Works in Applied Stochastic Models in Business & Industry, 2016, Vol 32, Issue 6
Results: 11
Pricing Asian options of discretely monitored geometric average in the regime-switching model.
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- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 743, doi. 10.1002/asmb.2183
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- Article
Multi-period mean variance portfolio selection under incomplete information.
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- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 753, doi. 10.1002/asmb.2191
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- Article
Optimal scheduling of inspection times in a production process with a finite planning horizon.
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- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 775, doi. 10.1002/asmb.2201
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- Article
Wood property relationships and survival models in reliability.
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- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 792, doi. 10.1002/asmb.2202
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- Article
The Heston model with stochastic elasticity of variance.
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- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 804, doi. 10.1002/asmb.2203
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- Article
An ideal way of obtaining an optimal inspection permutation for a system with components connected in series.
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- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 825, doi. 10.1002/asmb.2204
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- Article
Model selection of a switching mechanism for financial time series.
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- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 836, doi. 10.1002/asmb.2205
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- Article
Security design and firm dynamics under long-term moral hazard.
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- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 852, doi. 10.1002/asmb.2208
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- Article
Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk.
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- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 882, doi. 10.1002/asmb.2212
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- Article
The efficiency of CUSUM schemes for monitoring the coefficient of variation.
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- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 870, doi. 10.1002/asmb.2213
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- Article
Issue Information.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 741, doi. 10.1002/asmb.2221
- Publication type:
- Article