Discrete Time Series, Processes, and Applications in Finance

被引：0

作者：

Mahmoud, Ola ^{[1
,2
]}

机构：

[1] Univ St Gallen, Fac Math & Stat, St Gallen, Switzerland

[2] Univ Calif Berkeley, Ctr Risk Management Res, Berkeley, CA 94720 USA

来源：

QUANTITATIVE FINANCE | 2014年 / 14卷 / 12期

关键词：

D O I：

10.1080/14697688.2014.911414

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：2073 / 2074

页数：2

共 50 条

[1] DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE
McCabe, Brendan
JOURNAL OF TIME SERIES ANALYSIS, 2015, 36 (01) : 125 - 125
[2] Stochastic finance: Discrete time processes and risk neutral pricing
Kulperger, R
ASYMPTOTIC METHODS IN STOCHASTICS, 2004, 44 : 431 - 446
[3] MODELING AND FORECASTING DISCRETE UNIVARIATE TIME SERIES WITH APPLICATIONS
WICHERN, DW
INFORMATION SCIENCES, 1973, 6 (03) : 247 - 264
[4] Affine processes and applications in finance
Duffie, D
Filipovic, D
Schachermayer, W
ANNALS OF APPLIED PROBABILITY, 2003, 13 (03): : 984 - 1053
[5] Applications to continuous-time processes of computational techniques for discrete-time renewal processes
van Noortwijk, J. M.
van der Weide, J. A. M.
RELIABILITY ENGINEERING & SYSTEM SAFETY, 2008, 93 (12) : 1853 - 1860
[6] TIME-SERIES FORMED FROM THE SUPERPOSITION OF DISCRETE RENEWAL PROCESSES
BLIGHT, PA
JOURNAL OF APPLIED PROBABILITY, 1989, 26 (01) : 189 - 195
[7] Time series clustering based on latent volatility mixture modeling with applications in finance
Setoudehtazangi, F.
Manouchehri, T.
Nematollahi, A. R.
Caporin, M.
MATHEMATICS AND COMPUTERS IN SIMULATION, 2024, 223 : 543 - 564
[8] Clustering and classification of time series using topological data analysis with applications to finance
Majumdar, Sourav
Laha, Arnab Kumar
EXPERT SYSTEMS WITH APPLICATIONS, 2020, 162
[9] Meixner Levy Processes and their Applications in Finance
Sheng, Zi-Ning
Zhang, Shi-Bin
PROCEEDINGS OF THE FOURTH INTERNATIONAL CONFERENCE OF MODELLING AND SIMULATION (ICMS2011), VOL 2, 2011, : 264 - 267
[10] Polynomial processes and their applications to mathematical finance
Christa Cuchiero
Martin Keller-Ressel
Josef Teichmann
Finance and Stochastics, 2012, 16 : 711 - 740

← 1 2 3 4 5 →