Found: 11
Select item for more details and to access through your institution.
Speeding up the Euler scheme for killed diffusions.
- Published in:
- Finance & Stochastics, 2024, v. 28, n. 3, p. 663, doi. 10.1007/s00780-024-00534-4
- By:
- Publication type:
- Article
Uniqueness in Cauchy problems for diffusive real-valued strict local martingales.
- Published in:
- Transactions of the American Mathematical Society, Series B, 2023, v. 10, p. 381, doi. 10.1090/btran/141
- By:
- Publication type:
- Article
Power laws in market microstructure.
- Published in:
- Frontiers of Mathematical Finance, 2023, v. 2, n. 1, p. 1, doi. 10.3934/fmf.2023003
- By:
- Publication type:
- Article
A survey of recent studies on COVID-19 outbreak prediction using statistical and machine learning methods.
- Published in:
- Nigde Omer Halisdemir University Journal of Engineering Sciences / Niğde Ömer Halisdemir Üniversitesi Mühendislik Bilimleri Dergisi, 2022, v. 11, n. 3, p. 484, doi. 10.28948/ngmuh.1025095
- By:
- Publication type:
- Article
Financial equilibrium with asymmetric information and random horizon.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 1, p. 97, doi. 10.1007/s00780-017-0348-0
- By:
- Publication type:
- Article
PERCHLORATE REMOVAL WITH INORGANIC ELECTRON DONORS.
- Published in:
- Sigma: Journal of Engineering & Natural Sciences / Mühendislik ve Fen Bilimleri Dergisi, 2015, v. 33, n. 2, p. 286
- By:
- Publication type:
- Article
Equilibrium model with default and dynamic insider information.
- Published in:
- Finance & Stochastics, 2013, v. 17, n. 3, p. 565, doi. 10.1007/s00780-012-0196-x
- By:
- Publication type:
- Article
Option hedging for small investors under liquidity costs.
- Published in:
- Finance & Stochastics, 2010, v. 14, n. 3, p. 317, doi. 10.1007/s00780-009-0116-x
- By:
- Publication type:
- Article
PRICING AND HEDGING IN CARBON EMISSIONS MARKETS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2009, v. 12, n. 7, p. 949, doi. 10.1142/S0219024909005531
- By:
- Publication type:
- Article
Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 4, p. 591, doi. 10.1007/s00780-007-0038-4
- By:
- Publication type:
- Article
MODELING LIQUIDITY EFFECTS IN DISCRETE TIME.
- Published in:
- Mathematical Finance, 2007, v. 17, n. 1, p. 15, doi. 10.1111/j.1467-9965.2007.00292.x
- By:
- Publication type:
- Article