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A CONVERTIBLE-BOND-PRICING METHOD BASED ON BOND PRICES ON MARKETS
A Dynamic Approach to Optimizing Interventions and Mitigating Contagion Impacts in Financial Networks
A MESHLESS METHOD WITH ENRICHED BASIS FUNCTIONS FOR  SINGULARITY PROBLEMS
A Random Hierarchical Laplacian
A Unified Treatment of Derivative Pricing and Forward Decision Problems Within HJM Framework
ACCURATE AND EFFICIENT CALCULATION OF SINGULAR ELECTROSTATIC POTENTIALS IN CHARGE-DIELECTRIC SPHERICAL AND JANUS PARTICLE SYSTEMS
ASYMPTOTIC ANALYSIS OF THE ANDERSON PARABOLIC PROBLEM AND THE MOSER'S TYPE OPTIMAL STOPPING PROBLEM
American Options Pricing using HJM Approach
Analysis of failure time data with missing and informative auxiliary covariates.
Analysis of semiparametric regression models for the cumulative incidence functions under the two-phase sampling designs.
Asymptotic Normality of Entropy Estimators
Asymptotic Normality of Higher Order Turing Formulae
Binary Edwards Curves in Elliptic Curve Cryptography
Braid Indices in a Class of Closed Braids
Branching Processes in Random Trees
Consistency results in the theory of continuous functions and selective separability
Continue, quit, restart probability model and related problems
Distance Based Linear Regression Model And Its Application To Microbiome Association Studies
Estimation and Simulation for Multivariate Tempered Stable Distributions with Applications To Finance
FRAME WAVELETS IN HIGH DIMENSION