Browsing by Subject Stochastic processes

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Showing results 1 to 20 of 22  next >
Issue DateTitleAuthor(s)
2021Bayesian nonparametric latent feature modelling of river water qualityAquilina, Albert (2021)
2016Controlling stochastic currency risk exposure optimallySant, Jaromir (2016)
2010Credit risk modelling : an intensity based approachCaruana, Mark Anthony
2017Estimation of Lévy processes via stochastic programming and Kalman filteringCaruana, Mark Anthony
2016Identifying and modelling online betting patternsCauchi, Christopher (2016)
2015Incorporating the stochastic process setup in parameter estimationSant, Lino; Caruana, Mark Anthony
2006Maximum likelihood based methods of estimation for diffusionsSuda, David Paul (2006)
2010Maximum likelihood estimation in a Gompertzian stochastic model for salariesBonello, Edward (2010)
2020Methods in valuing American optionsAxisa, Shaun (2020)
2018Modelling financial data through Lévy processesDe Catalina Flores, Victoria (2018)
2019Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representationCaruana, Mark Anthony
2010A non-homogeneous discrete time Markov model for admission scheduling and resource planning in a cost or capacity constrained healthcare systemGarg, Lalit; McClean, Sally; Meenan, Brian; Millard, Peter
2013Option pricing in a lévy framework using the fourier transformPace, Daniel (2013)
2017Parameter estimation of Lévy processesCaruana, Mark Anthony
2008Performance of a random number of complex systems in the environment of a random number of competing and catastrophic information risksArtikis, Constantinos T.
2021Quantization of transformed Lévy measuresCaruana, Mark Anthony
2022Stochastic generation scheduling of insular grids with high penetration of photovoltaic and battery energy storage systems : South Andaman Island case studyHeistrene, Leena; Azzopardi, Brian; Vilas Sant, Amit; Mishra, Poonam
2003Stochastic integration with respect to Brownian motionCaruana, Michael (2003)
2010Stochastic optimal control and its application in pension schemesAttard, Natalie (2010)
2015The theory of the Metropolis-Hastings algorithmCilia, Lara Anne (2015)