Narrow search
Showing 81 - 90 of 680,368
Cover Image
An approximation scheme for diffusion processes based on an antisymmetric calculus over Wiener space
Yoshikawa, Kazuhiro - In: Asia-Pacific financial markets 22 (2015) 2, pp. 185-207
Persistent link: https://www.econbiz.de/10011377529
Cover Image
Profitability of time series momentum
He, Xue-zhong; Li, Kai - In: Journal of banking & finance 53 (2015), pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
Cover Image
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane - In: Mathematical finance : an international journal of … 25 (2015) 1, pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Cover Image
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane - In: Mathematical finance : an international journal of … 25 (2015) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Cover Image
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
Shen, Yang; Zeng, Yan - In: Insurance / Mathematics & economics 62 (2015), pp. 118-137
Persistent link: https://www.econbiz.de/10011312080
Cover Image
Credit rating modelled with reflected stochastic differential equations
Sonubi, Adeyemi Adewale - In: Journal of mathematical finance 4 (2014) 5, pp. 333-337
Persistent link: https://www.econbiz.de/10011312408
Cover Image
Solution of stochastic non-homogeneous linear first-order difference equations
Kadry, Seifedine; El Hami, Abdelkhalak - In: Journal of mathematical finance 4 (2014) 4, pp. 245-248
Persistent link: https://www.econbiz.de/10011312422
Cover Image
Optimal tanker chartering decisions with spot freight rate dynamics considerations
Wang, He; Huang, Simin; Liu, Zhen; Zheng, Li - In: Transportation research / E : an international journal 51 (2013), pp. 109-116
Persistent link: https://www.econbiz.de/10009734008
Cover Image
Asymptotic inference for a linear stochastic differential equation with time delay
Gushchin, Alexander A.; Küchler, Uwe - 1997
Persistent link: https://www.econbiz.de/10009657896
Cover Image
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Gushchin, Alexander A.; Küchler, Uwe - 2001
Persistent link: https://www.econbiz.de/10009616777