The following pages link to (Q4856610):
Displaying 50 items.
- Jumps and betas: a new framework for disentangling and estimating systematic risks (Q736514) (← links)
- Realised quantile-based estimation of the integrated variance (Q736690) (← links)
- Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data (Q736693) (← links)
- Quasi-maximum likelihood estimation of volatility with high frequency data (Q736702) (← links)
- Estimating covariation: Epps effect, microstructure noise (Q737259) (← links)
- Subsampling realised kernels (Q737277) (← links)
- Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (Q737896) (← links)
- On the jump activity index for semimartingales (Q738115) (← links)
- Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (Q740666) (← links)
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- Asymptotic properties of a stochastic diffusion transfer process with an equilibrium point of a quality criterion (Q747317) (← links)
- Poisson approximation for random sums of Bernoulli random variables (Q805064) (← links)
- A limit theorem for triangle functions (Q812618) (← links)
- On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws (Q852596) (← links)
- Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← links)
- When and how an error yields a Dirichlet form (Q860788) (← links)
- Fractional Brownian motion and martingale-differences (Q868264) (← links)
- A note on the first moment of makespan in an assembly shop (Q869644) (← links)
- Weak convergence of equity derivatives pricing with default risk (Q893958) (← links)
- Asymptotic inference for a stochastic differential equation with uniformly distributed time delay (Q897639) (← links)
- Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise (Q901300) (← links)
- Asymptotic inference for multiplicative counting processes based on one realization (Q913425) (← links)
- An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166) (← links)
- Optimal dividend and issuance of equity policies in the presence of proportional costs (Q931180) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Stability of dynamic systems with aftereffect under Markov perturbations (Q941202) (← links)
- The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes (Q941423) (← links)
- On filtration enlargements and purely discontinuous martingales (Q947156) (← links)
- On the convergence of stochastic integrals with respect to \(p\)-semimartingales (Q951213) (← links)
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
- The integral option in a model with jumps (Q952844) (← links)
- Bayesian partial likelihood approach for tied observations (Q958804) (← links)
- Functional limit theorems for linear processes in the domain of attraction of stable laws (Q973178) (← links)
- Pricing of catastrophe insurance options written on a loss index with reestimation (Q974805) (← links)
- A note on stochastic integrals as \(L^{2}\)-curves (Q979205) (← links)
- Realized volatility with stochastic sampling (Q981001) (← links)
- Change of variable formulas for non-anticipative functionals on path space (Q984411) (← links)
- Existence, uniqueness and approximation of the jump-type stochastic Schrödinger equation for two-level systems (Q988680) (← links)
- Analytical valuation of catastrophe equity options with negative exponential jumps (Q1003818) (← links)
- Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526) (← links)
- Estimation of quadratic variation for two-parameter diffusions (Q1016633) (← links)
- A transfer principle for multivalued stochastic differential equations (Q1019682) (← links)
- Lyapunov function method for investigation of stability of stochastic Itô random-structure systems with impulse Markov switchings. I: General theorems on the stability of stochastic impulse systems (Q1040384) (← links)
- Large deviations in testing Jacobi model (Q1044012) (← links)
- Approximate nonlinear filtering for piecewise linear systems (Q1114657) (← links)
- Poisson approximation of empirical processes (Q1198989) (← links)
- A stochastic interest model with an application to insurance (Q1209485) (← links)
- Ruin theory with compounding assets -- a survey (Q1265912) (← links)
- On the duration of a Maki-Thompson epidemic (Q1314228) (← links)
