- About
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The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
provided by the
Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
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Showing 71 to 80 of 100 (0.07 seconds)Spelling suggestions: "subject:"stochastische denprozess"" "subject:"stochastische messprozess""
| 71 |
Digital signal processing of nonuniform sampled signals contributions to algorithms & hardware architecturesPapenfuss, Frank January 2007 (has links)
Zugl.: Rostock, Univ., Diss., 2007
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| 72 |
Contributions to stochastic optimization applied to financial engineering /Egami, Masahiko. January 2005 (has links) (PDF)
NJ, Univ., Dep. of Operations Research and Financial Engineering, Diss.--Princeton, 2005. / Kopie, ersch. im Verl. UMI, Ann Arbor, Mich. - Enth. 3 Beitr.
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| 73 |
Essays on bargaining, search and matching /Atakan, Alp Enver. January 2003 (has links) (PDF)
NY, Columbia Univ., Graduate School of Arts and Sciences, Diss.--New York, 2003. / Kopie, ersch. im Verl. UMI, Ann Arbor, Mich. - Enth. 4 Beitr.
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| 74 |
Empirischer Vergleich von Optionspreismodellen auf Basis zeitdeformierter Lévy-Prozesse : Kalibrierung, Hedging, Modellrisiko /Dahlbokum, Achim. January 2008 (has links) (PDF)
Universiẗat, Diss--Köln, 2007.
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| 75 |
Stochastische Modellierung von Private Equity-Fonds : eine theoretische und empirische Analyse /Buchner, Axel. January 2008 (has links)
Zugl.: München, Universiẗat, Diss., 2008.
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| 76 |
Modular pricing of options : an application of Fourier analysis /Zhu, Jianwei. January 2000 (has links)
Univ., Diss.--Tübingen, 1998. / A rev. version of the author's dissertation (doctoral--Tübingen). Includes bibliographical references. Literaturverz. S. [163] - 170.
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| 77 |
Stochastic implied volatility : a factor-based model /Hafner, Reinhold. January 2004 (has links)
Univ., Phil. Diss.--Augsburg, 2004.
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| 78 |
Optimal portfolios with stochastic interest rates and defaultable assets /Kraft, Holger. January 2004 (has links)
Univ., Diss.--Mainz, 2003. / Literaturverz. S. [165] - 170.
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| 79 |
Contributions to short-term financial risk management : volatility in high frequency data, Lévy processes and the dependence of jumps /Grothe, Oliver. January 2008 (has links)
Zugl.: Köln, University, Diss., 2008.
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| 80 |
Persistenz und Antipersistenz im deutschen Aktienmarkt eine empirische UntersuchungKunze, Karl-Kuno January 2009 (has links)
Zugl.: Potsdam, Univ., Diss., 2009
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