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~isPartOf:"Applied mathematical finance"
~person:"Belomestny, Denis"
~person:"Korn, Olaf"
~person:"Korn, Ralf"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
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Belomestny, Denis
Korn, Olaf
Korn, Ralf
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Applied mathematical finance
Berichte zur Stochastik und verwandten Gebieten
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Risks : open access journal
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SFB 649 discussion paper
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The journal of computational finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Finance and stochastics
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Graduate studies in mathematics : GSM
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Mathematical methods of operations research
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OR-Spektrum : quantitative approaches in management
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Review of derivatives research
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A new variance reduction technique for estimating value-at-risk
Korn, Ralf
;
Pupashenko, Mykhailo
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 83-98
Persistent link: https://www.econbiz.de/10010505164
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