Browsing by Subject Stochastic analysis

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Showing results 1 to 20 of 24  next >
Issue DateTitleAuthor(s)
2013American options valuation using optimal stoppingGrima, Deemer (2013)
2015Analysis on queueing systems having general inter-arrival time and service time distributionsDemanuele, Therese (2015)
2010Credit risk modelling : an intensity based approachCaruana, Mark Anthony
2015Extreme value theory and market riskBaldacchino, Jeremy Carmel (2015)
2023Generation of synthetic data to improve financial prediction modelsXuereb, Stefan (2023)
2011An infinite servers nodes network in the study of a pensions fundFerreira, Manuel Alberto M.; Andrade, Marina
2017Inventory models with leadtimeCamilleri, Samantha (2017)
2006Maximum likelihood based methods of estimation for diffusionsSuda, David Paul (2006)
2010Modelling and forecasting of stochastic mortality modelsScerri, Mikaela (2010)
2013Modelling of rainfall data using extreme value theory and a temporal stochastic modelGrech, Sabrina (2013)
2010A note on theory of productive efficiency and stochastic frontier modelsKokkinou, Aikaterini
2012Optimal asset allocation strategies for investments within the local asset marketApap, Wayne (2012)
2015Parameter estimation of Lévy processesVassallo, Annabelle (2015)
2006Portfolio optimisation with application to two-stage multiperiod Stochastic programsCutajar, Valerie (2006)
2020Predictive modelling of customer lifetime value in online gamingChetcuti, Janet
2014PSI-20 portfolio efficiency analysis with SFAFerreira, Nuno; Mendonça Souza, Francisca; Mendonça Souza, Adriano
2018Random walks : reality or myth? : technical analysis in the foreign exchange market : a theoretical and empirical examinationFalzon, Michela
2011Reducing asset weights' volatility using importance sampling in a stochastic credit portfolioEllul, Nikita (2011)
2021Risk sharing, macro-prudential policy and welfare in an overlapping generations model (OLG) economyHakim, Amira; Thalassinos, Eleftherios
2014Stochastic asset liability modelling in life insuranceFenech Adami, Andrea (2014)