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Keyword [Finance]
Result: 161 - 180 | Page: 9 of 10
161.
Degenerate partial differential equations and applications to probability theory and foundations of mathematical finance
162.
Variable selection for functional index coefficient models and its applications in finance and engineering
163.
MCMC methods for random field and latent factor models in finance
164.
Study of unified multivariate skew normal distribution with applications in finance and actuarial science
165.
Probability theory on time scales and applications to finance and inequalities
166.
Chebyshev spectral method for singular moving boundary problems with application to finance
167.
Singular perturbations on non-smooth boundary problems in finance
168.
Statistical Missing Data and Computation Problems: Theories and Applications in Astrophysics, Finance and Economics
169.
Two essays on applications of mixture models in finance
170.
Covariance matrices and skewness: Modeling and applications in finance
171.
Simulation-based quantile estimation and stochastic dynamic programming with applications to finance
172.
Essays on semiparametric efficient adaptive estimation and empirical applications in finance
173.
Likelihood-based estimation of continuous-time diffusion models with application to finance
174.
Stochastic filtering: Theory and applications in finance
175.
Statistical networks with applications in economics and finance
176.
Essays in the econometrics of continuous-time finance
177.
Two essays in finance: A test of the random walk hypothesis. An examination of covered call strategies
178.
Some optimal control problems in mathematical finance
179.
Dynamic conic finance via backward stochastic difference equations and recursive construction of confidence regions
180.
Nonlinear diffusion equations in mathematical finance: A study of transaction costs and uncertain volatility
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