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STOCHASTIC ORDERS IN WELFARE E...
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Derivat
Stochastischer Prozess
16,986
Stochastic process
16,807
Theorie
9,707
Theory
9,679
Volatilität
3,813
Volatility
3,810
Optionspreistheorie
3,205
Option pricing theory
3,199
Mathematische Optimierung
2,112
Mathematical programming
2,111
Portfolio selection
1,479
Portfolio-Management
1,479
Estimation
1,415
Schätzung
1,412
Zeitreihenanalyse
1,408
Time series analysis
1,400
social welfare
1,089
Estimation theory
1,027
Schätztheorie
1,027
Social welfare
946
Markov chain
881
Markov-Kette
881
Risk
832
Risiko
824
Simulation
739
Statistical distribution
659
Statistische Verteilung
659
Börsenkurs
653
Forecasting model
653
Prognoseverfahren
653
Share price
651
Derivative
644
USA
636
United States
612
Monte-Carlo-Simulation
591
Monte Carlo simulation
590
Dynamic programming
572
CAPM
565
Dynamische Optimierung
563
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252
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158
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448
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196
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420
Graue Literatur
70
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70
Arbeitspapier
53
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53
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29
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26
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26
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18
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13
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7
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7
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3
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3
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3
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2
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2
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1
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1
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1
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English
627
German
17
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Benth, Fred Espen
11
Escobar, Marcos
10
Chiarella, Carl
9
Fouque, Jean-Pierre
8
Perrakis, Stylianos
8
Cheng, Benjamin
7
McAleer, Michael
7
Nikitopoulos, Christina Sklibosios
7
Schlögl, Erik
7
Cui, Zhenyu
6
Packham, Natalie
6
Papanicolaou, George
6
Schmidt, Wolfgang M.
6
Schoutens, Wim
6
Wang, Xingchun
6
Chang, Chia-Lin
5
Crépey, Stéphane
5
Fabozzi, Frank J.
5
Kallsen, Jan
5
Kwok, Yue-Kuen
5
Madan, Dilip B.
5
Sabino, Piergiacomo
5
Sviščuk, Anatolij
5
Capriotti, Luca
4
Fu, Michael
4
Gouriéroux, Christian
4
Howison, Sam
4
Kang, Boda
4
Račev, Svetlozar T.
4
Schlögl, Lutz
4
Siu, Tak Kuen
4
Sklibosios Nikitopoulos, Christina
4
Xu, Wei
4
Zagst, Rudi
4
Antonelli, Fabio
3
Baldeaux, Jan
3
Barth, Jörn
3
Bertsimas, Dimitris
3
Branger, Nicole
3
Carr, Peter
3
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National Bureau of Economic Research
3
Eberhard Karls Universität Tübingen
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Instituto Valenciano de Investigaciones Económicas
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Swiss Finance Institute
1
Universität Trier
1
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International journal of theoretical and applied finance
59
Applied mathematical finance
24
Quantitative finance
20
Journal of mathematical finance
15
Review of derivatives research
14
European journal of operational research : EJOR
13
International journal of financial engineering
13
Journal of banking & finance
12
The journal of computational finance
12
Journal of econometrics
11
Journal of economic dynamics & control
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance and stochastics
10
Annals of finance
9
Energy economics
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Finance research letters
7
Risks : open access journal
7
Computational economics
6
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Journal of risk and financial management : JRFM
5
Mathematical finance
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of derivatives : JOD
5
Applied economics
4
Journal of financial economics
4
Mathematics and financial economics
4
Research paper series / Swiss Finance Institute
4
Research series / Universiteit van Amsterdam
4
The journal of futures markets
4
Tinbergen Institute research series
4
Working paper series / Centre for Practical Quantitative Finance
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Asia-Pacific journal of financial studies
3
Discussion paper / Tinbergen Institute
3
International review of financial analysis
3
Journal of financial engineering
3
NBER working paper series
3
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ECONIS (ZBW)
644
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1
Estimating functional efficiency in energy futures markets
García-Verdugo Sales, Javier
;
Consuegra, Meliyara
- In:
Economics and Business Letters : EBL
2
(
2013
)
3
,
pp. 105-115
Persistent link: https://www.econbiz.de/10010347116
Saved in:
2
Measuring the functional efficiency of agricultural futures markets
Consuegra, Meliyara
;
García-Verdugo Sales, Javier
- In:
The Australian journal of agricultural and resource …
61
(
2017
)
2
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011674488
Saved in:
3
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
Saved in:
4
An effective approximation for zero-coupon bonds and arrow-debreu prices in the Black-Karasinski model
Stehlíková, Beáta
;
Capriotti, Luca
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010438534
Saved in:
5
Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
Saved in:
6
Estimating stochastic volatility : the rough side to equityreturns
Haynes, Jonathan
;
Schmitt, Daniel
;
Grimm, Lukas
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 449-469
Persistent link: https://www.econbiz.de/10012127236
Saved in:
7
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
8
Options with stochastic lives
Jennergren, Lars Peter
;
Näslund, Bertil
-
1991
Persistent link: https://www.econbiz.de/10000826417
Saved in:
9
Financial calculus : an introduction to derivative pricing
Baxter, Martin
-
1996
-
1. publ.
Persistent link: https://www.econbiz.de/10000614304
Saved in:
10
The concept of credit OAS in valuation of MBS
Levin, Alexander
;
Davidson, Andrew
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
3
,
pp. 41-55
Persistent link: https://www.econbiz.de/10003727642
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