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Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert - 1992
Persistent link: https://www.econbiz.de/10000834044
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Nonnegative stochastic dynamic preferences
Streufert, Peter Alfred - 1991
Persistent link: https://www.econbiz.de/10000836666
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Existence and characterization results for stochastic dynamic programming
Streufert, Peter Alfred - 1991
Persistent link: https://www.econbiz.de/10000836667
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Statistical properties of regulated Brownian motion
Caplin, Andrew; Leahy, John Vincent - 1992
Persistent link: https://www.econbiz.de/10000837704
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A sensitivity analysis of stochastic inventory systems
Zheng, Yu-sheng; Groote, Xavier de - 1992
Persistent link: https://www.econbiz.de/10000838379
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Quasi-maximum likelihood estimation of stochastic variance models
Ruiz, Esther - 1992
Persistent link: https://www.econbiz.de/10000839003
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Optimal myopic stopping times for Markov jump processes
Boshuizen, Frans A. - 1991
Persistent link: https://www.econbiz.de/10000842068
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Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Haldrup, Niels - 1992
Persistent link: https://www.econbiz.de/10000842147
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The structure of agricultural investment : comparing a flexible accelerator with stochastic coefficients
Conway, Roger K.; Hrubovcak, James; LeBlanc, Michael R. - 1985
Persistent link: https://www.econbiz.de/10000728984