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UK Intra-Industry Trade With the EU North and South.
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- Oxford Bulletin of Economics & Statistics, 1999, v. 61, n. 3, p. 365, doi. 10.1111/1468-0084.00134
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- Article
The Impact of the Wuhan Covid-19 Lockdown on Air Pollution and Health: A Machine Learning and Augmented Synthetic Control Approach.
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- Environmental & Resource Economics, 2020, v. 76, n. 4, p. 553, doi. 10.1007/s10640-020-00483-4
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- Article
Suggestions for a Covid-19 Post-Pandemic Research Agenda in Environmental Economics.
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- Environmental & Resource Economics, 2020, v. 76, n. 4, p. 1187, doi. 10.1007/s10640-020-00478-1
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- Article
On-line almost-sure parameter estimation for partially observed discrete-time linear systems with known noise characteristics.
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- International Journal of Adaptive Control & Signal Processing, 2002, v. 16, n. 6, p. 435, doi. 10.1002/acs.703
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- Article
Discrete time filters for doubly stochastic poisson processes and other exponential noise models.
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- International Journal of Adaptive Control & Signal Processing, 1999, v. 13, n. 5, p. 393, doi. 10.1002/(SICI)1099-1115(199908)13:5<393::AID-ACS561>3.0.CO;2-J
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- Article
Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models.
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- Econometrics Journal, 2008, v. 11, n. 2, p. 244, doi. 10.1111/j.1368-423X.2008.00246.x
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- Article
Incomplete markets with jumps and informed agents.
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- Mathematical Methods of Operations Research, 1999, v. 50, n. 3, p. 475, doi. 10.1007/s001860050082
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- Article
Short rate analysis and marked point processes.
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- Mathematical Methods of Operations Research, 1999, v. 50, n. 1, p. 149, doi. 10.1007/s001860050041
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- Article
A GENERAL FRACTIONAL WHITE NOISE THEORY AND APPLICATIONS TO FINANCE.
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- Mathematical Finance, 2003, v. 13, n. 2, p. 301, doi. 10.1111/1467-9965.00018
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- Article
A DISCRETE TIME EQUIVALENT MARTINGALE MEASURE.
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- Mathematical Finance, 1998, v. 8, n. 2, p. 127, doi. 10.1111/1467-9965.00048
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- Article
ATTAINABLE CLAIMS IN A MARKOV MARKET.
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- Mathematical Finance, 1995, v. 5, n. 2, p. 121, doi. 10.1111/j.1467-9965.1995.tb00105.x
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- Article
DISCONTINUOUS ASSET PRICES AND NON-ATTAINABLE CONTINGENT CLAIMS.
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- Mathematical Finance, 1993, v. 3, n. 3, p. 295, doi. 10.1111/j.1467-9965.1993.tb00046.x
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- Article
ANALYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS.
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- Mathematical Finance, 1993, v. 3, n. 3, p. 277, doi. 10.1111/j.1467-9965.1993.tb00045.x
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- Article
DIFFUSION COEFFICIENT ESTIMATION AND ASSET PRICING WHEN RISK PREMIA AND SENSITIVITIES ARE TIME VARYING.
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- Mathematical Finance, 1993, v. 3, n. 2, p. 85, doi. 10.1111/j.1467-9965.1993.tb00080.x
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- Article
BACKWARD STOCHASTIC DIFFERENCE EQUATIONS FOR DYNAMIC CONVEX RISK MEASURES ON A BINOMIAL TREE.
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- Journal of Applied Probability, 2015, v. 52, n. 3, p. 771, doi. 10.1239/jap/1445543845
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- Article
Endogenous Pollution Havens: Does FDI Influence Environmental Regulations?
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- Scandinavian Journal of Economics, 2006, v. 108, n. 1, p. 157, doi. 10.1111/j.1467-9442.2006.00439.x
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- Article
Innovation and the Creative Destruction of Trade: A Study of the Intensive and Extensive Margins of Trade for French Firms.
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- Oxford Bulletin of Economics & Statistics, 2020, v. 82, n. 1, p. 180, doi. 10.1111/obes.12324
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- Article
An HMM approach for optimal investment of an insurer.
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- International Journal of Robust & Nonlinear Control, 2012, v. 22, n. 7, p. 778, doi. 10.1002/rnc.1727
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- Article
Markovian regime-switching market completion using additional Markov jump assets.
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- IMA Journal of Management Mathematics, 2012, v. 23, n. 3, p. 283, doi. 10.1093/imaman/dpr018
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- Article
Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market.
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- Mathematics of Operations Research, 2004, v. 29, n. 4, p. 935, doi. 10.1287/moor.1040.0096
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- Article
STOCHASTIC VOLATILITY WITH REGIME SWITCHING AND UNCERTAIN NOISE: FILTERING WITH SUB-LINEAR EXPECTATIONS.
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- Discrete & Continuous Dynamical Systems - Series B, 2017, v. 22, n. 1, p. 59, doi. 10.3934/dcdsb.2017003
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Cross‐country risk quantification of extreme wildfires in Mediterranean Europe.
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- Risk Analysis: An International Journal, 2023, v. 43, n. 9, p. 1745, doi. 10.1111/risa.14075
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- Article
American Option Pricing and Filtering with a Hidden Regime-Switching Jump Diffusion.
