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Stochastic process
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McAleer, Michael
94
Phillips, Peter C. B.
76
Koopman, Siem Jan
62
Chiarella, Carl
54
Platen, Eckhard
52
Sethi, Suresh
49
Ferrari, Giorgio
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44
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40
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39
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38
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37
Chan, Joshua
37
Shephard, Neil G.
37
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Todorov, Viktor
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Batabyal, Amitrajeet A.
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Springer International Publishing
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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European journal of operational research : EJOR
646
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
226
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
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International journal of production research
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Operations research letters
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International journal of production economics
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Computational economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of computational finance
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Journal of mathematical finance
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Econometric reviews
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Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Energy economics
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Economic modelling
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INFORMS journal on computing : JOC
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International journal of financial engineering
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Transportation research / E : an international journal
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Mathematical methods of operations research
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Annals of operations research
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Omega : the international journal of management science
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Computational Management Science : CMS
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Journal of banking & finance
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ECONIS (ZBW)
16,775
RePEc
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Other ZBW resources
2
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1
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1
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
2
Analysis of stochastic PDEs arising from large portfolios of stochastic
volatility
models
Kolliopoulos, Nikolaos
-
2018
Persistent link: https://www.econbiz.de/10012386950
Saved in:
3
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
4
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
Saved in:
5
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic
volatility
model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
6
Optimal management of DC pension plan in stochastic interest rate and stochastic
volatility
framework
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 58-66
Persistent link: https://www.econbiz.de/10010402734
Saved in:
7
Optimal trade execution under stochastic
volatility
and liquidity
Cheridito, Patrick
;
Sepin, Tardu
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 342-362
Persistent link: https://www.econbiz.de/10010499674
Saved in:
8
Tractable hedging with additional hedge instruments
Branger, Nicole
;
Mahayni, Antje
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
Saved in:
9
Term structure modeling for pension funds : what to do in practice?
Vlaar, Peter J. G.
-
2006
Persistent link: https://www.econbiz.de/10003401861
Saved in:
10
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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