search query: @indexterm STOCHASTIC PROCESSES / total: 546
references: 4-13 / 546
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4.
Testing conditional asset pricing models using a Markov Chain Monte Carlo approach
European Financial Management
2008 : JUN, VOL. 14:3, p. 391-418
 2008 Ammann, M.
Verhofen, M.
5.
Stochastic dominance bounds on American option prices in markets with frictions
Review of finance
2007 : MAR, VOL. 11:1, p. 71-115
 2007 Constantinides, G.M.
Perrakis, S.
6.
Why smiles exist in foreign exchange options markets: Isolating components of the risk neutral process
European Journal of Finance
2006 : SEP/OCT, VOL. 12:6-7, p. 583-603
 2006 Tompkins, R.G.
7.
Performance measurement for railway transport: stochastic distance functions with inefficiency and ineffectiveness effexts
Journal of Transport Economics and Policy
2006 : SEP, VOL. 40:3, p. 383-408
 2006 Lan, L.W
Lin, E.T.J.
8.
Operatives Zeitmanagement in Prozessketten unter Berücksichtigung stochastischer Prozessdauern
Zeitschrift für Betriebswirtschaft
2004 : VOL. 74:1, Ergänzungsheft, p. 109-128
 2004 Houtman, J.
9.
Analytical evaluation of volatility forecasts
International Economic Review
2004 : NOV, VOL. 45:4, p. 1079-1110
 2004 Andersen, T.G.
Bollerslev, T.
Meddahi, N.
10.
DCF valuation and imputed interest on equity increase - implications of the Austrian tax system in a model with stochastic profitability
Schmalenbach Business Review
2004 : JUL, VOL. 56:3, p. 223-257
 2004 Bogner, S.
Frühwirth, M.
Schwaiger, M.
11.
Comparing sunspot equilibrium and lottery equilibrium allocations: the finite case
International Economic Review
2004 : MAY, VOL. 45:2, p. 351-386
 2004 Garratt, R.
Keister, T.
Shell, K.
12.
Cooperation with respect to cleaning of an international water body with stochastic environmental damage: the case of the Baltic Sea
Ecological Economics
2003 : NOV, VOL. 47:1, p. 33-42
 2003 Gren, I-M.
Folmer, H.
13.
Nonlinear drift and stochastic volatility: an empirical investigation of short-term interest rate models
Journal of Financial Research
2003 : FALL, VOL. 26:3, p. 389-404
 2003 Sun, L.
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