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Ubiquitous Quantum Structure: From Psychology to Finance

Khrennikov, Andrei Y

1. Aufl., 2010

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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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An investigation into factors affecting the occupational choices of nominated farm heirs in Ireland

Journal of agricultural economics, 2007-02, Vol.58 (1), p.61-75

2007

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Random utility models with all choice probabilities expressible as ‘functions’ of the binary choice probabilities

Mathematical social sciences, 1982-01, Vol.3 (1), p.39-56

Marley, A.A.J.

1982

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Cutoff for conjugacy-invariant random walks on the permutation group

Probability theory and related fields, 2019-04, Vol.173 (3-4), p.1197-1241

2019

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The universal Glivenko–Cantelli property

Probability theory and related fields, 2013-04, Vol.155 (3-4), p.911-934

van Handel, Ramon

2013

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A THEORY OF NON-BAYESIAN SOCIAL LEARNING

Econometrica, 2018-03, Vol.86 (2), p.445-490

2018

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UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES

Econometric theory, 2006-02, Vol.22 (1), p.1-14

Wu, Wei Biao

2006

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INTERSECTION BOUNDS: ESTIMATION AND INFERENCE

Econometrica, 2013-03, Vol.81 (2), p.667-737

2013

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A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE

Econometric theory, 2012-08, Vol.28 (4), p.861-887

2012

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Localization of the continuous Anderson Hamiltonian in 1-D

Probability theory and related fields, 2020-02, Vol.176 (1-2), p.353-419

2020

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Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges

Probability theory and related fields, 2018-10, Vol.172 (1-2), p.493-524

2018

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NONPARAMETRIC INSTRUMENTAL VARIABLE ESTIMATION UNDER MONOTONICITY

Econometrica, 2017-07, Vol.85 (4), p.1303-1320

2017

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ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES

Econometric theory, 2018-08, Vol.34 (4), p.896-946

2018

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LONG-TERM RISK: A MARTINGALE APPROACH

Econometrica, 2017-01, Vol.85 (1), p.299-312

2017

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DYNAMIC CDO TERM STRUCTURE MODELING

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

2011

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Cutoff profile of ASEP on a segment

Probability theory and related fields, 2022-06, Vol.183 (1-2), p.229-253

2022

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Generalized approach to the non-backtracking lace expansion

Probability theory and related fields, 2017-12, Vol.169 (3-4), p.1041-1119

2017

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Infinite dimensional stochastic differential equations for Dyson’s model

Probability theory and related fields, 2016-12, Vol.166 (3-4), p.801-850

Tsai, Li-Cheng

2016

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Dyson Ferrari–Spohn diffusions and ordered walks under area tilts

Probability theory and related fields, 2018-02, Vol.170 (1-2), p.11-47

2018

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Local probabilities for random walks conditioned to stay positive

Probability theory and related fields, 2009-01, Vol.143 (1-2), p.177-217

2009

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Mobile geometric graphs: detection, coverage and percolation

Probability theory and related fields, 2013-06, Vol.156 (1-2), p.273-305

2013

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White-noise driven conditional McKean–Vlasov limits for systems of particles with simultaneous and random jumps

Probability theory and related fields, 2022-08, Vol.183 (3-4), p.1027-1073

2022

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No arbitrage in continuous financial markets

Mathematics and financial economics, 2020-06, Vol.14 (3), p.461-506

Criens, David

2020

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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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Ubiquitous Quantum Structure: From Psychology to Finance

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

An investigation into factors affecting the occupational choices of nominated farm heirs in Ireland

Random utility models with all choice probabilities expressible as ‘functions’ of the binary choice probabilities

Cutoff for conjugacy-invariant random walks on the permutation group

The universal Glivenko–Cantelli property

A THEORY OF NON-BAYESIAN SOCIAL LEARNING

UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES

INTERSECTION BOUNDS: ESTIMATION AND INFERENCE

A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE

Localization of the continuous Anderson Hamiltonian in 1-D

Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges

NONPARAMETRIC INSTRUMENTAL VARIABLE ESTIMATION UNDER MONOTONICITY

ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES

LONG-TERM RISK: A MARTINGALE APPROACH

DYNAMIC CDO TERM STRUCTURE MODELING

Cutoff profile of ASEP on a segment

Generalized approach to the non-backtracking lace expansion

Infinite dimensional stochastic differential equations for Dyson’s model

Dyson Ferrari–Spohn diffusions and ordered walks under area tilts

Local probabilities for random walks conditioned to stay positive

Mobile geometric graphs: detection, coverage and percolation

White-noise driven conditional McKean–Vlasov limits for systems of particles with simultaneous and random jumps

No arbitrage in continuous financial markets

PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS

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