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There are 4753 results for: content related to: Option pricing when asset returns jump interruptedly

  1. Dividends in finite time horizon

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 172–182, Rui M.R. Cardoso

    Article first published online : 12 DEC 2012, DOI: 10.1002/asmb.1958

  2. Forecasting retained earnings of privately held companies with PCA and L1 regression

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 271–293, Harish S. Bhat and Dan Zaelit

    Article first published online : 2 APR 2013, DOI: 10.1002/asmb.1972

  3. Modeling credit portfolio derivatives, including both a default and a prepayment feature

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 479–495, Peter Hieber and Matthias Scherer

    Article first published online : 12 JUL 2012, DOI: 10.1002/asmb.1931

  4. On spatial contagion and multivariate GARCH models

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 303–327, Piotr Jaworski and Marcin Pitera

    Article first published online : 25 APR 2013, DOI: 10.1002/asmb.1977

  5. Multivariate risk models under heavy-tailed risks

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 341–360, Wei Huang, Chengguo Weng and Yi Zhang

    Article first published online : 2 MAY 2013, DOI: 10.1002/asmb.1981

  6. Decentralized adaptive control of nonlinear large-scale pure-feedback interconnected systems with time-varying delays

    International Journal of Adaptive Control and Signal Processing

    Chao He, Junmin Li and Lin Zhang

    Article first published online : 5 DEC 2013, DOI: 10.1002/acs.2455

  7. Multivariate option pricing using copulae

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 509–526, Carole Bernard and Claudia Czado

    Article first published online : 12 JUL 2012, DOI: 10.1002/asmb.1934

  8. Monitoring the mean of multivariate financial time series

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 328–340, Robert Garthoff, Vasyl Golosnoy and Wolfgang Schmid

    Article first published online : 25 APR 2013, DOI: 10.1002/asmb.1980

  9. On the essential spectra of some matrix of linear relations

    Mathematical Methods in the Applied Sciences

    Volume 37, Issue 5, 30 March 2014, Pages: 620–644, Teresa Álvarez, Aymen Ammar and Aref Jeribi

    Article first published online : 27 JUN 2013, DOI: 10.1002/mma.2818

  10. Robust resilient H ∞  control for stochastic systems with Markovian jump parameters under partially known transition probabilities

    Optimal Control Applications and Methods

    Volume 35, Issue 5, September/October 2014, Pages: 539–558, Guangdeng Zong and Dong Yang

    Article first published online : 15 JUL 2013, DOI: 10.1002/oca.2086

  11. Observer-based H ∞  control on nonhomogeneous Markov jump systems with nonlinear input

    International Journal of Robust and Nonlinear Control

    Volume 24, Issue 13, 10 September 2014, Pages: 1903–1924, Yanyan Yin, Peng Shi, Fei Liu and Kok Lay Teo

    Article first published online : 18 FEB 2013, DOI: 10.1002/rnc.2974

  12. The hyperbolic–elliptic equation with the nonlocal condition

    Mathematical Methods in the Applied Sciences

    Volume 37, Issue 4, 15 March 2014, Pages: 524–545, Allaberen Ashyralyev and Faruk Özger

    Article first published online : 5 JUN 2013, DOI: 10.1002/mma.2811

  13. Robust exponential stability and H ∞  control for switched neutral-type neural networks

    International Journal of Adaptive Control and Signal Processing

    Volume 28, Issue 3-5, March-May 2014, Pages: 429–443, K. Mathiyalagan, R. Sakthivel and S. Marshal Anthoni

    Article first published online : 28 AUG 2012, DOI: 10.1002/acs.2332

  14. On exponential stability of linear networked control systems

    International Journal of Robust and Nonlinear Control

    Volume 24, Issue 7, 10 May 2014, Pages: 1221–1240, Miad Moarref and Luis Rodrigues

    Article first published online : 14 DEC 2012, DOI: 10.1002/rnc.2936

  15. H ∞  preview tracking control of retarded state-multiplicative stochastic systems

    International Journal of Robust and Nonlinear Control

    Volume 24, Issue 15, October 2014, Pages: 2119–2135, E. Gershon and U. Shaked

    Article first published online : 12 APR 2013, DOI: 10.1002/rnc.2979

  16. Discrete time output feedback sliding mode tracking control for systems with uncertainties

    International Journal of Robust and Nonlinear Control

    Volume 24, Issue 15, October 2014, Pages: 2098–2118, S. Govindaswamy, T. Floquet and S.K. Spurgeon

    Article first published online : 12 APR 2013, DOI: 10.1002/rnc.2978

  17. New results in robust functional state estimation using two sliding mode observers in cascade

    International Journal of Robust and Nonlinear Control

    Volume 24, Issue 15, October 2014, Pages: 2079–2097, Chew Yee Kee, Chee Pin Tan, Kok Yew Ng and Hieu Trinh

    Article first published online : 3 MAR 2013, DOI: 10.1002/rnc.2973

  18. Adaptive fault tolerant control design for Takagi–Sugeno fuzzy systems with interval time-varying delay

    Optimal Control Applications and Methods

    Volume 35, Issue 5, September/October 2014, Pages: 609–625, H. Gassara, A. El Hajjaji and M. Chaabane

    Article first published online : 17 SEP 2013, DOI: 10.1002/oca.2091

  19. High-gain observers and linear output regulation for hybrid exosystems

    International Journal of Robust and Nonlinear Control

    Volume 24, Issue 6, April 2014, Pages: 1043–1063, Nicholas Cox, Lorenzo Marconi and Andrew Teel

    Article first published online : 22 JUL 2013, DOI: 10.1002/rnc.3050

  20. Extending LSQR methods to solve the generalized Sylvester-transpose and periodic Sylvester matrix equations

    Mathematical Methods in the Applied Sciences

    Volume 37, Issue 13, July 2014, Pages: 2017–2028, Masoud Hajarian

    Article first published online : 23 AUG 2013, DOI: 10.1002/mma.2955