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subject:"risk"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Schätztheorie"
~subject:"Theorie"
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risk
Schätztheorie
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Analysis
13
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6
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5
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Platen, Eckhard
6
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3
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2
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Cheang, Gerald H. L.
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion papers of interdisciplinary research project 373
17
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Mathematics Preprint Archive
10
Insurance / Mathematics & economics
9
SFB 649 Discussion Paper
9
SFB 649 discussion paper
9
CoFE Discussion Paper
7
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
CESifo working papers
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
SFB 373 Discussion Paper
6
Tübinger Diskussionsbeiträge
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Journal of mathematical finance
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Probability theory and related fields
5
Advanced mathematical methods for finance
4
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
4
Finance and stochastics
4
International journal of risk assessment and management : IJRAM
4
Journal of mathematical economics
4
Lecture notes in economics and mathematical systems : LNEMS
4
Lehrbuch
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Mathematical control theory and finance
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Springer eBook Collection
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4
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Decisions in economics and finance : DEF ; a journal of applied mathematics
3
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1
Lie symmetry methods for multidimensional linear, parabolic PDES and diffusions
Craddock, Mark
;
Lennox, Kelly A.
-
2010
Persistent link: https://www.econbiz.de/10008662183
Saved in:
2
On explicit probability laws for classes of scalar diffusions
Craddock, Mark
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10003857525
Saved in:
3
A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662355
Saved in:
4
Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
Saved in:
5
Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662361
Saved in:
6
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
7
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
Saved in:
8
The evaluation of American option prices under stochastic volatility and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2008
Persistent link: https://www.econbiz.de/10003856817
Saved in:
9
A visual classification of local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857178
Saved in:
10
Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003482142
Saved in:
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