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There are 38245 results for: content related to: Optimal portfolio choice and stochastic volatility

  1. A uniform asymptotic expansion for stochastic volatility model in pricing multi-asset European options

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 4, July/August 2012, Pages: 324–341, Yansheng Ma and Yong Li

    Version of Record online : 21 FEB 2011, DOI: 10.1002/asmb.880

  2. Resource analyses for parallel and distributed coordination

    Concurrency and Computation: Practice and Experience

    Volume 25, Issue 3, 10 March 2013, Pages: 309–348, P. W. Trinder, M. I. Cole, K. Hammond, H-W. Loidl and G. J. Michaelson

    Version of Record online : 22 DEC 2011, DOI: 10.1002/cpe.1898

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    Separation of river network–scale nitrogen removal among the main channel and two transient storage compartments

    Water Resources Research

    Volume 47, Issue 10, October 2011, Robert J. Stewart, Wilfred M. Wollheim, Michael N. Gooseff, Martin A. Briggs, Jennifer M. Jacobs, Bruce J. Peterson and Charles S. Hopkinson

    Version of Record online : 30 AUG 2011, DOI: 10.1029/2010WR009896

  4. Public and private health-care financing with alternate public rationing rules

    Health Economics

    Volume 21, Issue 2, February 2012, Pages: 83–100, Katherine Cuff, Jeremiah Hurley, Stuart Mestelman, Andrew Muller and Robert Nuscheler

    Version of Record online : 9 DEC 2010, DOI: 10.1002/hec.1698

  5. Linear-representation Based Estimation of Stochastic Volatility Models

    Scandinavian Journal of Statistics

    Volume 33, Issue 4, December 2006, Pages: 785–806, CHRISTIAN FRANCQ and JEAN-MICHEL ZAKOÏAN

    Version of Record online : 30 JAN 2006, DOI: 10.1111/j.1467-9469.2006.00495.x

  6. Enhanced OFDM for fragmented spectrum use in 5G systems

    Transactions on Emerging Telecommunications Technologies

    Volume 26, Issue 1, January 2015, Pages: 31–45, AlaaEddin Loulou and Markku Renfors

    Version of Record online : 31 OCT 2014, DOI: 10.1002/ett.2898

  7. The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes

    Scandinavian Journal of Statistics

    Volume 35, Issue 3, September 2008, Pages: 438–465, JULIE LYNG FORMAN and MICHAEL SØRENSEN

    Version of Record online : 24 APR 2008, DOI: 10.1111/j.1467-9469.2007.00592.x

  8. Cooperative control of multiple surface vessels with discrete-time periodic communications

    International Journal of Robust and Nonlinear Control

    Volume 22, Issue 4, 10 March 2012, Pages: 398–419, J. Almeida, C. Silvestre and A. M. Pascoal

    Version of Record online : 3 FEB 2011, DOI: 10.1002/rnc.1698

  9. H2 filter design for discrete-time Markov jump linear systems with partly unknown transition probabilities

    Optimal Control Applications and Methods

    Volume 33, Issue 3, May/June 2012, Pages: 318–337, Mouquan Shen and Guang-Hong Yang

    Version of Record online : 29 MAR 2011, DOI: 10.1002/oca.998

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    Tensor product methods and entanglement optimization for ab initio quantum chemistry

    International Journal of Quantum Chemistry

    Volume 115, Issue 19, October 5, 2015, Pages: 1342–1391, Szilárd Szalay, Max Pfeffer, Valentin Murg, Gergely Barcza, Frank Verstraete, Reinhold Schneider and Örs Legeza

    Version of Record online : 25 MAY 2015, DOI: 10.1002/qua.24898

  11. Simulated Likelihood Approximations for Stochastic Volatility Models

    Scandinavian Journal of Statistics

    Volume 30, Issue 2, June 2003, Pages: 257–276, Helle Sørensen

    Version of Record online : 1 MAY 2003, DOI: 10.1111/1467-9469.00330

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    Separating surface storage from hyporheic retention in natural streams using wavelet decomposition of acoustic Doppler current profiles

    Water Resources Research

    Volume 43, Issue 5, May 2007, Mantha S. Phanikumar, Irfan Aslam, Chaopeng Shen, David T. Long and Thomas C. Voice

    Version of Record online : 1 MAY 2007, DOI: 10.1029/2006WR005104

  13. Estimation of Correlation for Continuous Semimartingales

    Scandinavian Journal of Statistics

    Volume 39, Issue 4, December 2012, Pages: 757–771, MATHIAS VETTER

    Version of Record online : 12 APR 2012, DOI: 10.1111/j.1467-9469.2012.00783.x

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    Estimates of surface roughness length in heterogeneous under-ice boundary layers

    Journal of Geophysical Research: Oceans (1978–2012)

    Volume 113, Issue C8, August 2008, W. J. Shaw, T. P. Stanton, M. G. McPhee and T. Kikuchi

    Version of Record online : 19 AUG 2008, DOI: 10.1029/2007JC004550

  15. Improving spatial localization in 4DEnVar

    Quarterly Journal of the Royal Meteorological Society

    Gérald Desroziers, Etienne Arbogast and Loïk Berre

    Version of Record online : 5 OCT 2016, DOI: 10.1002/qj.2898

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    Gas-phase products and secondary aerosol yields from the photooxidation of 16 different terpenes

    Journal of Geophysical Research: Atmospheres (1984–2012)

    Volume 111, Issue D17, 16 September 2006, Anita Lee, Allen H. Goldstein, Jesse H. Kroll, Nga L. Ng, Varuntida Varutbangkul, Richard C. Flagan and John H. Seinfeld

    Version of Record online : 7 SEP 2006, DOI: 10.1029/2006JD007050

  17. Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models

    Scandinavian Journal of Statistics

    Volume 30, Issue 2, June 2003, Pages: 297–316, Valentine Genon-Catalot, Thierry Jeantheau and Catherine Laredo

    Version of Record online : 1 MAY 2003, DOI: 10.1111/1467-9469.00332

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    Shear and compaction band formation on an elliptic yield cap

    Journal of Geophysical Research: Solid Earth (1978–2012)

    Volume 109, Issue B3, March 2004, John W. Rudnicki

    Version of Record online : 5 MAR 2004, DOI: 10.1029/2003JB002633

  19. Wind turbine fatigue damage evaluation based on a linear model and a spectral method

    Wind Energy

    Volume 19, Issue 7, July 2016, Pages: 1289–1306, C. Tibaldi, L. C. Henriksen, M. H. Hansen and C. Bak

    Version of Record online : 8 SEP 2015, DOI: 10.1002/we.1898

  20. 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