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subject:"Stochastischer Prozess"
~isPartOf:"International journal of theoretical and applied finance"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Kapitalmarkttheorie"
~type:"article"
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Stochastischer Prozess
Aktienmarkt
Kapitalmarkttheorie
Finanzmathematik
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9
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6
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Option pricing theory
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Blanchet-Scalliet, Christophette
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Capriotti, Luca
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Cherif, Sidi Mohamed Lalaoui Ben
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Chevalier, Etienne
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Eddahbi, M'hamed
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Gligor, Mircea
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
27
Finance and stochastics
8
International journal of financial engineering
4
International review of financial analysis
4
Risks : open access journal
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ASTIN bulletin : the journal of the International Actuarial Association
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European journal of operational research : EJOR
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Scandinavian actuarial journal
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Astin bulletin : the journal of the International Actuarial Association
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Journal of risk and financial management : JRFM
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Algorithmic approaches to financial technology : forecasting, trading, and optimization
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Computational methods in decision-making, economics and finance
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Decisions in economics and finance : a journal of applied mathematics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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1
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:
2
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:
3
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:
4
An empirical study on the statistical properties of Romanian emerging stock market RASDAQ
Gligor, Mircea
- In:
International journal of theoretical and applied finance
7
(
2004
)
6
,
pp. 723-739
Persistent link: https://www.econbiz.de/10002200662
Saved in:
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