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Konferenz
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Stochastic process
276
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276
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194
Option pricing theory
82
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82
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60
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Powell, Warren B.
5
Denton, Brian T.
4
Kabanov, Jurij M.
4
Ahmed, Shabbir
3
Björk, Tomas
3
Choulli, Tahir
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Fukasawa, Masaaki
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Jeanblanc, Monique
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Karatzas, Ioannis
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Kim, Donghan
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Finance and stochastics
INFORMS journal on computing : JOC
European journal of operational research : EJOR
459
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
146
International journal of production research
128
Operations research
120
International journal of theoretical and applied finance
116
Journal of econometrics
107
Operations research letters
102
Mathematics of operations research
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
International journal of production economics
78
Journal of economic dynamics & control
74
Discussion paper / Tinbergen Institute
71
Risks : open access journal
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
57
Econometric reviews
57
Journal of economic theory
55
Quantitative finance
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Computational Management Science : CMS
52
Transportation research / E : an international journal
52
SpringerLink / Bücher
51
Economics letters
50
Mathematical methods of operations research
50
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Computational economics
46
Discussion papers of interdisciplinary research project 373
46
Working paper / National Bureau of Economic Research, Inc.
44
Management science : journal of the Institute for Operations Research and the Management Sciences
43
Omega : the international journal of management science
43
Econometric theory
42
Economic modelling
42
SFB 649 discussion paper
40
IMA journal of management mathematics
38
NBER Working Paper
38
Annals of operations research
37
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
37
Lecture notes in economics and mathematical systems : LNEMS
36
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ECONIS (ZBW)
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1
Robust software partitioning with multiple instantiation
Spacey, Simon A.
;
Wiesemann, Wolfram
;
Kuhn, Daniel
; …
- In:
INFORMS journal on computing : JOC
24
(
2012
)
3
,
pp. 500-515
Persistent link: https://www.econbiz.de/10009583051
Saved in:
2
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
3
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
Saved in:
4
Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003716264
Saved in:
5
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
6
Stochastic flow approach to Dupire's formula
Jourdain, B.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 521-535
Persistent link: https://www.econbiz.de/10003645525
Saved in:
7
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
;
León, Jorge A.
;
Vives, Josep
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 571-589
Persistent link: https://www.econbiz.de/10003645538
Saved in:
8
Consistent variance curve models
Buehler, Hans
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 178-203
Persistent link: https://www.econbiz.de/10003334916
Saved in:
9
Comparison of option prices in seminartingale models
Bergenthum, Jan
;
Rüschendorf, Ludger
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10003334918
Saved in:
10
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
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