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~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~language:"eng"
~person:"Arvanitis, Stelios"
~person:"Chong, Carsten"
~person:"Christensen, Bent Jesper"
~person:"Giraitis, Liudas"
~person:"Kardaras, Constantinos"
~person:"Leitner, Johannes"
~person:"Schweizer, Martin"
~person:"Spokojnyj, Vladimir G."
~person:"Tauchen, George Eugene"
~subject:"Analysis"
~subject:"Estimation theory"
~subject:"Kapitalmarkttheorie"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~subject:"Statistical test"
~subject:"Theory"
~subject:"high-frequency data"
~type_genre:"Aufsatz im Buch"
~type_genre:"Graue Literatur"
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Arvanitis, Stelios
Chong, Carsten
Christensen, Bent Jesper
Giraitis, Liudas
Kardaras, Constantinos
Leitner, Johannes
Schweizer, Martin
Spokojnyj, Vladimir G.
Tauchen, George Eugene
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Cowles Foundation discussion paper
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Economic Research Initiatives at Duke (ERID) Working Paper
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes
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2000
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