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subject:"Stochastischer Prozess"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
~source:"econis"
~subject:"Actuarial mathematics"
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Stochastischer Prozess
Actuarial mathematics
Finanzmathematik
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Ballotta, Laura
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Bee, Marco
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Blanchet-Scalliet, Christophette
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Capriotti, Luca
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Chevalier, Etienne
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De Spiegeleer, Jan
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International journal of theoretical and applied finance
Quantitative finance
Insurance / Mathematics & economics
37
Finance and stochastics
8
Risks : open access journal
6
Springer finance
6
Chapman & Hall/CRC financial mathematics series
5
Universitext
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
5
A Chapman & Hall book
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European journal of operational research : EJOR
4
International journal of financial engineering
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SFB 649 discussion paper
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Scandinavian actuarial journal
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SpringerLink / Bücher
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The journal of computational finance
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ASTIN bulletin : the journal of the International Actuarial Association
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Astin bulletin : the journal of the International Actuarial Association
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Springer Texts in Business and Economics
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Studienbücher Wirtschaftsmathematik
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Annals of finance
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Applied mathematical finance
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CESifo working papers
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Chapman and Hall/CRC Financial Mathematics Ser
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De Gruyter graduate
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De Gruyter studies in mathematics
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Finance : revue de l'Association Française de Finance
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International series on actuarial science
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Journal of risk and financial management : JRFM
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Mathematics of operations research
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Studia ekonomiczne : zeszyty naukowe Uniwersytetu Ekonomicznego w Katowicach
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The European journal of finance
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ECONIS (ZBW)
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1
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
Bee, Marco
;
Hambuckers, J.
;
Trapin, L.
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1207-1221
Persistent link: https://www.econbiz.de/10012588037
Saved in:
2
Variable annuities in a Lévy-based hybrid model with surrender risk
Ballotta, Laura
;
Eberlein, Ernst
;
Schmidt, Thorsten
; …
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 867-886
Persistent link: https://www.econbiz.de/10012262632
Saved in:
3
Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
Saved in:
4
Max-min optimization problem for variable annuities pricing
Blanchet-Scalliet, Christophette
;
Chevalier, Etienne
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011419373
Saved in:
5
Computation of Greeks for jump-diffusion models
Eddahbi, M'hamed
;
Cherif, Sidi Mohamed Lalaoui Ben
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403918
Saved in:
6
The exponent expansion : an effective approximation of transition probabilities of diffusion processes and pricing Kernels of financial derivatives
Capriotti, Luca
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1179-1200
Persistent link: https://www.econbiz.de/10003395996
Saved in:
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