Found: 9
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Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework.
- Published in:
- Applied Stochastic Models in Business & Industry, 2023, v. 39, n. 4, p. 536, doi. 10.1002/asmb.2766
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- Article
Model risk in credit risk.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 1, p. 176, doi. 10.1111/mafi.12285
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- Article
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 2, p. N.PAG, doi. 10.1142/S0219024918500589
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- Article
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS.
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- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 1, p. 1, doi. 10.1142/S021902491850005X
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- Article
The impact of Energy Performance Certificate level on house listing prices. First evidence from Italian real estate.
- Published in:
- Aestimum: Centro Studi di Estimo e di Economia Territoriale (Ce.S.E.T.), 2014, v. 65, p. 143, doi. 10.13128/Aestimum-15459
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- Article
A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE.
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- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 3, p. 415, doi. 10.1142/S0219024910005838
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- Article
A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS.
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- International Journal of Theoretical & Applied Finance, 2008, v. 11, n. 1, p. 1, doi. 10.1142/S0219024908004701
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- Article
Refinement Derivatives and Values of Games.
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- Mathematics of Operations Research, 2008, v. 33, n. 1, p. 97, doi. 10.1287/moor.1070.0281
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- Article
A Note on the Portfolio Selection Problem.
- Published in:
- Theory & Decision, 2005, v. 59, n. 4, p. 295, doi. 10.1007/s11238-005-8634-2
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- Article