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Fuzzy Logic–Based Method for Risk Assessment of Belt and Road Infrastructure Projects

Journal of construction engineering and management, 2019-12, Vol.145 (12)

2019

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Call-center labor cross-training: Its a small world after all

Management science, 2007-07, Vol.53 (7), p.1102-1112

2007

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Let's make a deal in the classroom: Institutional solutions to the Monty Hall Dilemma

The Journal of economic education, 2018-01, Vol.49 (2), p.167-172

2018

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Multivariate Harmonic New Better than Used in Expectation Distributions

Scandinavian journal of statistics, 1983-01, Vol.10 (1), p.19-25

1983

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A Strong Representation for Linear Combinations of Order Statistics with Application to Fixed-Width Confidence Intervals for Location and Scale Parameters

Scandinavian journal of statistics, 1983-01, Vol.10 (2), p.97-115

1983

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Subdifferential Convergence in Stochastic Programs

SIAM journal on optimization, 1995-05, Vol.5 (2), p.436-453

1995

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A Homogeneous Distribution Problem with Applications to Finance

Management science, 1976-11, Vol.23 (3), p.297-304

1976

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Existence of Optimal Controls for Stochastic Jump Processes

SIAM journal on control and optimization, 1979-07, Vol.17 (4), p.511-524

1979

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Boekbesprekingen

Statistica Neerlandica, 1959, Vol.13 (1), p.101-110

1959

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Boekbesprekingen

Statistica Neerlandica, 1963, Vol.17 (1), p.93-103

1963

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Boekbesprekingen

Statistica Neerlandica, 1967, Vol.21 (3-4), p.293-307

1967

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NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND

Mathematical finance, 2006-07, Vol.16 (3), p.569-582

Guasoni, Paolo

2006

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DYNAMIC CDO TERM STRUCTURE MODELING

Mathematical finance, 2011-01, Vol.21 (1), p.53-71

2011

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In memoriam: Mark H. A. Davis and his contributions to mathematical finance

Mathematical finance, 2021-10, Vol.31 (4), p.1099-1110

2021

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Non-Parametric Change-Point Tests for Long-Range Dependent Data

Scandinavian journal of statistics, 2013-03, Vol.40 (1), p.153-173

2013

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Partial‐depth search and search pattern comparisons

Managerial and decision economics, 2024-04, Vol.45 (3), p.1333-1342

2024

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PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS

Mathematical finance, 2011-10, Vol.21 (4), p.627-641

2011

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Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model

Scandinavian journal of statistics, 2013-09, Vol.40 (3), p.619-646

2013

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Multivariate elliptic processes

Statistica Neerlandica, 2010-08, Vol.64 (3), p.352-366

2010

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Decomposition of Variance for Spatial Cox Processes

Scandinavian journal of statistics, 2013-03, Vol.40 (1), p.119-137

2013

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Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo

Scandinavian journal of statistics, 2011-03, Vol.38 (1), p.1-22

2011

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Understanding limit theorems for semimartingales: a short survey

Statistica Neerlandica, 2010-08, Vol.64 (3), p.329-351

2010

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A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)

Scandinavian journal of statistics, 2023-03, Vol.50 (1), p.3-12

Corander, Jukka

2023

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Models of Bus Queueing at Curbside Stops

Transportation science, 2015-05, Vol.49 (2), p.204-212

2015

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Calibration of transition intensities for a multistate model: Application to long-term care

Risks (Basel), 2021-02, Vol.9 (2), p.1-17

2021

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Fuzzy Logic–Based Method for Risk Assessment of Belt and Road Infrastructure Projects

Call-center labor cross-training: Its a small world after all

Let's make a deal in the classroom: Institutional solutions to the Monty Hall Dilemma

Multivariate Harmonic New Better than Used in Expectation Distributions

A Strong Representation for Linear Combinations of Order Statistics with Application to Fixed-Width Confidence Intervals for Location and Scale Parameters

Subdifferential Convergence in Stochastic Programs

A Homogeneous Distribution Problem with Applications to Finance

Existence of Optimal Controls for Stochastic Jump Processes

Boekbesprekingen

Boekbesprekingen

Boekbesprekingen

NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND

DYNAMIC CDO TERM STRUCTURE MODELING

In memoriam: Mark H. A. Davis and his contributions to mathematical finance

Non-Parametric Change-Point Tests for Long-Range Dependent Data

Partial‐depth search and search pattern comparisons

PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS

Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model

Multivariate elliptic processes

Decomposition of Variance for Spatial Cox Processes

Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo

Understanding limit theorems for semimartingales: a short survey

A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)

Models of Bus Queueing at Curbside Stops

Calibration of transition intensities for a multistate model: Application to long-term care

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