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~isPartOf:"Finance and stochastics"
~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~subject:"Stochastic process"
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Platen, Eckhard
Kabanov, Jurij M.
9
Jeanblanc, Monique
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Karatzas, Ioannis
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Kardaras, Constantinos
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Pham, Huyên
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Rüschendorf, Ludger
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Finance and stochastics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
International journal of theoretical and applied finance
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Asia-Pacific financial markets
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ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
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Computational economics
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Discussion papers of interdisciplinary research project 373
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Journal of banking & finance
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Quantitative Finance Research Centre, University of Technology, Sydney Research Paper
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Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
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Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
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Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
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Springer Finance
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Springer finance
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Stochastic modelling and applied probability
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The Kyoto economic review
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A short term interest rate model
Platen, Eckhard
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 215-225
Persistent link: https://www.econbiz.de/10001367329
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