Works matching IS 03195724 AND DT 2020 AND VI 48 AND IP 1
Results: 8
Special issue on Stochastic Models, Statistics and Finance: Guest Editor's Introduction.
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- Canadian Journal of Statistics, 2020, v. 48, n. 1, p. 4, doi. 10.1002/cjs.11539
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- Article
The entropic measure transform.
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- Canadian Journal of Statistics, 2020, v. 48, n. 1, p. 97, doi. 10.1002/cjs.11537
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- Article
Acknowledgement of Referees' Services Remerciements aux lecteurs critiques.
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- Canadian Journal of Statistics, 2020, v. 48, n. 1, p. 130, doi. 10.1002/cjs.11538
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- Article
Common‐factor stochastic volatility modelling with observable proxy.
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- Canadian Journal of Statistics, 2020, v. 48, n. 1, p. 36, doi. 10.1002/cjs.11536
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Goodness‐of‐fit for regime‐switching copula models with application to option pricing.
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- Canadian Journal of Statistics, 2020, v. 48, n. 1, p. 79, doi. 10.1002/cjs.11534
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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
Issue Information.
- Published in:
- Canadian Journal of Statistics, 2020, v. 48, n. 1, p. 1, doi. 10.1002/cjs.11504
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- Article
Price bias and common practice in option pricing.
- Published in:
- Canadian Journal of Statistics, 2020, v. 48, n. 1, p. 8, doi. 10.1002/cjs.11495
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- Article