Next Article in Journal
Real-Option Valuation in a Finite-Time, Incomplete Market with Jump Diffusion and Investor-Utility Inflation
Next Article in Special Issue
A Least-Squares Monte Carlo Framework in Proxy Modeling of Life Insurance Companies
Previous Article in Journal
Properties of Stochastic Arrangement Increasing and Their Applications in Allocation Problems
Previous Article in Special Issue
The Cascade Bayesian Approach: Prior Transformation for a Controlled Integration of Internal Data, External Data and Scenarios
 
 
Article

Article Versions Notes

Action Date Notes Link
article xml file uploaded 2 May 2018 09:10 CEST Original file -
article xml uploaded. 2 May 2018 09:10 CEST Update -
article pdf uploaded. 2 May 2018 09:10 CEST Version of Record -
article html file updated 2 May 2018 09:11 CEST Original file -
article xml file uploaded 2 May 2018 13:23 CEST Update -
article xml uploaded. 2 May 2018 13:23 CEST Update https://www.mdpi.com/2227-9091/6/2/50/xml
article pdf uploaded. 2 May 2018 13:23 CEST Updated version of record https://www.mdpi.com/2227-9091/6/2/50/pdf
article html file updated 2 May 2018 15:36 CEST Update -
article html file updated 27 June 2018 09:59 CEST Update -
article html file updated 29 March 2019 20:59 CET Update -
article html file updated 16 April 2019 23:43 CEST Update -
article html file updated 30 April 2019 23:08 CEST Update -
article html file updated 9 February 2020 16:02 CET Update https://www.mdpi.com/2227-9091/6/2/50/html
Back to TopTop