1
... confounders in the Cox models, is adapted and applied to some models of the exponential family. The aim is to...
Article
2
by León Nieto, Diego Ismael
Published in ODEON (2017)
...Feller Stochastic process and Cox-Ingersoll-Ross model: Interest rate modeling and bond valuation...
Article
5
...Implications of consider risk free rate and volatility constant in the binomial model for options...
Article
7
by Rojas-Silva, Kimberly
Published in ODEON (2019)
... la volatilidad y en el nivel de tasas de interés.In this study I implemented the Ho-Lee model to...
Article
8
by Zapata Quimbayo, Carlos Andrés
Published in ODEON (2017)
... the Black-Scholes model, but from a more  imple and intuitive framework....
Article
9
by Zapata, Carlos
Published in ODEON (2019)
...Real Options valuation with multiple uncertainties using k-dimensional models...
Article
12
by Milanesi, Gastón
Published in ODEON (2019)
... models. The model’s main weakness reside in the complete markets assumptions, a difficult requierement to...
Article
14
... Systems models, and from their contributions and limitation, the author sets down four theoretical...
Article
15
... that bring about meaningful changes in the traditional teaching models that pervade a great number of...
Article
19
... to illuminate the way in which Mann introduces himself into European institutional debates and models...
Article
20
... setting for the classical methods of Kaplan-Meier, log-rank test and Cox proportional hazards model...
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