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Add Approximate polynomial gcd : small degree and small height perturbations

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Add Approximating the bias and variance of chain ladder estimates under a compound poisson model

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Add The ARMA model in state space form

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Add "Asset Allocation with Hedge Funds on the Menu" Phelim Boyle and Sun Siang Liew's October 2007

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Add A Bayesian approach to parameter estimation for kernel density estimation via transformations

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Add Bilinear character sums and sum-product problems on elliptic curves

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Add Classical and quantum function reconstruction via character evaluation

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Add Connected domination of regular graphs

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Add Developing a stress testing framework based on market risk models

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Add Discussion of paper already published : "Computation of multivariate barrier crossing probability and its applications in credit risk models," Joonghee Huh and Adam Kolkiewicz, July 2008

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Add A Dynamic binomial expansion technique for credit risk measurement : a Bayesian filtering approach

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Add Engineering mathematics - what do students think?

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Add Estimation of multi-stage survival distributions based on age-stage data

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Add Fast senstitivity computations for Monte Carlo valuation of pension funds

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Add Gabriel-Ulmer duality and Lawvere theories enriched over a general base

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Author/Creator
  • Siu, Tak Kuen (17)
  • Shparlinski, Igor E (16)
  • Yang, Hailiang (6)
  • Elliott, Robert J (5)
  • Zhou, Xian (5)
  • Cai, Xiaoqiang (4)
  • Lau, John W (4)
  • Pitt, David (4)
  • Wu, Xianyi (4)
  • Hawkins, Stuart C (3)
Subject Keyword
  • 010300 Numerical and Computational Mathematics (20)
  • 010100 Pure Mathematics (13)
  • 150200 Banking, Finance and Investment (13)
  • 080200 Computation Theory and Mathematics (10)
  • 080400 Data Format (5)
  • 010400 Statistics (4)
  • Esscher transform (4)
  • character sums (3)
  • 010500 Mathematical Physics (2)
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