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Browsing by Subject Stochastic analysis
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Showing results 1 to 20 of 24
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Issue Date
Title
Author(s)
2013
American options valuation using optimal stopping
Grima, Deemer (2013)
2015
Analysis on queueing systems having general inter-arrival time and service time distributions
Demanuele, Therese (2015)
2010
Credit risk modelling : an intensity based approach
Caruana, Mark Anthony
2015
Extreme value theory and market risk
Baldacchino, Jeremy Carmel (2015)
2023
Generation of synthetic data to improve financial prediction models
Xuereb, Stefan (2023)
2011
An infinite servers nodes network in the study of a pensions fund
Ferreira, Manuel Alberto M.
;
Andrade, Marina
2017
Inventory models with leadtime
Camilleri, Samantha (2017)
2006
Maximum likelihood based methods of estimation for diffusions
Suda, David Paul (2006)
2010
Modelling and forecasting of stochastic mortality models
Scerri, Mikaela (2010)
2013
Modelling of rainfall data using extreme value theory and a temporal stochastic model
Grech, Sabrina (2013)
2010
A note on theory of productive efficiency and stochastic frontier models
Kokkinou, Aikaterini
2012
Optimal asset allocation strategies for investments within the local asset market
Apap, Wayne (2012)
2015
Parameter estimation of Lévy processes
Vassallo, Annabelle (2015)
2006
Portfolio optimisation with application to two-stage multiperiod Stochastic programs
Cutajar, Valerie (2006)
2020
Predictive modelling of customer lifetime value in online gaming
Chetcuti, Janet
2014
PSI-20 portfolio efficiency analysis with SFA
Ferreira, Nuno
;
Mendonça Souza, Francisca
;
Mendonça Souza, Adriano
2018
Random walks : reality or myth? : technical analysis in the foreign exchange market : a theoretical and empirical examination
Falzon, Michela
2011
Reducing asset weights' volatility using importance sampling in a stochastic credit portfolio
Ellul, Nikita (2011)
2021
Risk sharing, macro-prudential policy and welfare in an overlapping generations model (OLG) economy
Hakim, Amira
;
Thalassinos, Eleftherios
2014
Stochastic asset liability modelling in life insurance
Fenech Adami, Andrea (2014)