Discover open access scientific publications

Search, annotate, share and cite publications

Publications in Uncertainty

Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model

Journal of Applied Probability

English

Volatility Determination in an Ambit Process Setting

Journal of Applied Probability

English

On the Key Factors of Socio-Economic Policy and Institutional Development That Determine the Improvement of the Quality of Life

Austrian Journal of Statistics

Applied Mathematics

English

Statistical Estimation and Classification Algorithms for Regime-Switching VAR Model With Exogenous Variables

Austrian Journal of Statistics

Applied Mathematics

English

A Metropolis-Hastings Sampling of Subtrees in Graphs

Austrian Journal of Statistics

Applied Mathematics

English

Moderate Deviation Principle in Nonlinear Bifurcating Autoregressive Models

Statistics and Probability Letters

English

Large and Moderate Deviations of Realized Covolatility

Statistics and Probability Letters

English

Recovering a Piecewise Constant Volatility From Perpetual Put Option Prices

Journal of Applied Probability

English

Singular Mean-Field Control Games

Stochastic Analysis and Applications

Applied Mathematics

English

Loss Rate for a General Lévy Process With Downward Periodic Barrier

Journal of Applied Probability

English