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On Markovian short rates in term structure models driven by jump-diffusion processes
Gapeev, P. V. (contributor); Küchler, U. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917033
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On large deviations in testing Ornstein-Uhlenbeck type models with delay
Gapeev, P. V. (contributor); Küchler, U. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917044
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On Stationary Solutions of Delay Differential Equations Driven by a Levy Process
Gushchin, A.; Küchler, U. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838312
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Asymptotic Inference for a Linear Stochastic Differential Equation with Time Delay
Gushchin, A.; Küchler, U. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794907
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On sequential parameter estimation for some linear stochastic differential equations with time delay
Küchler, U.; Vasiliev, V.A. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794929
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On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Gushchin, A.; Küchler, U. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795041
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Strong discrete time approximation of Stochastic Differential Equations with Time Delay
Küchler, U.; Platen, E. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796204
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Delay Estimation for some Stationary Diffusion-type processes
Küchler, U.; Kutoyants, Y. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796238
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Über die Stabilität des Euler-Schemas für eine Affine Stochastische Differentialgleichung mit Gedächtnis
Gilsing, H.; Küchler, U.; Platen, E. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796298
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Coherent Risk Measures, Valuation Bounds, and (My,p) - Portfolio Optimization
Jaschke, S.; Küchler, U. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742849