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~isPartOf:"International journal of financial engineering"
~isPartOf:"International journal of theoretical and applied finance"
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Search: subject_exact:"Bernoulli-Prozess"
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Podolskij, Mark
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CREATES research paper
International journal of financial engineering
International journal of theoretical and applied finance
European journal of operational research : EJOR
450
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
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Operations research
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Journal of econometrics
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Operations research letters
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81
Mathematics of operations research
80
International journal of production economics
75
Journal of economic dynamics & control
72
Discussion paper / Tinbergen Institute
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INFORMS journal on computing : JOC
62
Risks : open access journal
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Econometric reviews
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Journal of economic theory
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Quantitative finance
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Computational Management Science : CMS
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Transportation research / E : an international journal
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Mathematical methods of operations research
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Discussion papers of interdisciplinary research project 373
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Computational economics
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Econometric theory
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Economic modelling
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Omega : the international journal of management science
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SFB 649 discussion paper
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Annals of operations research
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IMA journal of management mathematics
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Working paper / National Bureau of Economic Research, Inc.
36
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
35
Scandinavian actuarial journal
35
SpringerLink / Bücher
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ECONIS (ZBW)
170
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1
Lie symmetry analysis and exact solutions of time fractional Black-Scholes equation
Yu, Jicheng
;
Feng, Yuqiang
;
Wang, Xianjia
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014234394
Saved in:
2
Stochastic method of dynamic hedging applied to the high liquid asset markets
Romanov, Maksim Y.
;
Vavilov, Sergey A.
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014444714
Saved in:
3
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
4
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
5
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
-
2018
Persistent link: https://www.econbiz.de/10011913657
Saved in:
6
Edgeworth expansion for Euler approximation of continuous diffusion processes
Podolskij, Mark
;
Veliyev, Bezirgen
;
Yoshida, Nakahiro
-
2018
Persistent link: https://www.econbiz.de/10011946254
Saved in:
7
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
Saved in:
8
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
9
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
10
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
Saved in:
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