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A cointegrated regime-switching model approach with jumps for commodity futures prices
Free accessBASE | 2017| -
A contribution to numerically efficient modelling of thermodynamic systems
Free accessTIBKAT | 2014| -
A Control Approach to Robust Utility Maximization with Logarithmic Utility and Time-Consistent Penalties
Free accessBASE | 2006| -
A Functional Central Limit Theorem and its Bootstrap Analogue for Locally Stationary Processes with Application to Independence Testing ; Ein funktionaler zentraler Grenzwertsatz für lokalstationäre Prozesse und sein Bootstrap-Analogon mit Anwendung beim Testen auf Unabhängigkeit
Free accessBASE | 2021|
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