E-LIB Suche - Ergebnisse für: Escobar, Marcos

1

Origin and Biodegradation of Crude Oils from the Northernmo..:

Escobar, Marcos ; Márquez, Gonzalo ; Guerrero, Blanca...
Energies. 13 (2020) 21 - p. 5615 , 2020

Link: https://doi.org/10.3390/..

2

Stochastic volatility models for the implied correlation in..:

Escobar, Marcos ; Fang, Lin
Finance Research Letters. 35 (2020) - p. 101309 , 2020

Link: https://doi.org/10.1016/..

3

Effect of solvent structure and amine addition on the depol..:

Gamboa, Adriana C. ; Martínez, Manuel ; Garbán, Grony...
Fuel. 235 (2019) - p. 908-912 , 2019

Link: https://doi.org/10.1016/..

4

Dynamic derivative strategies with stochastic interest rate..:

Escobar, Marcos ; Ferrando, Sebastian ; Rubtsov, Alexey
Journal of Economic Dynamics and Control. 86 (2018) - p. 49-71 , 2018

Link: https://doi.org/10.1016/..

5

Portfolio optimization under Solvency II:

Escobar, Marcos ; Kriebel, Paul ; Wahl, Markus.
Annals of Operations Research. 281 (2018) 1-2 - p. 193-227 , 2018

Link: https://doi.org/10.1007/..

6

Two asset-barrier option under stochastic volatility:

Goetz, Barbara ; Escobar, Marcos ; Zagst, Rudi
Applied Mathematical Finance. 24 (2017) 6 - p. 520-546 , 2017

Link: https://doi.org/10.1080/..

7

A stochastic volatility factor model of heston type. Statis..:

Escobar, Marcos
Stochastics. 90 (2017) 2 - p. 172-199 , 2017

Link: https://doi.org/10.1080/..

8

A multivariate stochastic volatility model with application..:

Escobar, Marcos ; Gschnaidtner, Christoph
Review of Derivatives Research. 21 (2017) 1 - p. 1-43 , 2017

Link: https://doi.org/10.1007/..

9

Portfolio choice with stochastic interest rates and learnin..:

Escobar, Marcos ; Ferrando, Sebastian ; Rubtsov, Alexey
International Review of Economics & Finance. 41 (2016) - p. 347-370 , 2016

Link: https://doi.org/10.1016/..

10

Optimal investment under multi-factor stochastic volatility:

Escobar, Marcos ; Ferrando, Sebastian ; Rubtsov, Alexey
Quantitative Finance. 17 (2016) 2 - p. 241-260 , 2016

Link: https://doi.org/10.1080/..

11

Algorithm 963: Estimation of Stochastic Covariance Models u..:

Escobar, Marcos ; Rudolph, Benedikt ; Zagst, Rudi
ACM Transactions on Mathematical Software. 42 (2016) 4 - p. 1-26 , 2016

Link: https://doi.org/10.1145/..

12

Principal component models with stochastic mean‐reverting l..:

Bi, Monika ; Escobar, Marcos ; Goetz, Barbara.
Applied Stochastic Models in Business and Industry. 32 (2016) 5 - p. 585-606 , 2016

Link: https://doi.org/10.1002/..

13

Incorporation of Stochastic Policyholder Behavior in Analyt..:

Escobar, Marcos ; Krayzler, Mikhail ; Ramsauer, Franz..
Risks. 4 (2016) 4 - p. 41 , 2016

Link: https://doi.org/10.3390/..

14

A Note on the Impact of Parameter Uncertainty on Barrier De..:

Escobar, Marcos ; Panz, Sven
Risks. 4 (2016) 4 - p. 35 , 2016

Link: https://doi.org/10.3390/..

15

Stochastic covariance and dimension reduction in the pricin..:

Escobar, Marcos ; Krause, Daniel ; Zagst, Rudi
Review of Derivatives Research. 19 (2016) 3 - p. 165-200 , 2016

Link: https://doi.org/10.1007/..