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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Stochastic process"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Bernoulli-Prozess"
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Stochastic process
Stochastischer Prozess
8
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6
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European journal of operational research : EJOR
International journal of theoretical and applied finance
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11
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
7
International journal of production economics
5
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Advances in economics and econometrics ; Volume 2
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Multiple criteria decision making in finance, insurance and investment
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ORP3 - Operations Research Peripatetic Postgraduate Program Conference at the Johannes Kepler University in Linz, Austria
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Operational Research Methods in Business, Finance and Economics : Proceedings of the 31st European Conference on Operational Research, Athens, Greece, July 11-14, 2021
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Operations research in forestry : [the 14th Symposium on Systems Analysis in Forest Resources was held at the Marbella Resort, Maitencillo, Chile, March 8 - 11, 2011]
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Optimization of Maintenance Activities - Models, Methods, and Applications
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Poverty and well-being in East Africa : a multi-faceted economic approach
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Recent advances in optimization theory and applications
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Regulation of Finance and Accounting : 21st and 22nd Virtual Annual Conference on Finance and Accounting (ACFA2020-21), Prague, Czech Republic
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ECONIS (ZBW)
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1
First-order asymptotics of path-dependent derivatives in multiscale stochastic volatility environment
Saporito, Yuri F.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889526
Saved in:
2
Kyle-Back's model with a random horizon
Corcuera, José Manuel
;
Di Nunno, Giulia
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011854431
Saved in:
3
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
4
Multivariate option pricing models with Lévy and Sato VG marginal processes
Guillaume, Florence
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011854500
Saved in:
5
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
6
Conditional-mean hedging under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
7
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
8
Heterogeneity in risk preferences leads to stochastic volatility
Leisen, Dietmar
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011926621
Saved in:
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