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Funding liquidity, debt tenor structure, and creditor’s belief : an exogenous dynamic debt run model

Liang, Gechun; Lütkebohmert-Holtz, Eva; Wei, Wei - In: Mathematics and financial economics 9 (2015) 4, pp. 271-302

Persistent link: https://www.econbiz.de/10011378101

A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue

Sarhangian, Vahid; Balcıog˜lu, Barış - In: Operations research letters 41 (2013) 6, pp. 659-663

Persistent link: https://www.econbiz.de/10010236055

The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default

Spencer, Peter D. - In: Finance research letters 11 (2014) 1, pp. 8-15

Persistent link: https://www.econbiz.de/10010393638

Young people between education and the labour market during the COVID-19 pandemic in Italy

Fiaschi, Davide; Tealdi, Cristina - 2021

We analyse the distribution and the flows between different types of employment (self-employment, temporary, and permanent), unemployment, education, and other types of inactivity, with particular focus on the duration of the school-to-work transition (STWT). The aim is to assess the impact of...

Persistent link: https://www.econbiz.de/10012581501

The likelihood of mixed hitting times

Abbring, Jaap H.; Salimans, Tim - In: Journal of econometrics 223 (2021) 2, pp. 361-375

Persistent link: https://www.econbiz.de/10012619975

Weak limits of random coefficient autoregressive processes and their application in ruin theory

Dong, Y.; Spielmann, J. - In: Insurance / Mathematics & economics 91 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012241966

Lowest priority waiting time distribution in an accumulating priority Lévy queue

Kella, Offer; Ravner, Liron - In: Operations research letters 45 (2017) 1, pp. 40-45

Persistent link: https://www.econbiz.de/10011687127

Short‐term stock price prediction based on limit order book dynamics

An, Yang; Chan, Ngai Hang - In: Journal of forecasting 36 (2017) 5, pp. 541-556

Persistent link: https://www.econbiz.de/10011860685

The maximum distribution of Kibble’s bivariate gamma random vector

Kim, Bara; Kim, Jeongsim - In: Operations research letters 45 (2017) 4, pp. 392-396

Persistent link: https://www.econbiz.de/10011740634

Tempered stable process, first passage time, and path-dependent option pricing

Kim, Young Shin - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 187-215

Persistent link: https://www.econbiz.de/10011993461

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