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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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Approximating random variables by stochastic integrals
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880244
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A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy
Evstigneev, Igor V.; Schürger, Klaus - 1993 - (Final version)
Persistent link: https://www.econbiz.de/10000412432
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ML-estimation of sampled stochastic differential equations
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876985
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Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter; Sayer, Tilman; Szimayer, Alexander - 2011
Persistent link: https://www.econbiz.de/10009688311
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Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi; Szimayer, Alexander; Wagner, Andreas - 2009
Persistent link: https://www.econbiz.de/10009688320
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A parsimonious multi-asset Heston model : calibration and derivative pricing
Szimayer, Alexander; Dimitroff, Geogri; Lorenz, Stefan - 2009
Persistent link: https://www.econbiz.de/10009688323
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Pricing American call options under the assumption of stochastic dividends : an application of the Korn-Rogers-Model
Kruse, Susanne; Müller, Marlene - 2009
Persistent link: https://www.econbiz.de/10009723047
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Strong stationary solutions to equilibrium problems with equilibrium constraints with applications to an electricity spot market model
Henrion, René; Outrata, Jiří; Surowiec, Thomas - 2009
Persistent link: https://www.econbiz.de/10003827942
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Strategic competition in oligopolies with fluctuating demand
Neubecker, Leslie - 2006
Persistent link: https://www.econbiz.de/10003115170