| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A PDE based Implementation of the Hull&White Model for Cashflow Derivatives
|
Meyer, Sascha
|
|
2003
|
18 |
3-4 |
p. 417-434
|
article
|
| 2 |
A Projection Pursuit Method on the multidimensional squared Contingency Table
|
Ahn, Ju Sun
|
|
2003
|
18 |
3-4 |
p. 605-626
|
article
|
| 3 |
A Structure for General and Specific Market Risk
|
Platen, Eckhard
|
|
2003
|
18 |
3-4 |
p. 355-373
|
article
|
| 4 |
BITE: A Bayesian Intensity Estimator
|
Härkänen, Tommi
|
|
2003
|
18 |
3-4 |
p. 565-583
|
article
|
| 5 |
Combined X-bar and CRL Charts for the Gamma Process
|
Sim, C. H.
|
|
2003
|
18 |
3-4 |
p. 547-563
|
article
|
| 6 |
Derivation of a State-Space Model by Functional Data Analysis
|
Valderrama, Mariano J.
|
|
2003
|
18 |
3-4 |
p. 533-546
|
article
|
| 7 |
Detecting periods in which a time series model fails to predict the observed volatility
|
Stadie, Andreas
|
|
2003
|
18 |
3-4 |
p. 375-386
|
article
|
| 8 |
Finite-sample distributions of self-normalised sums
|
Kim, Jeong-Ryeol
|
|
2003
|
18 |
3-4 |
p. 493-504
|
article
|
| 9 |
Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data
|
Ellis, Suria
|
|
2003
|
18 |
3-4 |
p. 477-491
|
article
|
| 10 |
Generalized Maximum Entropy Estimation of Dynamic Programming Models with Sample Selection Bias
|
Papalia, Rosa Bernardini
|
|
2003
|
18 |
3-4 |
p. 463-475
|
article
|
| 11 |
Implied Trinomial Trees and Their Implementation with XploRe
|
Komorád, Karel
|
|
2003
|
18 |
3-4 |
p. 435-448
|
article
|
| 12 |
Likelihood inference in BL-GARCH models
|
Storti, Giuseppe
|
|
2003
|
18 |
3-4 |
p. 387-400
|
article
|
| 13 |
Multiscale estimation of processes related to the fractional Black-Scholes equation
|
Fernández-Pascual, R.
|
|
2003
|
18 |
3-4 |
p. 401-415
|
article
|
| 14 |
Online Prediction of Berlin Single-Family House Prices
|
Schulz, Rainer
|
|
2003
|
18 |
3-4 |
p. 449-462
|
article
|
| 15 |
Portfolio Optimization Under Credit Risk
|
Zagst, Rudi
|
|
2003
|
18 |
3-4 |
p. 317-338
|
article
|
| 16 |
Simple approximations for option pricing under mean reversion and stochastic volatility
|
Hafner, Christian M.
|
|
2003
|
18 |
3-4 |
p. 339-353
|
article
|
| 17 |
Simulation of Errors in Linear Regression: An Approach Based on Fixed Percentage Area
|
Imon, Rahmatullah
|
|
2003
|
18 |
3-4 |
p. 521-531
|
article
|
| 18 |
Stability and scalability in decision trees
|
Aluja-Banet, Tomàs
|
|
2003
|
18 |
3-4 |
p. 505-520
|
article
|
| 19 |
Two Cross Validation Criteria for SIRα and PSIRα methods in view of prediction
|
Gannoun, Ali
|
|
2003
|
18 |
3-4 |
p. 585-603
|
article
|
Journal description