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Transition density function expansion methods for portfolio optimization.
- Published in:
- Optimal Control - Applications & Methods, 2024, v. 45, n. 4, p. 1345, doi. 10.1002/oca.3102
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- Publication type:
- Article
Editorial: The impact of global industrial manufacturing and the development strategy of new energy and new technologies under the action of carbon reduction.
- Published in:
- Frontiers in Energy Research, 2024, p. 1, doi. 10.3389/fenrg.2023.1356863
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- Publication type:
- Article
A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment.
- Published in:
- Probability, Uncertainty & Quantitative Risk, 2023, v. 8, n. 4, p. 499, doi. 10.3934/puqr.2023023
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- Article
Mildly Explosive Autoregression with Anti‐persistent Errors.
- Published in:
- Oxford Bulletin of Economics & Statistics, 2021, v. 83, n. 2, p. 518, doi. 10.1111/obes.12395
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- Publication type:
- Article
Maximum Likelihood Estimation for the Fractional Vasicek Model.
- Published in:
- Econometrics (2225-1146), 2020, v. 8, n. 3, p. 32, doi. 10.3390/econometrics8030032
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- Publication type:
- Article
ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL.
- Published in:
- Econometric Theory, 2019, v. 35, n. 1, p. 198, doi. 10.1017/S0266466618000051
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- Publication type:
- Article
Long-Memory Processes and Applications.
- Published in:
- 2014
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- Publication type:
- Editorial
The Fuzzy Jump-Diffusion Model to Pricing European Vulnerable Options.
- Published in:
- International Journal of Fuzzy Systems, 2013, v. 15, n. 3, p. 317
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- Publication type:
- Article