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~accessRights:"free"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Quantitative finance and economics"
~language:"eng"
~language:"jpn"
~source:"econis"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Stochastischer Prozess
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Ballestra, Luca Vincenzo
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European journal of operational research : EJOR
Quantitative finance and economics
Risks : open access journal
120
Journal of risk and financial management : JRFM
52
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OR spectrum : quantitative approaches in management
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Statistics in transition : an international journal of the Polish Statistical Association
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ECONIS (ZBW)
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11
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date (oldest first)
1
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
2
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
3
On the stochastic inventory problem under order capacity constraints
Rossi, Roberto
;
Chen, Zhen
;
Tarim, S. Armagan
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 541-555
Persistent link: https://www.econbiz.de/10014456300
Saved in:
4
Valuing tradeability in exponential Lévy models
Mathys, Ludovic
- In:
Quantitative finance and economics
4
(
2020
)
3
,
pp. 459-488
Persistent link: https://www.econbiz.de/10012271474
Saved in:
5
A recursive pricing method for autocallables under multivariate subordination
Tong, Kevin Z.
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 440-455
Persistent link: https://www.econbiz.de/10012176549
Saved in:
6
Stochastic p-robust approach to two-stage network DEA model
Shakouri, Rita
;
Salahi, Maziar
;
Kordrostami, Sohrab
- In:
Quantitative finance and economics
3
(
2019
)
2
,
pp. 315-346
Persistent link: https://www.econbiz.de/10012176472
Saved in:
7
A new equilibrium trading model with asymmetric information
Bao, Lianzhang
;
Zhao, Guangliang
;
Zhuo, Jin
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 217-229
Persistent link: https://www.econbiz.de/10012137920
Saved in:
8
A new variant of estimation approach to asymmetric stochastic volatility model
Men, Zhongxian
;
Wirjanto, Tony S.
- In:
Quantitative finance and economics
2
(
2018
)
2
,
pp. 325-347
Persistent link: https://www.econbiz.de/10012156644
Saved in:
9
Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies
Li, Shilong
;
Zhao, Xia
;
Yin, Chuancun
;
Huang, Zhiyue
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 246-260
Persistent link: https://www.econbiz.de/10012137937
Saved in:
10
Continuous mixed-laplace jump diffusion models for stocks and commodities
Hainaut, Donatien
- In:
Quantitative finance and economics
1
(
2017
)
2
,
pp. 145-173
Persistent link: https://www.econbiz.de/10012137762
Saved in:
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