• Issue

    Applied Stochastic Models in Business and Industry: Volume 23, Issue 3

    181-271
    May/June 2007
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Research Articles

Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density

Wael Bahsoun,  Paweł Góra,  Silvia Mayoral,  Manuel Morales, 
  • Pages: 181-212
  • First Published: 28 December 2006

Optimal model for warehouse location and retailer allocation

Avninder Gill,  M. Ishaq Bhatti, 
  • Pages: 213-221
  • First Published: 03 January 2007

Kolmogorov–Smirnov-type testing for the partial homogeneity of Markov processes—with application to credit risk

Rafael Weißbach,  Holger Dette, 
  • Pages: 223-234
  • First Published: 10 January 2007

A new risk model based on policy entrance process and its weak convergence properties

Zehui Li,  Xinbing Kong, 
  • Pages: 235-246
  • First Published: 01 February 2007

Stochastic optimization for allocation problems with shortfall risk constraints

Roberto Casarin,  Monica Billio, 
  • Pages: 247-271
  • First Published: 12 February 2007