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~person:"Bertsimas, Dimitris"
~person:"Chiarella, Carl"
~subject:"Share price"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Bertsimas, Dimitris
Chiarella, Carl
Escudero, Laureano F.
35
Phillips, Peter C. B.
23
Gendreau, Michel
22
Wong, Wing Keung
20
Gupta, Rangan
18
McAleer, Michael
18
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17
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17
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16
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16
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15
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15
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14
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14
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14
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13
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13
Taylor, Robert
13
Wallace, Stein W.
13
Carr, Peter
12
Chan, Joshua
12
He, Xue-zhong
12
Rossi, Roberto
12
Tarim, S. Armagan
12
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11
Chu, Feng
11
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11
Garín, María Araceli
11
Huber, Jürgen
11
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11
Post, Thierry
11
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11
Sen, Suvrajeet
11
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11
Ulmer, Marlin Wolf
11
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11
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11
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11
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10
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Mathematics of operations research
3
European journal of operational research : EJOR
2
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
2
Journal of economic dynamics & control
2
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2
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1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
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1
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ECONIS (ZBW)
19
Showing
1
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10
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19
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1
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
2
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
Tô, Thuy-Duong
- In:
Journal of empirical finance
37
(
2016
),
pp. 59-78
Persistent link: https://www.econbiz.de/10011662911
Saved in:
3
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
4
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
- In:
Journal of economic behavior & organization : JEBO
105
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
Saved in:
5
An empirical test of the Brennan-Schwartz bond pricing model in the Australian context
Chiarella, Carl
;
Mackenzie, David
;
Pham, Toan M.
- In:
Asia Pacific journal of management : APJM ; a …
7
(
1990
),
pp. 1-24
Persistent link: https://www.econbiz.de/10001109261
Saved in:
6
When is time continuous?
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 173-204
Persistent link: https://www.econbiz.de/10001448502
Saved in:
7
Mean variance preferences, expectations formation, and the dynamics of random asset prices
Böhm, Volker
;
Chiarella, Carl
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 61-97
Persistent link: https://www.econbiz.de/10002582956
Saved in:
8
On the power of robust solutions in two-stage stochastic and adaptive optimization problems
Bertsimas, Dimitris
;
Goyal, Vineet
- In:
Mathematics of operations research
35
(
2010
)
2
,
pp. 284-305
Persistent link: https://www.econbiz.de/10003985683
Saved in:
9
A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization
Bertsimas, Dimitris
;
Goyal, Vineet
;
Sun, Xu Andy
- In:
Mathematics of operations research
36
(
2011
)
1
,
pp. 24-54
Persistent link: https://www.econbiz.de/10009007268
Saved in:
10
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 245-276
Persistent link: https://www.econbiz.de/10009381930
Saved in:
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