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Found 119 Documents (Results 1–100)

Options pricing for several maturities in a jump-diffusion model. (English) Zbl 1270.91094

Plaskota, Leszek (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2010. Selected papers based on the presentations at the 9th international conference on Monte Carlo and quasi Monte Carlo in scientific computing (MCQMC 2010), Warsaw, Poland, August 15–20, 2010. Berlin: Springer (ISBN 978-3-642-27439-8/hbk; 978-3-642-27440-4/ebook). Springer Proceedings in Mathematics & Statistics 23, 385-398 (2012).
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Hedging with residual risk: a BSDE approach. (English) Zbl 1245.91094

Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VI. Centro Stefano Franscini, Ascona, Italy, May 19–23, 2008. Basel: Birkhäuser (ISBN 978-3-0348-0020-4/pbk; 978-3-0348-0021-1/ebook). Progress in Probability 63, 311-325 (2011).
MSC:  91G20 60H10 60H07
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Minimal variance martingale measures for geometric Lévy processes. (English) Zbl 1140.60321

Akahori, Jiro (ed.) et al., Stochastic processes and applications to mathematical finance. Proceedings of the 6th Ritsumeikan international symposium, Kyoto, Japan, March 6–10, 2006. Hackensack, NJ: World Scientific (ISBN 978-981-270-413-9/hbk). 193-196 (2007).
MSC:  60G51 91B28
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Concentration sets, elfving sets and norms in optimum design. (English) Zbl 1423.62083

Atkinson, Anthony (ed.) et al., Optimum design 2000. Papers at the conference optimum design 2000: prospects for the new millenium, Cardiff, GB, April 12–14, 2000. Dedicated to Valeri Fedorov on the occasion of his 60th birthday. Dordrecht: Kluwer Academic Publishers. Nonconvex Optim. Appl. 51, 101-112 (2001).
MSC:  62K05
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Determination of the size of an experiment. (English) Zbl 0922.62055

Atkinson, Anthony C. (ed.) et al., MODA 5 - Advances in model-oriented data analysis and experimental design. Proceedings of the 5th international workshop in Marseilles, France, June 22–26, 1998. Dedicated to Andrej Pázman for his 60th birthday. Heidelberg: Physica-Verlag. Contributions to Statistics. 205-212 (1998).
MSC:  62J10 65C99
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Adaptive control for an essentially nonstationary dynamic object. (English. Russian original) Zbl 0917.93070

Autom. Remote Control 56, No. 6, Pt. 2, 856-860 (1995); translation from Avtom. Telemekh. 1995, No. 6, 111-116 (1995).
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The estimation of frequency. (English) Zbl 0787.62095

Schach, Siegfried (ed.) et al., Data analysis and statistical inference: Festschrift in honour of Prof. Dr. Friedhelm Eicker. Bergisch Gladbach: Verlag Josef Eul. 163-177 (1992).
MSC:  62M15 65C99
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Mathematische Grundlagen der Lebensversicherung. Teil 5: Von der Risiko- und Nutzentheorie zu einer Theorie der Lebensversicherung. Unter Mitarb. von Ursula Heller. (Mathematical foundations of life insurance. Part 5: From risk- and utility theory to a theory of life insurance.). (German) Zbl 0719.62113

Schriftenreihe Angewandte Versicherungsmathematik, 21. Karlsruhe: Verlag Versicherungswirtschaft E.V. 198 p. (1989).
MSC:  62P05 62-02 91B30 91B16 91B99
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Clusteranalyse als Verfahren der schließenden Statistik. Über einen anschaulichen Konsistenzbegriff für Clusteranalyseverfahren. (Cluster analysis as a procedure in inferential statistics. On a graphic consistency conception for cluster analysis procedures). (German) Zbl 0713.62064

Studien zur Angewandten Wirtschaftsforschung und Statistik aus dem Institut für Statistik und Ökonometrie der Universität Hamburg, 20. Göttingen (FRG): Vandenhoeck & Ruprecht. 168 S. DM 58.00 (1988).
Reviewer: V.Yu.Urbakh
MSC:  62H30 62-02
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