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subject:"Zinsstruktur"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of econometrics"
~subject:"Nichtlineare Regression"
~subject:"Schätzung"
~subject:"Stochastic process"
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Search: subject_exact:"Differenzialrechnung"
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Zinsstruktur
Nichtlineare Regression
Schätzung
Stochastic process
Analysis
15
Mathematical analysis
15
Stochastischer Prozess
12
Option pricing theory
9
Optionspreistheorie
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Theorie
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4
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Kim, Donggyu
2
Wang, Yazhen
2
Avanesyan, Levon
1
Baños, D.
1
Benth, Fred Espen
1
Chan, Kung-sik
1
Cui, Xiangyu
1
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1
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1
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1
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1
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1
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1
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1
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Finance and stochastics
Journal of econometrics
Discussion papers of interdisciplinary research project 373
17
International journal of theoretical and applied finance
16
Insurance / Mathematics & economics
15
The journal of computational finance
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Journal of mathematical finance
9
Mathematics of operations research
8
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Dynamic games and applications : DGA
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Annals of finance
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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International journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematics Preprint Archive
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ECONIS (ZBW)
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1
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
2
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
Saved in:
3
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
4
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
5
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
6
Option valuation and hedging using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
Saved in:
7
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Avanesyan, Levon
;
Shkolnikov, Mykhaylo
;
Sircar, Kaushik …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 981-1011
Persistent link: https://www.econbiz.de/10012518139
Saved in:
8
Multi-dimensional optimal trade execution under stochastic resilience
Horst, Ulrich
;
Xia, Xiaonyu
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 889-923
Persistent link: https://www.econbiz.de/10012114663
Saved in:
9
Consumption-investment optimization with Epstein-Zin utility in incomplete markets
Xing, Hao
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 227-262
Persistent link: https://www.econbiz.de/10011944363
Saved in:
10
Computing deltas without derivatives
Baños, D.
;
Meyer-Brandis, T.
;
Proske, Frank
;
Duedahl, S.
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
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