Narrow search
Showing 81 - 90 of 2,797
Cover Image
Optimal inference in dynamic models with conditional moment restrictions
Christensen, Bent Jesper (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774664
Cover Image
Continuous-time optimal stochastic growth : local martingales, transversality and existence
Foldes, Lucien Paul - 2004
Persistent link: https://www.econbiz.de/10002108451
Cover Image
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Clark, Todd E. (contributor); West, Kenneth D. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113105
Cover Image
On local times of ranked continuous semimartingales : application to portfolio generating functions
Ghomrasni, Raouf (contributor) - 2005
Persistent link: https://www.econbiz.de/10003323022
Cover Image
Introduction to stochastic calculus for finance : a new didactic approach
Sondermann, Dieter - 2006 - 1. ed.
Persistent link: https://www.econbiz.de/10003328645
Cover Image
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - In: Econometric theory 22 (2006) 4, pp. 677-719
Persistent link: https://www.econbiz.de/10003351877
Cover Image
The optimal martingale measure for investors with exponential utility function
Steiger, Gallus Johannes (contributor) - 2005
Persistent link: https://www.econbiz.de/10003278318
Cover Image
A test of martingale hypothesis
Park, Joon Y. (contributor); Wang, Yoon-Jae (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10003283215
Cover Image
Ruin problems for a discrete time risk model with random interest rate
Yang, Hailiang; Zhang, Lihong - In: Mathematical methods of operations research 63 (2006) 2, pp. 287-299
Persistent link: https://www.econbiz.de/10003334096
Cover Image
Comparison of option prices in seminartingale models
Bergenthum, Jan; Rüschendorf, Ludger - In: Finance and stochastics 10 (2006) 2, pp. 222-249
Persistent link: https://www.econbiz.de/10003334918