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Stochastic Frequency Assignment Problem

BOOK CHAPTER published January 2013 in Stochastic Programming

Authors: Wadie Benajam | A. Gaivoronski | Abdel Lisser

Neilson, John Stuart, (born 31 May 1959), Secretary and Registrar, Imperial College London, since 2012

REFERENCE ENTRY published 1 December 2007 in Who's Who

Copulas In Econometrics

OTHER published 26 February 2010 in Encyclopedia of Quantitative Finance

Authors: Yanqin Fan

Default Time Copulas

OTHER published 26 February 2010 in Encyclopedia of Quantitative Finance

Authors: Jakob Sidenius

Stochastic Volatility Interest Rate Models

OTHER published 26 February 2010 in Encyclopedia of Quantitative Finance

Authors: Jesper Andreasen

Sequential Monte Carlo for fractional stochastic volatility models

JOURNAL ARTICLE published 4 March 2018 in Quantitative Finance

Research funded by National Science Foundation (DMS 1550918) | Simons Foundation (319216)

Authors: Alexandra Chronopoulou | Konstantinos Spiliopoulos

How to Estimate Parameters of a Multivariate Model?

BOOK CHAPTER published 2014 in Financial Engineering with Copulas Explained

Authors: Jan-Frederik Mai | Matthias Scherer

Statistical dynamics, a stochastic approach to nonequilibrium thermodynamics

JOURNAL ARTICLE published November 1996 in Journal of Statistical Physics

Authors: Herbert Spohn

Approximate models for wave propagation in highly scattering polycrystals of any symmetry

PROCEEDINGS ARTICLE published 2023 in ASNT Research Symposium 2023 Proceedings

Authors: Ming Huang | Imperial College London | Stanislav I. Rokhlin | Michael J. S. Lowe | The Ohio State University | Imperial College London

Lévy-frailty copulas

JOURNAL ARTICLE published August 2009 in Journal of Multivariate Analysis

Authors: Jan-Frederik Mai | Matthias Scherer

Models for stock returns

JOURNAL ARTICLE published March 2012 in Quantitative Finance

Authors: Saralees Nadarajah

Bosanquet, Prof. Nicholas, (born 17 Jan. 1942), Professor of Health Policy, Imperial College London (formerly Imperial College, University of London), since 1993

REFERENCE ENTRY published 1 December 2007 in Who's Who

Historical simulation approach to the estimation of stochastic discount factor models

JOURNAL ARTICLE published June 2008 in Quantitative Finance

Authors: Andrei Semenov

Crawley, Prof. Michael John, (born 9 March 1949), Professor of Plant Ecology, Imperial College London (formerly Imperial College, London University), since 1994

REFERENCE ENTRY published 1 December 2007 in Who's Who

Bosanquet, Prof. Nicholas, (born 17 Jan. 1942), Professor of Health Policy, Imperial College London (formerly Imperial College, University of London), since 1993

REFERENCE ENTRY published 1 December 2007 in Who's Who

Crawley, Prof. Michael John, (born 9 March 1949), Professor of Plant Ecology, Imperial College London (formerly Imperial College, London University), since 1994

REFERENCE ENTRY published 1 December 2007 in Who's Who

Path-dependent scenario trees for multistage stochastic programmes in finance

JOURNAL ARTICLE published August 2012 in Quantitative Finance

Authors: Giorgio Consigli | Gaetano Iaquinta | Vittorio Moriggia

Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance

JOURNAL ARTICLE published 2 January 2019 in Quantitative Finance

Authors: Giovanni Puccetti

Modeling Endogeneity in Stochastic Frontier Models

BOOK CHAPTER published 25 January 2024 in Efficiency and Productivity Analysis

Authors: Artem Prokhorov

Simulation and algorithms for financial models

BOOK CHAPTER published 14 December 2011 in Introduction to Stochastic Calculus Applied to Finance