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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
A partial posterior p value test for multilevel mediation
A study of operational variable influencing wheel balancing measurements
ACCURATE AND EFFICIENT CALCULATION OF SINGULAR ELECTROSTATIC POTENTIALS IN CHARGE-DIELECTRIC SPHERICAL AND JANUS PARTICLE SYSTEMS
APPROXIMATING SOLUTIONS OF BOUNDARY VALUE PROBLEMS
ASYMPTOTIC ANALYSIS OF THE ANDERSON PARABOLIC PROBLEM AND THE MOSER'S TYPE OPTIMAL STOPPING PROBLEM
American Options Pricing using HJM Approach
An Integrated Phylogeographic Analysis of the Bantu Migration
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.
Analytics for Fault Detection and Energy Management in Large Retail Portfolios
Art Authentication in an Untagged Art Database
Asymptotic Normality of Entropy Estimators
Asymptotic Normality of Higher Order Turing Formulae
Average Genus of Oriented Rational Links
Binary Edwards Curves in Elliptic Curve Cryptography