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Results 1-15 of 48 (Search time: 0.015 seconds).
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Issue DateTitleInvolved Person(s)
19-Apr-2024Dealing with apparently infinite mean phenomenaCirillo, Pasquale
10-Apr-2024A pseudo-analytic generalization of the memoryless property for continuous random variables and its use in pricing contingent claimsCarr, Peter; Cirillo, Pasquale
2023Evaluation of lookback options in the Heston model using the finite difference method in PythonHilber, Norbert; Schroeter, Moritz Leon
2023A numerical energy reduction approach for semilinear diffusion-reaction boundary value problems based on steady-state iterationsAmrein, Mario; Heid, Pascal; Wihler, Thomas P.
26-Dec-2022The miner’s dilemma with migration : the control effect of solo-miningLi, Chuanyun; Spychiger, Florian; Tessone, Claudio J.
1-Jun-2022A new self-exciting jump-diffusion process for option pricingSouto Arias, Luis Antonio; Cirillo, Pasquale; Oosterlee, Cornelis W.
20-Jan-2022On single point forecasts for fat-tailed variablesTaleb, Nassim Nicholas; Bar-Yam, Yaneer; Cirillo, Pasquale
2022Bijections between [0,∞) and the support of a continuous probability law allow a generalized memoryless propertyCarr, Peter; Cirillo, Pasquale
23-Mar-2021Linearized continuous Galerkin hp-FEM applied to nonlinear initial value problemsAmrein, Mario
2021Bootstrapping Value at Risk (VaR) : Circular Block Bootstrap vs. Standard BootstrapBänziger-Aiba, Armin; Nyffeler, Lionel Rémy
2021Joint and survivor annuity valuation with a bivariate reinforced urn processSouto Arias, Luis A.; Cirillo, Pasquale
2021Wirtschaftsmathematik 1 : Übungen und LösungenScherrer, Beat; Becker, Johannes Gerd; Sickinger, Wolfgang; Bruer, Michaela
2021Vehicle dimensions based passenger car classification using fuzzy and non-fuzzy clustering methodsNiroomand, Naghmeh; Bach, Christian; Elser, Miriam
2021Wirtschaftsmathematik 1 : Theorie und BeispieleScherrer, Beat; Becker, Johannes Gerd; Sickinger, Wolfgang; Bruer, Michaela
2021The miner's dilemma with migrationLi, Chuanyun; Spychiger, Florian; Tessone, Claudio J.
Results 1-15 of 48 (Search time: 0.015 seconds).