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Applied stochastic models and...
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Stochastic process
167
Stochastischer Prozess
167
Option pricing theory
105
Optionspreistheorie
105
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96
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96
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64
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Escobar, Marcos
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Sornette, Didier
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4
Gatheral, Jim
4
Abergel, Frédéric
3
Felpel, Mike
3
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3
Madan, Dilip B.
3
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3
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3
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3
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3
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2
Alòs, Elisa
2
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2
Chan, Tat Lung
2
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2
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2
Cheng, Yuyang
2
Consigli, Giorgio
2
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2
Endres, Sylvia
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2
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2
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2
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2
Ma, Jingtang
2
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Forecasting Financial Markets Conference <23.>
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International Conference on Stochastic Programming <15., 2019, Trondheim>
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Quantitative finance
SpringerLink / Bücher
1,378
European journal of operational research : EJOR
717
NBER working paper series
657
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643
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526
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510
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369
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341
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327
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309
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294
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293
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288
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284
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268
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258
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248
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246
Economics letters
233
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228
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228
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209
Annals of operations research
207
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206
International review of financial analysis
192
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189
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188
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186
Computers & operations research : and their applications to problems of world concern ; an international journal
185
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182
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173
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173
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173
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171
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170
Management science : journal of the Institute for Operations Research and the Management Sciences
169
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ECONIS (ZBW)
188
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1
The endo-exo problem in high frequency financial price fluctuations and rejecting criticality
Wheatley, Spencer
;
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1165-1178
Persistent link: https://www.econbiz.de/10012194752
Saved in:
2
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
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3
Bond market completeness under stochastic strings with distribution-valued strategies
Bueno-Guerrero, Alberto
;
Moreno, Manuel
;
Navas, Javier F.
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 197-211
Persistent link: https://www.econbiz.de/10013167731
Saved in:
4
The SINC way : a fast and accurate approach to Fourier pricing
Baschetti, Fabio
;
Bormetti, Giacomo
;
Romagnoli, Silvia
; …
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 427-446
Persistent link: https://www.econbiz.de/10013167768
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5
A fast algorithm for simulation of rough volatility models
Ma, Jingtang
;
Wu, Haofei
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 447-462
Persistent link: https://www.econbiz.de/10013167769
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6
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
7
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
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8
Additive normal tempered stable processes for equity derivatives and power-law scaling
Azzone, Michele
;
Baviera, Roberto
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10013167773
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9
Performance measurement for option portfolios in a stochastic volatility framework
Baule, Rainer
;
Entrop, Oliver
;
Wessels, Sebastian
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 519-539
Persistent link: https://www.econbiz.de/10013167776
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10
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
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