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Approximating random variables by stochastic integrals
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880244
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Optimal stopping-related inequalities for discounted sequences of i.i.d. random variables
Boshuizen, Frans A. - 1991
Persistent link: https://www.econbiz.de/10000842066
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The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr - 1972
Persistent link: https://www.econbiz.de/10001368376
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On the absolute Moments of a normally distributed random variable
Moors, J.J.A. - 1973
Persistent link: https://www.econbiz.de/10001391200
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On the approximation of random variables by stochastic integrals with respect to semimartingales
Christopeit, Norbert - 1994
Persistent link: https://www.econbiz.de/10000891108
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Assoziation in inhomogenen kategorialen Prozessen
Pleier, Thomas - 2016
Persistent link: https://www.econbiz.de/10011627250
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Chance constrained programming with one discrete random variable in each constraint
Cerdá Tena, Emilio; Moreno Lorente, Julio - 2009
Persistent link: https://www.econbiz.de/10011697684
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Model-based and empirical analyses of stochastic fluctuations in economy and finance
Zadourian, Rubina - 2018
Persistent link: https://www.econbiz.de/10011914214
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The expected sample variance of uncorrelated random variables with a common mean and application in unbalanced random effects models
Vardeman, Stephen B.; Wendelberger, Joanne - 2003
Persistent link: https://www.econbiz.de/10001901129
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Upper and lower bounds for sums of random variables
Kaas, R.; Dhaene, Jan; Goovaerts, Marc J. - 2000
Persistent link: https://www.econbiz.de/10001593693