317 | -- | 338 | Rudi Zagst, Jan Kehrbaum, Bernd Schmid. Portfolio Optimization Under Credit Risk |
339 | -- | 353 | Christian M. Hafner. Simple approximations for option pricing under mean reversion and stochastic volatility |
355 | -- | 373 | Eckhard Platen, Gerhard Stahl. A Structure for General and Specific Market Risk |
375 | -- | 386 | Andreas Stadie. Detecting periods in which a time series model fails to predict the observed volatility |
387 | -- | 400 | Giuseppe Storti, Cosimo Vitale. Likelihood inference in BL-GARCH models |
401 | -- | 415 | Ricardo Fernández Pascual, María Dolores Ruiz-Medina, José Miguel Angulo. Multiscale estimation of processes related to the fractional Black-Scholes equation |
417 | -- | 434 | Sascha Meyer, Willi Schwarz. A PDE based Implementation of the Hull&White Model for Cashflow Derivatives |
435 | -- | 448 | Karel Komorád. Implied Trinomial Trees and Their Implementation with XploRe |
449 | -- | 462 | Rainer Schulz, Hizir Sofyan, Axel Werwatz, Rodrigo Witzel. Online Prediction of Berlin Single-Family House Prices |
463 | -- | 475 | Rosa Bernardini Papalia. Generalized Maximum Entropy Estimation of Dynamic Programming Models with Sample Selection Bias |
477 | -- | 491 | Suria Ellis, Faans Steyn, Hennie Venter. Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data |
493 | -- | 504 | Jeong-Ryeol Kim. Finite-sample distributions of self-normalised sums |
505 | -- | 520 | Tomàs Aluja-Banet, Eduard Nafria. Stability and scalability in decision trees |
521 | -- | 531 | A. H. M. Rahmatullah Imon. Simulation of Errors in Linear Regression: An Approach Based on Fixed Percentage Area |
533 | -- | 546 | Mariano J. Valderrama, Mónica Ortega-Moreno, Pedro González, Ana M. Aguilera. Derivation of a State-Space Model by Functional Data Analysis |
547 | -- | 563 | C. H. Sim. Combined X-bar and CRL Charts for the Gamma Process |
565 | -- | 583 | Tommi Härkänen. BITE: A Bayesian Intensity Estimator |
585 | -- | 603 | Ali Gannoun, Jérôme Saracco. α methods in view of prediction |
605 | -- | 626 | Ju Sun Ahn, Heike Hofmann, Dianne Cook. A Projection Pursuit Method on the multidimensional squared Contingency Table |