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Stochastic process
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4
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1993-1997
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Tübinger Diskussionsbeiträge
European journal of operational research : EJOR
635
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
219
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of production research
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Operations research letters
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Journal of economic dynamics & control
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Risks : open access journal
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International journal of production economics
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Applied mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Computational economics
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The journal of computational finance
106
Economics letters
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Econometric reviews
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economic modelling
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Energy economics
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Transportation research / E : an international journal
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International journal of financial engineering
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INFORMS journal on computing : JOC
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Annals of operations research
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Finance research letters
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Mathematical methods of operations research
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Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
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Working paper
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Annals of finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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1
Pricing electricity forwards under stochastic volatility
Kellerhals, Boris Philipp
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2001
Persistent link: https://www.econbiz.de/10013268758
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2
Modeling closed-end funds with a stochastic access premium
Kellerhals, Boris-Philipp
-
1999
Persistent link: https://www.econbiz.de/10013268701
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3
Modular pricing of options
Zhu, Jianwei
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1999
Persistent link: https://www.econbiz.de/10013268732
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4
Stochastic volatility with an Ornstein-Uhlenbeck process : an extension
Schöbel, Rainer
;
Zhu, Jianwei
-
1998
-
Rev.
Persistent link: https://www.econbiz.de/10000676009
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5
Can trading volume explain option prices?
Nagel, Hartmut
;
Schöbel, Rainer
-
1998
Persistent link: https://www.econbiz.de/10000660587
Saved in:
6
Stochastic volatility models : conditional normality versus heavy tailed distributions
Liesenfeld, Roman
;
Jung, Robert
-
1997
Persistent link: https://www.econbiz.de/10000642314
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