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Estimation
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126
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Yu, Huizhen
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Finance and stochastics
Mathematics of operations research
European journal of operational research : EJOR
80
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76
International journal of theoretical and applied finance
38
Insurance / Mathematics & economics
35
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
The journal of futures markets
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Applied mathematical finance
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Risks : open access journal
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Annals of operations research
14
CAMA working paper series
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Opsearch : journal of the Operational Research Society of India
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Computers & operations research : and their applications to problems of world concern ; an international journal
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INFORMS journal on computing : JOC
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Mathematical methods of operations research
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1
Representation formulas for Malliavin derivatives of diffusion processes
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 349-367
Persistent link: https://www.econbiz.de/10002946698
Saved in:
2
Optimizing the terminal wealth under partial information : the drift process as a continuous time markov chain
Sass, Jörn
;
Haussmann, Ulrich G.
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 553-577
Persistent link: https://www.econbiz.de/10002261492
Saved in:
3
A link between complete models with stochastic volatility and ARCH models
Jeantheau, Thierry
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 111-131
Persistent link: https://www.econbiz.de/10001910769
Saved in:
4
Stationary discounted and ergodic mean field games with singular controls
Cao, Haoyang
;
Dianetti, Jodi
;
Ferrari, Giorgio
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 1871-1898
Persistent link: https://www.econbiz.de/10014437738
Saved in:
5
Scheduling in the high-uncertainty heavy traffic regime
Atar, Rami
;
Castiel, Eyal
;
Shadmi, Yonatan
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 107-140
Persistent link: https://www.econbiz.de/10015211579
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6
Fluctuation theory of continuous-time, skip-free downward Markov chains with applications to branching processes with immigration
Loeffen, Ronnie
;
Patie, Pierre
;
Wang, Jian
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10015211653
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7
Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications
Bladt, Martin
;
Peralta, Oscar
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 334-355
Persistent link: https://www.econbiz.de/10015211698
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8
A policy gradient algorithm for the risk-sensitive exponential cost MDP
Moharrami, Mehrdad
;
Murthy, Yashaswini
;
Roy, Arghyadip
; …
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 431-458
Persistent link: https://www.econbiz.de/10015211728
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9
Exact characterization of the jointly optimal restocking and auditing policy in inventory systems with record inaccuracy
Chehrazi, Naveed
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 656-710
Persistent link: https://www.econbiz.de/10015211759
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10
A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns
Klößner, Stefan
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003924780
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