The following pages link to John van der Hoek (Q190758):
Displayed 50 items.
- Binomial models in finance. (Q818042) (← links)
- Mathematical analysis of an extended Mumford-Shah model for image segmentation (Q851802) (← links)
- Using distortions of copulas to price synthetic CDOs (Q931170) (← links)
- Diffusion subject to the specification of mass (Q1081751) (← links)
- The classical solution of the one-dimensional two-phase Stefan problem with energy specification (Q1168506) (← links)
- An application of hidden Markov models to asset allocation problems (Q1267816) (← links)
- Some new analytic inequalities and their applications in guessing theory (Q1270684) (← links)
- (Q1385509) (redirect page) (← links)
- Explicit finite difference methods for two-dimensional diffusion with non-local boundary condition (Q1385510) (← links)
- (Q1837845) (redirect page) (← links)
- On the phase Stefan problem subject to the specification of energy (Q1837846) (← links)
- A modified hidden Markov model (Q2350827) (← links)
- (Q2741102) (← links)
- (Q2782357) (← links)
- (Q2921297) (← links)
- Binomial Models for Interest Rates (Q3000889) (← links)
- (Q3160500) (← links)
- (Q3219246) (← links)
- Existence and uniqueness of generalized vortices (Q3311749) (← links)
- (Q3324326) (← links)
- (Q3350009) (← links)
- Nonlinear Filter Estimation of Volatility (Q3580107) (← links)
- (Q3613982) (← links)
- Recombining Binomial Tree Approximations for Diffusions (Q3631193) (← links)
- Dynamic Portfolio Allocation, the Dual Theory of Choice and Probability Distortion Functions (Q3632868) (← links)
- The Free-boundary Problem for Gravity-driven Unidirectional Viscous Flows (Q3670776) (← links)
- (Q3671579) (← links)
- (Q3689562) (← links)
- A Galerkin Procedure for the Diffusion Equation Subject to the Specification of Mass (Q3833561) (← links)
- (Q3935409) (← links)
- (Q4267623) (← links)
- A finite-dimensional filter for hybrid observations (Q4400254) (← links)
- A General Fractional White Noise Theory And Applications To Finance (Q4409032) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
- Default Times in a Continuous Time Markov Chain Economy (Q4584997) (← links)
- Introduction to Hidden Semi-Markov Models (Q4599362) (← links)
- Markov Chain Hitting Times (Q4648512) (← links)
- Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions (Q4648515) (← links)
- On Some Inequalities for the Moments of Guessing Mapping (Q4814182) (← links)
- (Q4925747) (← links)
- Capital Allocation In Insurance (Q5018716) (← links)
- Authors’ Reply: Capital Allocation In Insurance: Economic Capital And The Allocation Of The Default Option Value - Discussion by Helmut Gründl; Hato Schmeiser (Q5019720) (← links)
- (Q5186992) (← links)
- Bayesian WIV Estimators for 3-D Bearings-Only TMA With Speed Constraints (Q5238901) (← links)
- Optimal Linear Estimation and Data Fusion (Q5281818) (← links)
- American option prices in a Markov chain market model (Q5414495) (← links)
- (Q5506184) (← links)
- Pairs trading (Q5711166) (← links)
- A class of non-expected utility risk measures and implications for asset allocations (Q5938029) (← links)
- Stochastic flows and the forward measure (Q5957683) (← links)