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Stochastic models
Results: 1168

#	Item
591	An Improved Procedure for VaR/CVaR Estimation under Stochastic Volatility Models Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-22 16:25:31 Analysis Fourier analysis Fourier transform Fourier series Volatility Series Normal distribution Mathematical analysis Joseph Fourier Integral transforms
592	Local Volatility Pricing Models for Long-Dated FX Derivatives G. Deelstra, G. Rayee Universit´ e Libre de Bruxelles [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:40:29 Statistics Stochastic volatility Local volatility Heston model Volatility Hull–White model Implied volatility Foreign-exchange option Option Mathematical finance Financial economics Finance
593	Dargatz, Georgescu, Held: Stochastic modelling of the spatial spread of influenza in Germany Sonderforschungsbereich 386, Paper[removed]Online unter: http://epub.ub.uni-muenchen.de/ Add to Reading List Source URL: epub.ub.uni-muenchen.de Language: English - Date: 2012-05-22 04:46:49 Compartmental models in epidemiology Scientific modeling Epidemic model Stochastic differential equation Autoregressive conditional heteroskedasticity Influenza Mixing Statistics Epidemiology Stochastic processes
594	R Foundations and Trends in Machine Learning Vol. 5, No[removed]–122 c 2012 S. Bubeck and N. Cesa-Bianchi Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2012-12-16 05:54:25 Stochastic optimization Markov models Artificial intelligence Dynamic programming Bandit Markov decision process Stochastic matrix Game theory Stochastic Statistics Machine learning Multi-armed bandit
595	Optimal control of queues in computer networks - Communications, 2001. ICC[removed]IEEE International Conference on Add to Reading List Source URL: www.cse.unsw.edu.au Language: English - Date: 2012-05-18 00:32:52 Network performance Teletraffic Queueing theory Markov models Network congestion Feedforward control Normal distribution Optimal control Variance Statistics Probability and statistics Stochastic processes
596	Stability analysis of N-model systems under a static priority rule∗ Tolga Tezcan University of Rochester Simon Graduate School of Business Rochester, NY [removed] Add to Reading List Source URL: tolgatezcan.simon.rochester.edu Language: English - Date: 2011-11-24 16:11:54 Queueing theory Markov models Markov chain Continuous-time Markov process Queueing model Fluid queue State space Birth–death process Statistics Stochastic processes Markov processes
597	Multiscale Stochastic Volatility Models Jean-Pierre Fouque University of California Santa Barbara 6th World Congress of the Bachelier Finance Society Toronto, June 25, 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:38:45 Mathematical finance Implied volatility Volatility
598	Tangent L´evy Models Sergey Nadtochiy (joint work with Ren´e Carmona) Oxford-Man Institute of Quantitative Finance University of Oxford Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 08:43:27 Local volatility Stochastic volatility Option Volatility Hull–White model Quantitative analyst Implied volatility Economic model Mathematical finance Financial economics Finance
599	Motivation Time-changed Lévy-models and Esscher transforms Applications and examples Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:41:09 Lévy process Importance sampling Brownian motion Symbol Statistics Stochastic processes Probability and statistics
600	Esscher Transforms and Consumption-Based Models Alex Badescu∗ Department of Mathematics and Statistics University of Calgary Calgary, Alberta, Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-25 08:51:55 Mathematical finance Mathematics Martingale theory Girsanov theorem Risk-neutral measure Martingale Radon–Nikodym theorem Statistics Mathematical analysis Stochastic processes

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