Found: 22
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Examining the identifiability and estimability of the phase-type ageing model.
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- Computational Statistics, 2024, v. 39, n. 2, p. 963, doi. 10.1007/s00180-023-01329-5
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- Article
Sustainable developments, renewable energy, and economic growth in Canada.
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- Sustainable Development, 2023, v. 31, n. 4, p. 2950, doi. 10.1002/sd.2561
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- Article
A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model.
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- Lifetime Data Analysis, 2023, v. 29, n. 1, p. 142, doi. 10.1007/s10985-022-09577-1
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- Article
A Stochastic Harmonic Oscillator Temperature Model for the Valuation of Weather Derivatives.
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- Mathematics (2227-7390), 2021, v. 9, n. 22, p. 2890, doi. 10.3390/math9222890
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- Article
Claim reserving for insurance contracts in line with the International Financial Reporting Standards 17: a new paid-incurred chain approach to risk adjustments.
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- Financial Innovation, 2021, v. 7, n. 1, p. 1, doi. 10.1186/s40854-021-00287-5
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- Article
Bond pricing formulas for Markov-modulated affine term structure models.
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- Journal of Industrial & Management Optimization, 2021, v. 17, n. 5, p. 2685, doi. 10.3934/jimo.2020089
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- Article
AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS.
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- Astin Bulletin, 2020, v. 50, n. 3, p. 853, doi. 10.1017/asb.2020.28
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- Article
Inference for a change‐point problem under an OU setting with unequal and unknown volatilities.
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- Canadian Journal of Statistics, 2020, v. 48, n. 1, p. 62, doi. 10.1002/cjs.11522
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- Article
Management Mathematics: a retrospective.
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- IMA Journal of Management Mathematics, 2020, v. 31, n. 1, p. 1, doi. 10.1093/imaman/dpz017
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- Article
Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting.
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- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 4, p. 807, doi. 10.1007/s10463-017-0610-4
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- Article
Putting a price tag on temperature.
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- Computational Management Science, 2018, v. 15, n. 2, p. 259, doi. 10.1007/s10287-017-0291-8
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- Article
A computing platform for pairs-trading online implementation via a blended Kalman-HMM filtering approach.
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- Journal of Big Data, 2017, v. 4, n. 1, p. 1, doi. 10.1186/s40537-017-0106-3
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- Article
Capturing the Regime-Switching and Memory Properties of Interest Rates.
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- Computational Economics, 2014, v. 44, n. 3, p. 307, doi. 10.1007/s10614-013-9396-5
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- Article
An examination of HMM-based investment strategies for asset allocation.
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- Applied Stochastic Models in Business & Industry, 2011, v. 27, n. 3, p. 204, doi. 10.1002/asmb.820
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- Article
An online estimation scheme for a Hull–White model with HMM-driven parameters.
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- Statistical Methods & Applications, 2009, v. 18, n. 1, p. 87, doi. 10.1007/s10260-007-0082-4
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- Article
Recovery of Time-Dependent Parameters of a Black-Scholes-Type Equation: An Inverse Stieltjes Moment Approach.
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- Journal of Applied Mathematics, 2009, p. 1, doi. 10.1155/2007/62098
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- Article
A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE.
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- International Journal of Theoretical & Applied Finance, 2008, v. 11, n. 7, p. 691, doi. 10.1142/S0219024908004993
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- Article
Editorial—special issue in financial mathematics.
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- IMA Journal of Management Mathematics, 2007, v. 18, n. 4, p. 313, doi. 10.1093/imaman/dpm029
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- Article
AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM.
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- Analysis & Applications, 2007, v. 5, n. 1, p. 51, doi. 10.1142/S0219530507000870
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- Article
Recovery of Time-Dependent Parameters of a Black-Scholes-Type Equation: An Inverse Stieltjes Moment Approach.
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- Journal of Applied Mathematics, 2007, p. 1, doi. 10.1155/2007/62098
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- Article
Analytic pricing solutions to term structure derivatives in a Markov chain market.
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- IMA Journal of Management Mathematics, 2004, v. 15, n. 3, p. 243, doi. 10.1093/imaman/15.3.243
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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