Risks : Feature Papers 2020
| Risks : Feature Papers 2020 |
| Autore | Steffensen Mogens |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (170 p.) |
| Soggetto topico | Medicine |
| Soggetto non controllato |
agricultural commodity futures
ARMA model Brownian bridges contagion copula economic policy uncertainty fiscal policy uncertainty gamma bridges gamma processes Greeks Hawkes process house price prediction information-based asset pricing insurance plan Lévy process Lévy processes lifestyle factors machine learning market reflexivity medical services' consumption monetary policy uncertainty nonlinear filtering option pricing poisson autoregressive models predictive monitoring price discovery probability-integral transform random forest real estate risk sensitivity stochastic volatility stock-bond correlation structural equation model subordination time series time-change variance gamma processes VIX volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Risks |
| Record Nr. | UNINA-9910557488303321 |
Steffensen Mogens
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Lo trovi qui: Univ. Federico II | ||
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Séminaire de Probabilités 31. / J. Azema, M. Emery, M. Yor (eds.)
| Séminaire de Probabilités 31. / J. Azema, M. Emery, M. Yor (eds.) |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 1997 |
| Descrizione fisica | viii, 328 p. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Branching processes
Brownian Motions Brownian bridges Diffusion Processes Hypercontractivity Local martingales Markov Processes Martingales Path spaces Quadratic variations Random variables Stochastic processes Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione |
eng
fre |
| Record Nr. | UNICAMPANIA-VAN00297522 |
| Berlin ; Heidelberg, : Springer, 1997 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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