4

Option Valuation with Normal Mixture GARCH Models

Year:
2008
Language:
english
File:
PDF, 685 KB
english, 2008
5

Parametric estimation for a simple branching diffusion process

Year:
1979
Language:
english
File:
PDF, 600 KB
english, 1979
6

Parametric estimation for simple branching diffusion processes, II

Year:
1986
Language:
english
File:
PDF, 818 KB
english, 1986
8

Jensen's inequality for g-expectation, Part 2

Year:
2003
Language:
english
File:
PDF, 82 KB
english, 2003
9

Minimax pricing and Choquet pricing

Year:
2006
Language:
english
File:
PDF, 162 KB
english, 2006
10

A comonotonic theorem for BSDEs

Year:
2005
Language:
english
File:
PDF, 251 KB
english, 2005
11

Inequalities for upper and lower probabilities

Year:
2005
Language:
english
File:
PDF, 200 KB
english, 2005
15

GARCH option pricing: A semiparametric approach

Year:
2008
Language:
english
File:
PDF, 1.21 MB
english, 2008
19

A stochastic competing-species model and ergodicity

Year:
2005
Language:
english
File:
PDF, 143 KB
english, 2005
21

High Moment Partial Sum Processes of Residuals in GARCH Models and Their Applications

Year:
2005
Language:
english
File:
PDF, 1.81 MB
english, 2005
22

A Coupling Proof of Weak Convergence

Year:
1985
Language:
english
File:
PDF, 493 KB
english, 1985
23

A Stochastic Competing-Species Model and Ergodicity

Year:
2005
Language:
english
File:
PDF, 1.32 MB
english, 2005
25

A stochastic competing-species model and ergodicity

Year:
2005
Language:
english
File:
PDF, 171 KB
english, 2005
26

Poisson Limits for Sequential Multivariate Multinomial Data

Year:
2018
Language:
english
File:
PDF, 508 KB
english, 2018