Volume 98; Issue 4

AStA Advances in Statistical Analysis

Volume 98; Issue 4
2

Importance sampling for Kolmogorov backward equations

Singer, Hermann
Journal:
AStA Advances in Statistical Analysis
Year:
2014
Language:
english
File:
PDF, 2.44 MB
english, 2014
3

EWMA charts: ARL considerations in case of changes in location and scale

Steinmetz, Sebastian
Journal:
AStA Advances in Statistical Analysis
Year:
2014
Language:
english
File:
PDF, 664 KB
english, 2014
4

Testing monotonicity of pricing kernels

Golubev, Yuri, Härdle, Wolfgang K., Timofeev, Roman
Journal:
AStA Advances in Statistical Analysis
Year:
2014
Language:
english
File:
PDF, 595 KB
english, 2014