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Defaultable claims in switching models with partial information
Gapeev, Pavel V.; Jeanblanc, Monique - In: International journal of theoretical and applied finance 22 (2019) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
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Modeling manager confidence in forecasted excess returns under active portfolio management
Birge, John R.; Chávez-Bedoya, Luis - In: The journal of asset management 15 (2014) 6, pp. 353-365
Persistent link: https://www.econbiz.de/10010476259
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A conditional heteroscedastic VaR approach with alternative distributions
Serrano Bautista, Ramona; Mata Mata, Leovardo - In: EconoQuantum : Revista de Economía y Negocios 17 (2020) 2, pp. 81-98
Persistent link: https://www.econbiz.de/10012617079
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A test for independence of dichotomous stochastic variables distributed over a regular two-dimensional lattice
Schmidt, Joachim; Kuhbier, Peter - 1979
Persistent link: https://www.econbiz.de/10000164560
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Dispersion of growth paths of macroeconomic models in thermodynamic limits : two-parameter Poisson-Dirichlet models
Aoki, Masanao - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 3-13
Persistent link: https://www.econbiz.de/10003715648
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A statistical equilibrium model of competitive firms
Alfarano, Simone; Milaković, Mishael; Irle, Albrecht; … - 2008
We argue that the complex interactions of competitive heterogeneous firms lead to a statistical equilibrium distribution of firms' profit rates, which turns out to be an exponential power (or Subbotin) distribution. Moreover, we construct a diffusion process that has the Subbotin distribution as...
Persistent link: https://www.econbiz.de/10003728708
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An analysis of monotone follower problems for diffusion processes
Bayraktar, Erhan; Egami, Masahiko - In: Mathematics of operations research 33 (2008) 2, pp. 336-350
Persistent link: https://www.econbiz.de/10003732436
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Modelling and optimizing imperfect maintenance of coatings on steel structures
Nicolai, R. P. (contributor); Frenk, Johannes G. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003755979
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Modelling and optimizing imperfect maintenance of coatings on steel structures
Nicolai, R. P. (contributor); Frenk, Johannes G. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003652390