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