Empirical evidence on arbitrage by changing the stock exchange Lähettänyt globaladmin To, 12.02.2009 - 12.17 Lue lisää Empirical evidence on arbitrage by changing the stock exchange
Pricing by hedging and no-arbitrage beyond semimartingales Lähettänyt globaladmin To, 12.02.2009 - 12.14 Lue lisää Pricing by hedging and no-arbitrage beyond semimartingales
Application of Girsanov Theorem to Particle Filtering of Discretely Observed Continuous-Time Non-Linear Systems Lähettänyt globaladmin To, 12.02.2009 - 12.12 Lue lisää Application of Girsanov Theorem to Particle Filtering of Discretely Observed Continuous-Time Non-Linear Systems
Parameter estimation for stochastic equations with additive fractional Brownian sheet Lähettänyt globaladmin To, 12.02.2009 - 12.10 Lue lisää Parameter estimation for stochastic equations with additive fractional Brownian sheet
On the equivalence of multiparameter Gaussian processes Lähettänyt globaladmin To, 12.02.2009 - 12.08 Lue lisää On the equivalence of multiparameter Gaussian processes
Simulation of weakly self-similar stationary increment Sub_phi(Omega)-processes: a series expansion approach Lähettänyt globaladmin To, 12.02.2009 - 12.05 Lue lisää Simulation of weakly self-similar stationary increment Sub_phi(Omega)-processes: a series expansion approach
On Gaussian processes equivalent in law to fractional Brownian motion Lähettänyt globaladmin To, 12.02.2009 - 12.03 Lue lisää On Gaussian processes equivalent in law to fractional Brownian motion
On arbitrage and replication in the Fractional Black-Scholes pricing model Lähettänyt globaladmin To, 12.02.2009 - 12.00 Lue lisää On arbitrage and replication in the Fractional Black-Scholes pricing model
Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic Lähettänyt globaladmin To, 12.02.2009 - 11.57 Lue lisää Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic
Self-similar processes with stationary increments in the spaces SSub_phi(Omega) Lähettänyt globaladmin To, 12.02.2009 - 11.53 Lue lisää Self-similar processes with stationary increments in the spaces SSub_phi(Omega)
Fractional Brownian motion, random walks and binary market models Lähettänyt globaladmin To, 12.02.2009 - 11.50 Lue lisää Fractional Brownian motion, random walks and binary market models
Fractional Brownian Motion in Finance and Queueing Lähettänyt globaladmin To, 12.02.2009 - 11.43 Lue lisää Fractional Brownian Motion in Finance and Queueing
