Real Valued Affine Diffusions

BOOK CHAPTER published 2015 in Bocconi & Springer Series

Authors: Aurélien Alfonsi

Convergence in Relative Entropy

BOOK CHAPTER published July 2004 in Information Theory and the Central Limit Theorem

Hillebrandt, Alfred: Vedische Mythologie. Herausgegeben von Andreas Pohlus. Aachen: Shaker Verlag 2009.

JOURNAL ARTICLE published 23 May 2017 in Orientalistische Literaturzeitung

Authors: Rahul Peter Das

Pseudo information entropy of a single trapped ion interacting with a laser field

JOURNAL ARTICLE published 5 May 2004 in Information Sciences

Authors: A Obada

Diffusions- und Regionalisierungsprozesse

BOOK CHAPTER published 2004 in Südostasien im Globalisierungsprozess

Authors: Martin Skala

A Toolbox for Generalized Relative Entropies, EMM and Contingent Claim Valuation

BOOK CHAPTER published 2001 in Mathematical Finance

Authors: Wolfgang Stummer

Optimal approximations of power laws with exponentials: application to volatility models with long memory

JOURNAL ARTICLE published December 2007 in Quantitative Finance

Authors: Thierry Bochud | Damien Challet

Customized optoelectronic in-ear sensor approaches for unobtrusive continuous monitoring of cardiorespiratory vital signs

JOURNAL ARTICLE published December 2018 in International Journal of Industrial Engineering and Management

Authors: Vladimir Blazek | Philips Chair for Medical Information Technology, Helmholtz-Institute for Biomedical Engineering, RWTH Aachen University, Aachen, Germany | Boudewijn Venema | Steffen Leonhardt | Paul Blazek | Philips Chair for Medical Information Technology, Helmholtz-Institute for Biomedical Engineering, RWTH Aachen University, Aachen, Germany | Philips Chair for Medical Information Technology, Helmholtz-Institute for Biomedical Engineering, RWTH Aachen University, Aachen, Germany | cyLEDGE Media, Vienna, Austria

Asset allocation combining macro and micro information–Empirical test based on entropy pool model

JOURNAL ARTICLE published June 2024 in Finance Research Letters

Research funded by China Postdoctoral Science Foundation (2022M720921)

Authors: Tianyuan Li | Ping Chen

Generalized Information Measures and the Analysis of Brain Electrical Signals

BOOK CHAPTER published 15 April 2004 in Nonextensive Entropy

Authors: A. Plastino | M. T. Martin

Alternative to beta coefficients in the context of diffusions

JOURNAL ARTICLE published February 2017 in Quantitative Finance

Authors: Guillaume Bernis | Simone Scotti

Orthogonal expansions for VIX options under affine jump diffusions

JOURNAL ARTICLE published 3 June 2018 in Quantitative Finance

Research funded by Seventh Framework Programme (289032) | Seventh Framework Programme (289032)

Authors: Andrea Barletta | Elisa Nicolato

Continuous-time perpetuities and time reversal of diffusions

JOURNAL ARTICLE published January 2017 in Finance and Stochastics

Authors: Constantinos Kardaras | Scott Robertson

Information and Conditioning

BOOK CHAPTER published 2004 in Springer Finance

Authors: Steven E. Shreve

Christian Stummer

JOURNAL ARTICLE published June 2004 in Top

Size and stripes: how fish clients recognize cleaners

JOURNAL ARTICLE published May 2004 in Animal Behaviour

Authors: L STUMMER

Hawkes jump-diffusions and finance: a brief history and review

JOURNAL ARTICLE published 3 May 2022 in The European Journal of Finance

Authors: Alan G. Hawkes

Non-Linear Filtering with Wiener Noise

BOOK CHAPTER published 31 May 2021 in Point Processes and Jump Diffusions

Super-exponentials nonprimitive recursive, but rudimentary

JOURNAL ARTICLE published July 1987 in Information Processing Letters

Authors: Cristian Calude

Constrained optimality for controlled switching diffusions with an application to stock purchasing

JOURNAL ARTICLE published 2 December 2019 in Quantitative Finance

Research funded by Natural Science Foundation of China (#11801590,#61673019)

Authors: Xianggang Lu