The following pages link to (Q4481937):
Displaying 25 items.
- Forward pricing in the shipping freight market (Q263051) (← links)
- Esscher-transformed Laplace distribution revisited (Q318972) (← links)
- pTAS distributions with application to risk management (Q347267) (← links)
- Reviewing alternative characterizations of Meixner process (Q431510) (← links)
- Marshall-Olkin Esscher transformed Laplace distribution and processes (Q467867) (← links)
- A geometry on the space of probabilities. II: Projective spaces and exponential families (Q877797) (← links)
- A geometry on the space of probabilities. I: The finite dimensional case (Q879629) (← links)
- Cramér-type moderate deviation for Studentized compound Poisson sum (Q904710) (← links)
- Processor sharing: a survey of the mathematical theory (Q927561) (← links)
- Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
- Some explicit Krein representations of certain subordinators, including the gamma process (Q998128) (← links)
- Actuarial risk measures for financial derivative pricing (Q998266) (← links)
- Pricing contingent claims on stocks driven by Lévy processes (Q1305424) (← links)
- Small sample asymptotics: A review with applications to robust statistics (Q1896073) (← links)
- Estimation of multivariate generalized gamma convolutions through Laguerre expansions (Q2074286) (← links)
- Approximate and estimated saddlepoint approximations (Q3148215) (← links)
- Über die risikotheoretischen Grenzen der Versicherbarkeit (Q3226160) (← links)
- A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing (Q4562481) (← links)
- Shot-Noise Processes in Finance (Q4609026) (← links)
- Upper bounds on the expected time to ruin and on the expected recovery time (Q4819487) (← links)
- EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526) (← links)
- The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model (Q5022522) (← links)
- Asymmetric generalizations of symmetric univariate probability distributions obtained through quantile splicing (Q5077510) (← links)
- Large deviations (Q5920507) (← links)
- The 3-step hedge-based valuation: fair valuation in the presence of systematic risks (Q6174088) (← links)
