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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of empirical finance"
~subject:"Capital income"
~subject:"Theory"
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Search: subject:"Stochastischer Prozess"
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Capital income
Theory
Stochastic process
325
Stochastischer Prozess
325
Theorie
209
Volatility
121
Volatilität
121
Option pricing theory
89
Optionspreistheorie
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McAleer, Michael
5
Asai, Manabu
4
Kabanov, Jurij M.
4
Björk, Tomas
3
Choulli, Tahir
3
Fukasawa, Masaaki
3
Jeanblanc, Monique
3
Karatzas, Ioannis
3
Kardaras, Constantinos
3
Liesenfeld, Roman
3
Yu, Jun
3
Aksamit, Anna
2
Alòs, Elisa
2
Amsler, Christine Elaine
2
Benth, Fred Espen
2
Bordignon, Silvano
2
Caporin, Massimiliano
2
Carmona, René
2
Chan, Joshua
2
Delbaen, Freddy
2
Deng, Jun
2
Fouque, Jean-Pierre
2
Geman, Hélyette
2
Gouriéroux, Christian
2
Jarrow, Robert A.
2
Kim, Donghan
2
Koopman, Siem Jan
2
Leblanc, Boris
2
Lépinette, Emmanuel
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Pergamenshchikov, Serguei
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Pratelli, Maurizio
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Reich, N.
2
Rheinländer, Thorsten
2
Richard, Jean-François
2
Riedel, Frank
2
Ruf, Johannes
2
Scaillet, Olivier
2
Schmidt, Peter
2
Shreve, Steven E.
2
Steffensen, Mogens
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Econometric reviews
Finance and stochastics
Journal of empirical finance
European journal of operational research : EJOR
452
Insurance / Mathematics & economics
158
Computers & operations research : and their applications to problems of world concern ; an international journal
146
International journal of production research
128
International journal of theoretical and applied finance
117
Journal of econometrics
117
Operations research
115
Operations research letters
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
Mathematics of operations research
80
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76
International journal of production economics
75
Journal of economic dynamics & control
72
Risks : open access journal
66
INFORMS journal on computing : JOC
62
Quantitative finance
60
Journal of economic theory
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Computational Management Science : CMS
53
Economics letters
52
Transportation research / E : an international journal
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Mathematical methods of operations research
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Discussion papers of interdisciplinary research project 373
45
Computational economics
44
Econometric theory
42
Economic modelling
42
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Omega : the international journal of management science
41
SFB 649 discussion paper
41
SpringerLink / Bücher
38
Annals of operations research
37
IMA journal of management mathematics
37
NBER working paper series
37
Scandinavian actuarial journal
37
Working paper / National Bureau of Economic Research, Inc.
37
CREATES research paper
36
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ECONIS (ZBW)
218
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1
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
2
Optimal execution with stochastic delay
Cartea, Álvaro
;
Sánchez-Betancourt, Leandro
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10013489491
Saved in:
3
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
Saved in:
4
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
5
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
6
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
7
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
8
Latent local-to-unity models
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 586-611
Persistent link: https://www.econbiz.de/10014321656
Saved in:
9
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
10
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
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