𝔖 Bobbio Scriptorium

✦ LIBER ✦

Discrete-Time Approximation of Functionals in Models of Ornstein–Uhlenbeck Type, with Applications to Finance

✍ Scribed by Schröder, Michael

Book ID: 120748526
Publisher: Springer US
Year: 2013
Tongue: English
Weight: 522 KB
Volume: 17
Category: Article
ISSN: 1387-5841
DOI: 10.1007/s11009-013-9351-x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Time-varying Markov regression random-ef

Time-varying Markov regression random-effect model with Bayesian estimation procedures: Application to dynamics of functional recovery in patients with stroke

✍ Shin-Liang Pan; Hsiu-Hsi Chen 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 575 KB

A Discrete-Time Multilevel Mixture Model

A Discrete-Time Multilevel Mixture Model for Event History Data with Long-Term Survivors, with an Application to an Analysis of Contraceptive Sterilization in Bangladesh

✍ Fiona Steele 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 155 KB

[IEEE 39th IEEE Conference on Decision a

[IEEE 39th IEEE Conference on Decision and Control - Sydney, NSW, Australia (12-15 Dec. 2000)] Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187) - Invariant sets for constrained nonlinear discrete-time systems with application to feasibility in model predictive control

✍ Kerrigan, E.C.; Maciejowski, J.M. 📂 Article 📅 2000 🏛 IEEE 🌐 English ⚖ 724 KB