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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Physica A: Statistical Mechanics and its Applications
117
Statistics & Probability Letters
43
Annals of the Institute of Statistical Mathematics
41
Journal of Multivariate Analysis
39
MPRA Paper
39
Stochastic Processes and their Applications
28
CEMMAP working papers / Centre for Microdata Methods and Practice
25
Computational Statistics & Data Analysis
24
Journal of econometrics
23
Statistical Inference for Stochastic Processes
20
Discussion paper / Tinbergen Institute
19
Tinbergen Institute Discussion Paper
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
CREATES Research Papers
16
European journal of operational research : EJOR
16
Insurance / Mathematics & economics
16
International Journal of Theoretical and Applied Finance (IJTAF)
15
Tinbergen Institute Discussion Papers
15
cemmap working paper
14
Discussion paper / Center for Economic Research, Tilburg University
12
Metrika
12
Computational economics
11
Journal of Applied Statistics
11
Cowles Foundation Discussion Papers
10
IMF Working Papers
10
LSE Research Online Documents on Economics
10
Risks : open access journal
10
International journal of forecasting
9
Operations research
9
Quantitative finance
9
Risks
9
Spatial econometrics: qualitative and limited dependent variables
9
Statistical Papers / Springer
9
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
9
Computational Statistics
8
Post-Print / HAL
8
AStA Advances in Statistical Analysis
7
Documents de travail du Centre d'Economie de la Sorbonne
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International journal of production research
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ECONIS (ZBW)
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1
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
2
Optimal dynamic futures portfolio under a multifactor
Gaussian
framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
Saved in:
3
On cash settled IRR-swaptions and Markov functional modeling
Bermin, Hans-Peter
;
Williams, Gareth
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011686834
Saved in:
4
Analytical path-integral pricing of deterministic moving-barrier options under non-
gaussian
distributions
Catalão, André
;
Rosenfeld, Rogério
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012270883
Saved in:
5
Multivariate marked poisson processes and market related multidimensional information flows
Jevtić, Petar
;
Marena, Marina
;
Semeraro, Patrizia
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012013851
Saved in:
6
Index options and volatility derivatives in a
Gaussian
random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
7
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
8
On valuation with stochastic proportional Hazard model in finance
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009756036
Saved in:
9
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
10
Generalized BN-S stochastic volatility model for option pricing
SenGupta, Indranil
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011455400
Saved in:
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