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There are 5779 results for: content related to: Continuous Covariates in Mark-Recapture-Recovery Analysis: A Comparison of Methods

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    Implementing the trinomial mark–recapture–recovery model in program mark

    Methods in Ecology and Evolution

    Volume 4, Issue 1, January 2013, Pages: 95–98, Simon J. Bonner

    Version of Record online : 13 DEC 2012, DOI: 10.1111/j.2041-210X.2012.00265.x

  2. A new method for analysing discrete life history data with missing covariate values

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 70, Issue 2, April 2008, Pages: 445–460, E. A. Catchpole, B. J. T. Morgan and G. Tavecchia

    Version of Record online : 6 FEB 2008, DOI: 10.1111/j.1467-9868.2007.00644.x

  3. ADAPTIVE MESH MODELING AND BARRIER OPTION PRICING UNDER A JUMP-DIFFUSION PROCESS

    Journal of Financial Research

    Volume 31, Issue 4, Winter 2008, Pages: 381–408, Michael Albert, Jason Fink and Kristin E. Fink

    Version of Record online : 18 NOV 2008, DOI: 10.1111/j.1475-6803.2008.00244.x

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    Maximum penalized likelihood estimation in semiparametric mark-recapture-recovery models

    Biometrical Journal

    Volume 58, Issue 1, January 2016, Pages: 222–239, Théo Michelot, Roland Langrock, Thomas Kneib and Ruth King

    Version of Record online : 20 AUG 2015, DOI: 10.1002/bimj.201400222

  5. Trinomial Trees

    Financial Derivative and Energy Market Valuation: Theory and Implementation in Matlab®

    Michael Mastro, Pages: 131–165, 2013

    Published Online : 26 FEB 2013, DOI: 10.1002/9781118501788.ch5

  6. The accuracy and efficiency of alternative option pricing approaches relative to a log-transformed trinomial model

    Journal of Futures Markets

    Volume 22, Issue 6, June 2002, Pages: 557–577, Hsuan-Chi Chen, David M. Chen and San-Lin Chung

    Version of Record online : 3 APR 2002, DOI: 10.1002/fut.10023

  7. A Review of No Arbitrage Interest Rate Models

    Chapter

    Encyclopedia of Financial Models

    Gerald W. Buetow, Frank J. Fabozzi and James Sochacki

    Published Online : 15 DEC 2012, DOI: 10.1002/9781118182635.efm0126

  8. Factors Influencing Soay Sheep Survival: A Bayesian Analysis

    Biometrics

    Volume 62, Issue 1, March 2006, Pages: 211–220, R. King, S. P. Brooks, B. J. T. Morgan and T. Coulson

    Version of Record online : 11 AUG 2005, DOI: 10.1111/j.1541-0420.2005.00404.x

  9. On the Rate of Convergence of Discrete-Time Contingent Claims

    Mathematical Finance

    Volume 10, Issue 1, January 2000, Pages: 53–75, Steve Heston and Guofu Zhou

    Version of Record online : 25 DEC 2001, DOI: 10.1111/1467-9965.00080

  10. An Evaluation of Beta-Binomial and Dirichlet-Trinomial Models for the Analysis of Reproductive and Developmental Effects

    Biometrical Journal

    Volume 34, Issue 2, 1992, Pages: 231–241, Dr. James J. Chen and Lung-An Li

    Version of Record online : 18 JAN 2007, DOI: 10.1002/bimj.4710340212

  11. A modified lattice approach to option pricing

    Journal of Futures Markets

    Volume 13, Issue 5, August 1993, Pages: 563–577, Yisong Tian

    Version of Record online : 28 AUG 2006, DOI: 10.1002/fut.3990130509

  12. Trinomial or binomial: Accelerating American put option price on trees

    Journal of Futures Markets

    Volume 29, Issue 9, September 2009, Pages: 826–839, Jiun Hong Chan, Mark Joshi, Robert Tang and Chao Yang

    Version of Record online : 14 JUL 2009, DOI: 10.1002/fut.20389

  13. Multivariate Run-Related Distributions

    Runs and Scans with Applications

    N. Balakrishnan, Markos V. Koutras, Pages: 243–270, 2011

    Published Online : 14 OCT 2011, DOI: 10.1002/9781118150467.ch7

  14. On the enhanced convergence of standard lattice methods for option pricing

    Journal of Futures Markets

    Volume 22, Issue 4, April 2002, Pages: 315–338, Martin Widdicks, Ari D. Andricopoulos, David P. Newton and Peter W. Duck

    Version of Record online : 6 FEB 2002, DOI: 10.1002/fut.10010

  15. Step-reset options: Design and valuation

    Journal of Futures Markets

    Volume 22, Issue 2, February 2002, Pages: 155–171, L. Paul Hsueh and Y. Angela Liu

    Version of Record online : 11 DEC 2001, DOI: 10.1002/fut.2212

  16. Analysis of band-recovery data in a multistate capture-recapture framework

    Canadian Journal of Statistics

    Volume 36, Issue 1, March 2008, Pages: 59–73, Gilles Gauthier and Jean-Dominique Lebreton

    Version of Record online : 17 FEB 2009, DOI: 10.1002/cjs.5550360107

  17. A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables

    Journal of Futures Markets

    Volume 33, Issue 9, September 2013, Pages: 795–826, Tian-Shyr Dai, Chuan-Ju Wang and Yuh-Dauh Lyuu

    Version of Record online : 20 JUN 2012, DOI: 10.1002/fut.21565

  18. SUBORDINATED BINOMIAL OPTION PRICING

    Journal of Financial Research

    Volume 29, Issue 4, Winter 2006, Pages: 559–573, Carolyn W. Chang, Jack S. K. Chang and Yisong Sam Tian

    Version of Record online : 1 NOV 2006, DOI: 10.1111/j.1475-6803.2006.00194.x

  19. Improving lattice schemes through bias reduction

    Journal of Futures Markets

    Volume 26, Issue 8, August 2006, Pages: 733–757, Michel Denault, Geneviève Gauthier and Jean-Guy Simonato

    Version of Record online : 21 JUN 2006, DOI: 10.1002/fut.20221

  20. A Comparison of Methods for Estimating the Benchmark Dose Based on Overdispersed Data from Developmental Toxicity Studies

    Risk Analysis

    Volume 18, Issue 3, June 1998, Pages: 329–342, Karen Y. Fung, Leonora Marro and Daniel Krewski

    Version of Record online : 29 MAY 2006, DOI: 10.1111/j.1539-6924.1998.tb01299.x