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~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Hainaut, Donatien"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Stochastischer Prozess
Interest rate
2
Option pricing theory
2
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2
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2
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Hainaut, Donatien
Li, Kai
5
Branger, Nicole
4
Yoon, Gawon
4
He, Xue-zhong
3
Siu, Tak Kuen
3
Xiao, Wei-lin
3
Alfarano, Simone
2
Cai, Ning
2
Chambers, Marcus J.
2
Chiarella, Carl
2
Cui, Zhenyu
2
Elliott, Robert J.
2
Gaivoronski, Alexei A.
2
Grasselli, Martino
2
Guo, Bin
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Huang, Fuzhe
2
Ielpo, Florian
2
Karul, Cagin
2
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2
Li, Chenxu
2
Li, Danping
2
Li, Lingfei
2
Li, Shenghong
2
Li, Yong
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Ma, Jingtang
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Mahayni, Antje
2
Milaković, Mishael
2
Nazlıoğlu, Şaban
2
Prigent, Jean-Luc
2
Rostek, Stefan
2
Seifried, Frank Thomas
2
Shen, Yang
2
Shi, Chao
2
Sun, Qi
2
Wan, Xiangwei
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Economic modelling
Journal of economic dynamics & control
Insurance / Mathematics & economics
8
Risks : open access journal
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1
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1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Quantitative finance and economics
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The European journal of finance
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The journal of computational finance
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ECONIS (ZBW)
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Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality
Hainaut, Donatien
;
Deelstra, Griselda
- In:
Journal of economic dynamics & control
44
(
2014
),
pp. 124-146
Persistent link: https://www.econbiz.de/10010473569
Saved in:
2
A fractal version of the Hull-White interest rate model
Hainaut, Donatien
- In:
Economic modelling
31
(
2013
),
pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
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