The following pages link to Jürgen Hartinger (Q1888374):
Displayed 15 items.
- Quasi-Monte Carlo algorithms for unbounded, weighted integration problems (Q1888375) (← links)
- On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (Q2655599) (← links)
- (Q2801430) (← links)
- (Q2895133) (← links)
- (Q3377532) (← links)
- On Corner Avoidance Properties of Random‐Start Halton Sequences (Q3507505) (← links)
- (Q4425385) (← links)
- (Q4440831) (← links)
- QMC techniques for CAT bond pricing * (Q4655039) (← links)
- Simulation methods for valuing Asian option prices in a hyperbolic asset price model (Q4811568) (← links)
- A Risk Model with Multilayer Dividend Strategy (Q5019726) (← links)
- Authors’ Reply: A Risk Model with Multilayer Dividend Strategy - Discussion by Cheung; Ramin Okhrati (Q5019773) (← links)
- On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (Q5467652) (← links)
- (Q5482365) (← links)
- (Q5505898) (← links)