-
Moments and asymptotic properties for supercritical branching processes with immigration in random environments
Author: Huang, Chunmao; Wang, Chen; Wang, Xiaoqiang
Journal: STOCHASTIC MODELS. 2023; Vol. 39, Issue 1, pp. 21-40. DOI: 10.1080/15326349.2022.2040365
-
Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model
Author: Jiang, Fen; Wang, Miaomiao; Wang, Xuejun
Journal: STOCHASTIC MODELS. 2023; Vol. 39, Issue 2, pp. 448-468. DOI: 10.1080/15326349.2022.2112604
-
Constrained mean-variance portfolio optimization for jump-diffusion process under partial information
Author: Zhang, Caibin; Liang, Zhibin
Journal: STOCHASTIC MODELS. 2023; Vol. , Issue , pp. -. DOI: 10.1080/15326349.2023.2166534
-
A q-binomial extension of the CRR asset pricing model
Author: Breton, Jean-Christophe; El-Khatib, Youssef; Fan, Jun; Privault, Nicolas
Journal: STOCHASTIC MODELS. 2023; Vol. , Issue , pp. -. DOI: 10.1080/15326349.2023.2173231
-
Impact of Wind Power Scenario Reduction Techniques on Stochastic Unit Commitment
Author: cqkang
Journal: STOCHASTIC MODELS, 2016.
