Applied Stochastic Models in Business and Industry

Cover image for Vol. 28 Issue 1

January/February 2012

Volume 28, Issue 1

Pages 1–102

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Optimal portfolio choice and stochastic volatility (pages 1–15)

      Anne Gron, Bjørn N. Jørgensen and Nicholas G. Polson

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

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

    3. American option prices in a Markov chain market model (pages 35–59)

      John van der Hoek and Robert J. Elliott

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

    4. Asset allocation under threshold autoregressive models (pages 60–72)

      Na Song, Tak Kuen Siu, Wa-Ki Ching, Howell Tong and Hailiang Yang

      Version of Record online: 29 APR 2011 | DOI: 10.1002/asmb.897