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On selecting an extreme value distribution
Ariyawansa, K. A. - In: Zeitschrift für Operations-Research : ZOR ; … 32 (1988) 2, pp. 95-100
Persistent link: https://www.econbiz.de/10003473496
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Numerical computation of mean passage times and absorption probabilities in Markov and Semi-Markov models
Kohlas, J. - In: Zeitschrift für Operations-Research : ZOR ; … 30 (1986) 5, pp. 197-207
Persistent link: https://www.econbiz.de/10003606363
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Ordering distributions by scaled order statistics
Scarsini, M.; Shaked, M. - In: Zeitschrift für Operations-Research : ZOR ; … 31 (1987) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10003669088
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Tests of the adequacy of fit for the bivariate poisson distribution
Crockett, Noel G. - 1977
Persistent link: https://www.econbiz.de/10003520796
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Invariant distributions for monotone markov processes
Hopenhayn, Hugo A.; Prescott, Edward C. - 1987
Persistent link: https://www.econbiz.de/10003528450
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Wahrscheinlichkeitstheorie
Richter, Hans - 1956
Persistent link: https://www.econbiz.de/10013360789
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Factor Models and the Shape of the Term Structure
Schlögl, Erik; Sommer, Daniel - 1997
The present paper analyses a broad range of one- and multifactor models of the term structure of interest rates. We assess the influence of the number of factors, mean reversion, and the factor probability distributions on the term structure shapes the models generate, and use spread options as...
Persistent link: https://www.econbiz.de/10005841339
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Topics in advanced econometrics
Dhrymes, Phoebus J. - 1994
Persistent link: https://www.econbiz.de/10000885386
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Simulation of truncated gamma distributions
Robert, Christian P.; Mengersen, Kerrie - 1994
Persistent link: https://www.econbiz.de/10000891158