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Sideris, Apostolos [Author] ; Technische Universität Dresden

Exponential functionals of Markov additive processes and a Markov modulated extension of the generalized Ornstein-Uhlenbeck process

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Dresden, [2022?]
Leung, Tim [Author]; Li, Xin [Author]; Li, Xin [Author]

Optimal mean reversion trading : mathematical analysis and practical applications

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New Jersey; London; Singapore [und 6 weitere]: World Scientific Publishing Co Pte. Ltd., [2016]

Published in: Modern trends in financial engineering ; 1
Züst, Thomas [Author]

Winner-Loser-Effekte in Developed und Emerging Aktienmärkten : empirische Untersuchung von Reversal und Momentum bei nationalen Aktienindizes - [1. Aufl.]

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Bern; Stuttgart; Wien: Haupt, 2009

Published in: Bank- und finanzwirtschaftliche Forschungen ; 390
Hegewald, Sabine [Author]

Temporale Aggregation von heteroskedastischen Prozessen : stochastische Differenzengleichungen versus stochastische Differentialgleichungen unter Berücksichtigung von Lévy-Ornstein-Uhlenbeck-Prozessen, Tsallis-Entropie und nichtlinearer Fokker-Planck-Dynamik - [1. Aufl.]

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Göttingen: Cuvillier, 2006
Ouyang, Shun-Xiang [Author]

Harnack inequalities and applications for stochastic equations

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http://bieson.ub.uni-bielefeld.de/volltexte/2009/1463/index.html

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Kobe, Daniel [Author] ; Woerner, Jeannette [Degree supervisor]; Müller, Gernot [Other]

Oszillierende Ornstein-Uhlenbeck Prozesse und Modellierung von Elektrizitätspreisen

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Dortmund: Universitätsbibliothek Dortmund, 2016
Tsai, Yi-Ting [Author] ; May, Angelika [Degree supervisor]; Pfeifer, Dietmar [Degree supervisor]

CPPI strategies and the problem of long-term guarantees

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Oldenburg: BIS der Universität Oldenburg, 2016
Krämer, Romy [Author]

Identification in financial models with time-dependent volatility and stochastic drift components

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http://archiv.tu-chemnitz.de/pub/2007/0080

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Mardoukhi, Yousof [Author] ; Metzler, Ralf [Degree supervisor]

Random environments and the percolation model : non-dissipative fluctuations of random walk process on finite size clusters

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Potsdam: Universität Potsdam, 2020
Steingen, Ulrich [Author] ; Spieß, Martin [Degree supervisor]

Längsschnittforschung in der Psychologie : eine methodenkritische Analyse am Beispiel von Burnout

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Hamburg: Staats- und Universitätsbibliothek Hamburg, 2013
Shevchenko, Radomyra [Author] ; Woerner, Jeannette [Degree supervisor]; Reiß, Markus [Other]

Limit theorems and statistical inference for solutions of some stochastic (partial) differential equations

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Dortmund: Universitätsbibliothek Dortmund, 2019
Kondakji, Hakam [Author] ; Wunderlich, Ralf [Other]; Sass, Jörn [Other]; Gabih, Abdelali [Other]

Optimale Portfolios für partiell informierte Investoren in einem Finanzmarkt mit Gaußscher Drift und Expertenmeinungen

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Cottbus: BTU Cottbus - Senftenberg, 2019
Mai, Hilmar [Author] ; Küchler, Uwe [Degree supervisor]; Reiß, Markus [Degree supervisor]; Sørensen, Michael [Degree supervisor]

Drift estimation for jump diffusions : time-continuous and high-frequency observations

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Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2012
Kindler, Cornelia [Author] ; Scheffler, Wolfram [Degree supervisor]

Die vorweggenommene Erbfolge gegen Versorgungsleistungen als Instrument einer steueroptimierten Vermögensübertragung: ein wahrscheinlichkeitstheoretischer Vergleich mit dem Erbfall

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Erlangen: Universitätsbibliothek der Universität Erlangen-Nürnberg, 2012
Fasen, Vicky Maria [Author]

Extremes of Lévy driven moving average processes with applications in finance

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http://tumb1.biblio.tu-muenchen.de/publ/diss/ma/2004/fasen.html

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Schwalbe, Karsten [Author] ; Hoffmann, Karl Heinz [Degree supervisor]; Hoffmann, Karl Heinz [Other]; Salamon, Peter [Other]

Stochastic Fluctuations in Endoreversible Systems

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Chemnitz: Universitätsbibliothek Chemnitz, 2017
Kott, Thomas [Author] ; Dehling, Herold [Contributor]; Universität Bochum [Contributor]

Statistical inference for generalized mean reversion processes

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https://bibliographie.ub.rub.de/entry/93ed075d-c030-4e74-90a6-78481d28d0a6

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2010-12-03
Brandes, Dirk-Philip [Author]

CARMA models with random coefficients and inference for renewal sampled Lévy driven moving average processes

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Ulm: Universität Ulm, 2018
Schiefer, Jonathan [Author]; Niederbühl, Alexander [Author]; Pernice, Volker [Author]; Lennartz, Carolin [Author]; Hennig, Jürgen [Author]; LeVan, Pierre [Author]; Rotter, Stefan [Author]

From correlation to causation: estimating effective connectivity from zero-lag covariances of brain signals

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San Francisco: Public Library of Science, 2018

Published in: PLOS computational biology ; 14, 3 (2018), e1006056
Schwalbe, Karsten [Author]

Stochastic fluctuations in endoreversible systems

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Chemnitz, 2017

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