Statistics & Decisions
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Published By Oldenbourg Wissenschaftsverlag

0721-2631
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Robust replication in H-self-similar Gaussian market models under uncertainty

2011 ◽  
Vol 28 (1) ◽  
Author(s):  
Pavel V. Gapeev ◽  
Tommi Sottinen ◽  
Esko Valkeila
Keyword(s):  
Market Models ◽  
Self Similar

Asymptotic utility-based pricing and hedging for exponential utility

2011 ◽  
Vol 28 (1) ◽  
Author(s):  
Jan Kallsen ◽  
Thorsten Rheinländer
Keyword(s):  
Exponential Utility

scholarly journals Abstentions in the German Bundesrat and ternary decision rules in weighted voting systems

2011 ◽  
Vol 28 (1) ◽  
pp. 1-16 ◽  
Author(s):  
Olga Birkmeier ◽  
Andreas Käufl ◽  
Friedrich Pukelsheim
Keyword(s):  
Decision Rules ◽  
Voting Systems ◽  
Weighted Voting

Comparison of Markov processes via infinitesimal generators

2011 ◽  
Vol 28 (2) ◽  
Author(s):  
Ludger Rüschendorf ◽  
Viktor Wolf
Keyword(s):  
Markov Processes ◽  
Infinitesimal Generators

Mean-risk tests of stochastic dominance

2011 ◽  
Vol 28 (2) ◽  
Author(s):  
Darinka Dentcheva ◽  
Gregory J. Stock ◽  
Ludmyla Rekeda
Keyword(s):  
Stochastic Dominance ◽  
Mean Risk

Method of moment estimation in time-changed Lévy models

2011 ◽  
Vol 28 (2) ◽  
Author(s):  
Jan Kallsen ◽  
Johannes Muhle-Karbe
Keyword(s):  
Method Of Moment ◽  
Moment Estimation

Expansions for the risk of Stein type estimates for non-normal data

2011 ◽  
Vol 28 (2) ◽  
Author(s):  
Christopher S. Withers ◽  
Saralees Nadarajah
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