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There are 43278 results for: content related to: A uniform asymptotic expansion for stochastic volatility model in pricing multi-asset European options

  1. American option prices in a Markov chain market model

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 1, January/February 2012, Pages: 35–59, John van der Hoek and Robert J. Elliott

    Version of Record online : 6 APR 2011, DOI: 10.1002/asmb.893

  2. On Gaussian HJM framework for Eurodollar Futures

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 4, July/August 2011, Pages: 384–401, Balaji Raman and Vladimir Pozdnyakov

    Version of Record online : 12 MAY 2010, DOI: 10.1002/asmb.845

  3. Option hedging by an influential informed investor

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 6, November/December 2011, Pages: 707–722, Anne Eyraud-Loisel

    Version of Record online : 5 APR 2011, DOI: 10.1002/asmb.889

  4. Robust designs for Haar wavelet approximation models

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 5, September/October 2011, Pages: 531–550, Xiaojian Xu and Lin Zhao

    Version of Record online : 5 DEC 2010, DOI: 10.1002/asmb.861

  5. Optimal portfolio choice and stochastic volatility

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 1, January/February 2012, Pages: 1–15, Anne Gron, Bjørn N. Jørgensen and Nicholas G. Polson

    Version of Record online : 19 MAY 2011, DOI: 10.1002/asmb.898

  6. Statistical quality control for ternary ordinal quality data

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 6, November/December 2011, Pages: 586–599, Emil Bashkansky and Tamar Gadrich

    Version of Record online : 6 DEC 2010, DOI: 10.1002/asmb.868

  7. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 3, May/June 2011, Pages: 290–300, Yiqing Chen, Kam C. Yuen and Kai W. Ng

    Version of Record online : 9 MAR 2010, DOI: 10.1002/asmb.834

  8. Oil production: A probabilistic model of the Hubbert curve

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 4, July/August 2011, Pages: 434–449, Bertrand Michel

    Version of Record online : 6 JUL 2010, DOI: 10.1002/asmb.851

  9. Analysis of the multiple roots of the Lundberg fundamental equation in the PH (n) risk model

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 1, January/February 2012, Pages: 73–90, Lanpeng Ji and Chunsheng Zhang

    Version of Record online : 19 APR 2011, DOI: 10.1002/asmb.899

  10. Unit root testing in the presence of ARFIMA–GARCH errors

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 4, July/August 2011, Pages: 421–433, Gaowen Wang

    Version of Record online : 6 JUL 2010, DOI: 10.1002/asmb.850

  11. An intensity-based approach for equity modeling

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 6, November/December 2011, Pages: 676–690, M. Escobar, T. Friederich, M. Krayzler, L. Seco and R. Zagst

    Version of Record online : 21 FEB 2011, DOI: 10.1002/asmb.883

  12. Score tests for inverse Gaussian mixtures

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 6, November/December 2011, Pages: 633–648, A. F. Desmond and Z. L. Yang

    Version of Record online : 28 DEC 2010, DOI: 10.1002/asmb.876

  13. Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 1, January/February 2012, Pages: 16–34, Gilberto A. Paula, Víctor Leiva, Michelli Barros and Shuangzhe Liu

    Version of Record online : 20 APR 2011, DOI: 10.1002/asmb.887

  14. On the Brown–Proschan model when repair effects are unknown

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 6, November/December 2011, Pages: 600–618, Laurent Doyen

    Version of Record online : 5 DEC 2010, DOI: 10.1002/asmb.869

  15. An examination of HMM-based investment strategies for asset allocation

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 3, May/June 2011, Pages: 204–221, Christina Erlwein, Rogemar Mamon and Matt Davison

    Version of Record online : 1 DEC 2009, DOI: 10.1002/asmb.820

  16. The augmented semi-Markov system and its asymptotic behaviour

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 5, September/October 2011, Pages: 519–530, V. A. Dimitriou and N. Tsantas

    Version of Record online : 4 NOV 2010, DOI: 10.1002/asmb.860

  17. Lower convex order bound approximations for sums of log-skew normal random variables

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 5, September/October 2011, Pages: 487–502, Oriol Roch and Emiliano A. Valdez

    Version of Record online : 27 AUG 2010, DOI: 10.1002/asmb.853

  18. Ruin problems under IBNR dynamics

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 6, November/December 2011, Pages: 619–632, Julien Trufin, Hansjörg Albrecher and Michel Denuit

    Version of Record online : 12 JAN 2011, DOI: 10.1002/asmb.875

  19. Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 6, November/December 2011, Pages: 691–706, Ying-Yin Chou, Nan-Wei Han and Mao-Wei Hung

    Version of Record online : 2 MAR 2011, DOI: 10.1002/asmb.886

  20. Asymptotic finite-time ruin probabilities for a class of path-dependent heavy-tailed claim amounts using Poisson spacings

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 5, September/October 2011, Pages: 503–518, Romain Biard, Claude Lefèvre, Stéphane Loisel and Haikady N. Nagaraja

    Version of Record online : 4 NOV 2010, DOI: 10.1002/asmb.857