Applications of simulation methods to barrier options driven by Lévy processes.
Applied statistics in designing special organic mixtures.
Applying Coefficients of Preference in Ranking (CPR)
Approximately Optimum Two-Stage Sampling Plans.
Are volatility indices in international stock markets forward looking?
Aspects of analysis of multivariate failure time data.
Multivariate failure time data arise in various forms including recurrent event data when individuals are followed to observe the sequence of occurrences of a certain type of event; correlated failure time when an individual is followed for the occurrence of two or more types of events for which the individual is simultaneously at risk, or when distinct individuals have depending event times; or more complicated multistate processes where individuals may move among a number of discrete states over...
Asymptotics of riskless profit under selling of discrete time call options
A discrete time model of financial market is considered. In the focus of attention is the guaranteed profit of the investor which arises when the jumps of the stock price are bounded. The limit distribution of the profit as the model becomes closer to the classic model of geometrical Brownian motion is established. It is of interest that the approximating continuous time model does not assume any such profit.
Asymptotische Verteilungen einiger Schätzverfahren bei Trend und Fehlern in den Variablen.
Atypical Employment Increasing The Flexibility Of An Organization. A Study Of Greek Manufacturing And Services
Â?Wahrscheinlichkeitslernen" in der statistischen Lerntheorie.