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Pricing options involving foreign currency and cross-currency
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Representations Of Equivalent Gaussian Processes
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Testing for stability in time series models with stationary and nonstationary processes
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Two essays on the valuation of options: A martingale analysis
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Stochastic flow with a singular vortex
On a class of homogeneous stochastic flows
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Semi-Markov analysis for acquisition systems, with application to spread spectrum communication acquisition problem
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Advances on multiple dwell and sequential serial synchronization of pseudonoise signals
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Random deletions of stochastic point processes
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A study of information loss due to sampling in continuous-time autoregressive moving-average random processes
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Bond pricing by the martingale method
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Large deviations for Markov chains
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UWB indoor diffusion channel model and its application to receiver design
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Probabilistic methods and randomized algorithms
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Monetary policy and the term structure of interest rates
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Theoretical models of voltage controlled oscillators and the effects of non-linearity
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Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model
Regularity of solutions and parameter estimation for SPDE's with space-time white noise
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On non-zero-sum stochastic game problems with stopping times
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Stochastic models: simulation and heavy traffic analysis
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Well posedness and asymptotic analysis for the stochastic equations of geophysical fluid dynamics
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Empirical studies of monetary economics
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Does mandatory adoption of international financial reporting standards decrease the voting premium for dual-class shares: theory and evidence
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