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~isPartOf:"International journal of financial engineering"
~subject:"Estimation theory"
~subject:"Kapitalmarkttheorie"
~subject:"Martingal"
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Estimation theory
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International journal of financial engineering
Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
Journal of econometrics
40
Research paper series / Swiss Finance Institute
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Cowles Foundation discussion paper
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European journal of operational research : EJOR
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Econometric theory
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Economics letters
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International review of financial analysis
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Risks : open access journal
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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1
Stochastic volatility for utility maximizers : a martingale approach
Ellersgaard, Simon
;
Tegnér, Martin
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011922965
Saved in:
2
Optimal asset allocation for a bank under risk control
Perera, Ryle S.
;
Sato, Kimitoshi
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011923030
Saved in:
3
Who would invest only in the risk-free asset?
Azevedo, N.
;
Pinheiro, D.
;
Xanthopoulos, S. Z.
; …
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011923046
Saved in:
4
Pricing European options and risk measurement under exponential Lévy models : a practical guide
Salhi, Khaled
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011777826
Saved in:
5
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
6
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
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