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Forecasting turbulence in the Asian and European stock market using regime-switching models
Free accessBASE | 2018| -
A cointegrated regime-switching model approach with jumps for commodity futures prices
Free accessBASE | 2017| -
Risk Management and Portfolio Selection using α-stable Regime Switching Models
Free accessBASE | 2017| -
Incorporation of stochastic policyholder behaviour in analytical pricing of GMABs and GMDBs
Free accessBASE | 2017| -
Violaxanthin cycle kinetics analysed in vivo with resonance Raman spectroscopy
Free accessBASE | 2017| -
Closed form pricing of two-asset barrier options with stochastic covariance
Free accessBASE | 2016|
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