. 113-136). 2008
Persistent link: https://www.econbiz.de/10003755588
Cover Image
Forecasting tourism demand : a stochastic approach
Haehling von Lanzenauer, Christoph; Belousow, Alexander - In: Business intelligence : methods and applications ; …, (pp. 199-209). 2007
Persistent link: https://www.econbiz.de/10003764559
Cover Image
Preprocessing techniques and column generation algorithms for stochastically efficient demand
Lejeune, M. A. - In: Journal of the Operational Research Society : OR 59 (2008) 9, pp. 1239-1252
Persistent link: https://www.econbiz.de/10003780200
Cover Image
Incentive regulation of prices when costs are sunk
Evans, Lewis T.; Guthrie, Graeme A. - In: Journal of regulatory economics 29 (2006) 3, pp. 239-264
Persistent link: https://www.econbiz.de/10003325963