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Found 70 Documents (Results 1–70)

Assessing accuracy of statistical inferences by resamplings. (English) Zbl 1407.62146

Rykov, Vladimir V. (ed.) et al., Mathematical and statistical models and methods in reliability. Applications to medicine, finance, and quality control. Invited papers based on the presentation at the 6th international conference (MMR 2009), Moscow, Russia, June 22–26, 2009. Boston, MA: Birkhäuser. Stat. Ind. Technol., 193-206 (2010).
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Models for option pricing based on empirical characteristic function of returns. (English) Zbl 1395.62320

Misiewicz, Jolanta K. (ed.), Stability in probability. Selected papers based on the presentations at the 28th international seminar on stability problems for stochastic models, Zakopane, Poland, May 31 – June 5, 2009. Warszawa: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-09-6/pbk). Banach Center Publications 90, 13-26 (2010).
MSC:  62P05 62G05 91G20
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