Testing monotonicity of pricing kernels Yuri GolubevWolfgang K. HärdleRoman Timofeev Original Paper 12 March 2014 Pages: 305 - 326
Analysis of discrete data by Conway–Maxwell Poisson distribution Ramesh C. GuptaS. Z. SimS. H. Ong Original Paper 23 February 2014 Pages: 327 - 343
Importance sampling for Kolmogorov backward equations Hermann Singer Original Paper 10 December 2013 Pages: 345 - 369
EWMA charts: ARL considerations in case of changes in location and scale Sebastian Steinmetz Original Paper 07 November 2013 Pages: 371 - 387