The following pages link to (Q5444297):
Displaying 8 items.
- Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322) (← links)
- Numerical valuation of discrete double barrier options (Q847225) (← links)
- Downside risk measurement in regime switching stochastic volatility (Q2178387) (← links)
- The impacts of uncertainties in a real options model under incomplete information (Q2467288) (← links)
- A semi-analytical method for VaR and credit exposure analysis (Q2480235) (← links)
- Barrier option pricing: a hybrid method approach (Q3395743) (← links)
- Multi-item capacitated lot-sizing with demand uncertainty (Q3527918) (← links)
- A maximum likelihood approach to volatility estimation for a Brownian motion using high, low and close price data (Q4647284) (← links)
