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Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897045
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Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897046
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Empirical models for evaluating errors in fitting extremes of a probability distribution
Bai, Jun; Jakeman, Anthony J.; McAleer, Michael - 1994
Persistent link: https://www.econbiz.de/10000900124
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Probabilistic bounds and parallel processing
Houghton, Erne; Portougal, Victor - 1994
Persistent link: https://www.econbiz.de/10000900242
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A simple approximation to the normal distribution function : with an application to the Black & Scholes option pricing model
Hallerbach, Winfried G. - 1994
Persistent link: https://www.econbiz.de/10000901363
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Probabilité de ruine et principe homographique : une tarification actuarielle de type bonus-malus
Pinhas, Max - 1995
Persistent link: https://www.econbiz.de/10000901806
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On short rate processes and their implications for term structure movements
Schlögl, Erik - 1994
Persistent link: https://www.econbiz.de/10000903338
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Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
Kramkov, D. O. - 1994
Persistent link: https://www.econbiz.de/10000903341
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On smile and skewness
Platen, Eckhard - 1994
Persistent link: https://www.econbiz.de/10000903723
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Fast simulation of Markov modulated fluid models
Ridder, Ad - 1995
Persistent link: https://www.econbiz.de/10000905138