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- Journal of Derivatives, 2022, v. 29, n. 3, p. 106, doi. 10.3905/jod.2022.1.147
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- Article
环境规制对企业出口行为的影响 --来自欧盟WEEE 指令和RoHS 指令的实证分析.
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- Economic Science / Jingji Kexue, 2023, n. 4, p. 104, doi. 10.12088/PKU.jjkx.2023.04.06
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- Article
Semimartingales and the empirical distribution.
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- Mathematical Proceedings of the Cambridge Philosophical Society, 1984, v. 96, n. 1, p. 167, doi. 10.1017/S0305004100062046
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Innovation projections of a jump process and local martingales.
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- Mathematical Proceedings of the Cambridge Philosophical Society, 1977, v. 81, n. 1, p. 77, doi. 10.1017/S0305004100000281
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Biodiversity and Economic Land Use.
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- Land Economics, 2021, v. 97, n. 2, p. 1, doi. 10.3368/le.97.2.281
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- Article
Firm productivity and importing: Evidence from Chinese manufacturing firms.
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- Canadian Journal of Economics, 2016, v. 49, n. 3, p. 1086, doi. 10.1111/caje.12226
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- Article
Malliavin calculus in a binomial framework.
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- Applied Stochastic Models in Business & Industry, 2018, v. 34, n. 6, p. 774, doi. 10.1002/asmb.2318
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- Article
Pricing options in a Markov regime switching model with a random acceleration for the volatility.
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- IMA Journal of Applied Mathematics, 2016, v. 81, n. 5, p. 842, doi. 10.1093/imamat/hxw035
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Lung and Heart Biology of the Dp16 Mouse Model of down Syndrome: Implications for Studying Cardiopulmonary Disease.
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- Genes, 2023, v. 14, n. 9, p. 1819, doi. 10.3390/genes14091819
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- Article
HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS.
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- International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 8, p. N.PAG, doi. 10.1142/S021902491950047X
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A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL.
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- International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 4, p. -1, doi. 10.1142/S0219024915500235
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OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR.
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 3, p. 1, doi. 10.1142/S0219024914500204
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ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 8, p. -1, doi. 10.1142/S0219024912500550
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- Article
A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS.
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- International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 5, p. 669, doi. 10.1142/S0219024911006401
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INVESTMENT TIMING UNDER REGIME SWITCHING.
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- International Journal of Theoretical & Applied Finance, 2009, v. 12, n. 4, p. 443, doi. 10.1142/S0219024909005361
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- Article
OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING.
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- International Journal of Theoretical & Applied Finance, 2006, v. 9, n. 6, p. 825, doi. 10.1142/S0219024906003846
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- Article
A HIDDEN MARKOV APPROACH TO THE FORWARD PREMIUM PUZZLE.
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- International Journal of Theoretical & Applied Finance, 2006, v. 9, n. 7, p. 1009, doi. 10.1142/S0219024906003949
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- Article
PARAMETER ESTIMATION FOR A REGIME-SWITCHING MEAN-REVERTING MODEL WITH JUMPS.
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- International Journal of Theoretical & Applied Finance, 2005, v. 8, n. 6, p. 791, doi. 10.1142/S0219024905003268
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- Article
A Complete Yield Curve Description of a Markov Interest Rate Model.
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- International Journal of Theoretical & Applied Finance, 2003, v. 6, n. 4, p. 317, doi. 10.1142/S0219024903001852
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- Article
American Options with Regime Switching.
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- International Journal of Theoretical & Applied Finance, 2002, v. 5, n. 5, p. 497, doi. 10.1142/S0219024902001523
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- Article
Financial Signal Processing: A Self Calibrating Model.
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- International Journal of Theoretical & Applied Finance, 2001, v. 4, n. 4, p. 567, doi. 10.1142/S0219024901001140
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- Article
Two price economic equilibria and financial market bid/ask prices.
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- Annals of Finance, 2021, v. 17, n. 1, p. 27, doi. 10.1007/s10436-020-00377-x
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- Article
A PDE approach for risk measures for derivatives with regime switching.
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- Annals of Finance, 2008, v. 4, n. 1, p. 55, doi. 10.1007/s10436-006-0068-5
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- Article
Option pricing and Esscher transform under regime switching.
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- Annals of Finance, 2005, v. 1, n. 4, p. 423, doi. 10.1007/s10436-005-0013-z
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- Article
Multi-product firms and exporting: a developing country perspective.
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- Review of World Economics, 2010, v. 146, n. 4, p. 635, doi. 10.1007/s10290-010-0066-6
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- Article
On the Measurement of Changes in Product Quality in Marginal Intra-Industry Trade.
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- Review of World Economics, 2008, v. 144, n. 2, p. 225, doi. 10.1007/s10290-008-0145-0
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- Article
On the Measurement of Product Quality in Intra-Industry Trade.
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- Review of World Economics, 2006, v. 142, n. 3, p. 476, doi. 10.1007/s10290-006-0077-5
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- Article
Intra-Industry Trade and Labour-Market Adjustment: A Reassessment Using Data on Individual Workers.
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- Review of World Economics, 2006, v. 142, n. 3, p. 521, doi. 10.1007/s10290-006-0079-3
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- Article