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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion paper / The Pensions Institute, Cass Business School, City University"
~isPartOf:"Research paper series"
~subject:"Börsenkurs"
~subject:"Risk model"
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Börsenkurs
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Stochastic process
93
Stochastischer Prozess
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27
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Härdle, Wolfgang
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Imkeller, Peter
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Kleinow, Torsten
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Bank, Peter
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / The Pensions Institute, Cass Business School, City University
Research paper series
Insurance / Mathematics & economics
37
Journal of econometrics
25
Risks : open access journal
16
Research paper series / Swiss Finance Institute
13
Discussion paper / Tinbergen Institute
12
Scandinavian actuarial journal
12
International journal of theoretical and applied finance
11
Quantitative finance
11
Journal of economic dynamics & control
10
Journal of empirical finance
9
SFB 649 discussion paper
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of risk and financial management : JRFM
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Swiss Finance Institute Research Paper
8
Annals of finance
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International review of financial analysis
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
The European journal of finance
7
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6
European journal of operational research : EJOR
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion papers of interdisciplinary research project 373
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Econometric reviews
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Finance and stochastics
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ECONIS (ZBW)
16
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1
An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita
;
Millossovich, Pietro
;
Viviano, Fabio
-
2021
Persistent link: https://www.econbiz.de/10012615282
Saved in:
2
Kyle equilibrium under random price pressure
Corcuera, José Manuel
;
Di Nunno, Giulia
;
Barbachan, …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012065175
Saved in:
3
Estimating stochastic volatility : the rough side to equityreturns
Haynes, Jonathan
;
Schmitt, Daniel
;
Grimm, Lukas
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 449-469
Persistent link: https://www.econbiz.de/10012127236
Saved in:
4
A parsimonious approach to stochastic mortality modelling with dependent residuals
Mavros, George
;
Cairns, Andrew
;
Kleinow, Torsten
; …
-
2014
Persistent link: https://www.econbiz.de/10010362818
Saved in:
5
On stochastic mortality modeling
Plat, Richard
-
2009
Persistent link: https://www.econbiz.de/10003814814
Saved in:
6
Selecting stochastic mortality models for the Italian population
Biffi, Paolo
;
Clemente, Gian Paolo
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10010412475
Saved in:
7
Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter
-
2002
Persistent link: https://www.econbiz.de/10001666561
Saved in:
8
Testing the diffusion coefficient
Kleinow, Torsten
-
2002
Persistent link: https://www.econbiz.de/10001684924
Saved in:
9
Hedging and portfolio optimization in illiquid financial markets
Bank, Peter
;
Baum, Dietmar
-
2002
Persistent link: https://www.econbiz.de/10001685047
Saved in:
10
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
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