Volume 25; Issue 3

2

Option pricing when the regime-switching risk is priced

Year:
2009
Language:
english
File:
PDF, 625 KB
english, 2009
5

Wick calculus for nonlinear Gaussian functionals

Year:
2009
Language:
english
File:
PDF, 223 KB
english, 2009
6

Local linear regression for data with AR errors

Year:
2009
Language:
english
File:
PDF, 276 KB
english, 2009
11

Coxian representations of generalized Erlang distributions

Year:
2009
Language:
english
File:
PDF, 247 KB
english, 2009