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~isPartOf:"Annals of operations research ; volume 302, number 1 (July 2021)"
~subject:"Stochastic process"
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzschrift"
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Stochastic process
Collective investment problems
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Stochastic volatility
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Stochastischer Prozess
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Chen, An
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Annals of operations research ; volume 302, number 1 (July 2021)
Handbook of financial time series
9
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advanced mathematical methods for finance
2
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
2
Financial engineering
2
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
2
Frontiers in quantitative finance : volatility and credit risk modeling
2
Numerical methods in finance
2
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
2
The Oxford handbook of computational economics and finance
2
Tools and techniques
2
Advances in risk management
1
Advances of OR in commodities and financial modeling
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Analytical models for financial modeling and risk management
1
Application of operations research to financial markets
1
Applications
1
Applied quantitative finance
1
Artificial economics and self organization : agent-based approaches to economics and social systems ; [papers presented in the 9th edition of the Artificial Economics, held in Klagenfurt am Wörthersee (Austria)]
1
Commerce, complexity, and evolution : topics in economics, finance, marketing, and management ; proceedings of the Twelfth International Symposium in Economic Theory and Econometrics
1
Computational intelligence techniques for trading and investment
1
Computational methods in decision-making, economics and finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Die Zukunft des Sozialstaats : Jahrestagung des Vereins für Socialpolitik, Gesellschaft für Wirtschafts- und Sozialwissenschaft in Rostock 1998 ; [vom 22. - 25. September 1998]
1
Econometric analysis of financial and economic time series ; part B
1
Econometric analysis of financial and economic time series ; part a
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Encyclopedia of finance research ; Vol. 1
1
Equilibrium, markets and dynamics : essays in honour of Claus Weddepohl ; with 6 tables
1
Essays on quantitative finance in the context of statistical arbitrage
1
Financial asset pricing : theory, global policy and dynamics
1
Financial engineering, E-commerce and supply chain
1
Financial markets and the global recession
1
Financial mathematics, volatility and covariance modelling
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
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A collective investment problem in a stochastic volatility environment : the impact of sharing rules
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
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2021
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