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Pham, H.
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Schweizer, M.
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Lamberton, D.
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Rheinländer, T.
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Sonderforschungsbereich 373
Finance and stochastics
18
Papers / arXiv.org
17
IEEE transactions on reliability : R ; IEEE T R
14
Stochastic Processes and their Applications
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working Papers / HAL
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Annals of operations research
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Mathematical Finance
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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The journal of computational finance
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Finance and Stochastics
5
International journal of theoretical and applied finance
5
Applied mathematical finance
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Journal of mathematical economics
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Economics Papers from University Paris Dauphine
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
Mathematics and financial economics
3
Discussion papers of interdisciplinary research project 373
2
Insurance / Mathematics & economics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Paris Princeton lectures on mathematical finance
2
Reliability and quality management in stochastic systems
2
Reliability engineering & system safety
2
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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Risks
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Risks : open access journal
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SFB 373 Discussion Paper
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SFB 373 Discussion Papers
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Série des documents de travail
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Asia-Pacific Financial Markets
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Asia-Pacific financial markets
1
CEPREMAP Working Papers (Couverture Orange)
1
Carlo Alberto notebooks
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Chapman & Hall/CRC financial mathematics series
1
Columbia University Center for Financial Engineering, Financial Engineering Report
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Computational Statistics
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Mean- Variance Hedging for Continuous Processes: New Proofs and Examples
Pham, H.
;
Rheinländer, T.
;
Schweizer, M.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795095
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Local Risk-Minimization under Transaction Costs
Lamberton, D.
;
Pham, H.
;
Schweizer, M.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796252
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