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Stochastischer Prozess
Theorie
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Phillips, Peter C. B.
59
Koopman, Siem Jan
47
Sethi, Suresh
42
Escudero, Laureano F.
39
Post, Thierry
34
McAleer, Michael
32
Barndorff-Nielsen, Ole E.
30
Kohlmann, Michael
30
Platen, Eckhard
30
Yu, Jun
30
Chiarella, Carl
29
Gendreau, Michel
27
Linton, Oliver
24
Chan, Joshua
23
Zhang, Qing
23
Asai, Manabu
21
Gao, Jiti
21
Küchler, Uwe
21
Inderfurth, Karl
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Kleijnen, Jack P. C.
20
Lux, Thomas
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Wälde, Klaus
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19
Whang, Yoon-jae
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Benth, Fred Espen
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Clark, Todd E.
18
Taylor, Robert
18
Bos, Charles S.
17
Föllmer, Hans
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Garín, María Araceli
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Kilian, Lutz
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Kraft, Holger
17
Liesenfeld, Roman
17
Shephard, Neil G.
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Wirjanto, Tony S.
17
Alvarez, Luis H. R.
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Arvanitis, Stelios
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Blasques, Francisco
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Maggioni, Francesca
16
Mumtaz, Haroon
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
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Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
133
International journal of production research
127
Operations research
121
International journal of theoretical and applied finance
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Journal of econometrics
105
Operations research letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of production economics
77
Journal of economic dynamics & control
73
Discussion paper / Tinbergen Institute
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Risks : open access journal
67
INFORMS journal on computing : JOC
63
Econometric reviews
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Journal of economic theory
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Quantitative finance
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Computational Management Science : CMS
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Transportation research / E : an international journal
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Mathematical methods of operations research
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Economics letters
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Discussion papers of interdisciplinary research project 373
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Computational economics
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Econometric theory
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Omega : the international journal of management science
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Economic modelling
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SFB 649 discussion paper
40
SpringerLink / Bücher
38
IMA journal of management mathematics
37
Annals of operations research
36
Scandinavian actuarial journal
36
Working paper / National Bureau of Economic Research, Inc.
36
CREATES research paper
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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
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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OLC EcoSci
1
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1
Critical transaction costs and 1-step asymptotic
arbitrage
in fractional binary markets
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
Saved in:
2
Arbitrage
in skew Brownian motion models
Rossello, Damiano
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 50-56
Persistent link: https://www.econbiz.de/10009501701
Saved in:
3
Strong asymptotic
arbitrage
in the large fractional binary market
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10011485902
Saved in:
4
Arbitrage
theory
in models with transaction costs beyond efficient friction
Molitor, Alexander
-
2022
Persistent link: https://www.econbiz.de/10013187807
Saved in:
5
Weak time-derivatives and no
arbitrage
pricing
Marinacci, Massimo
;
Severino, Federico
-
2017
-
This version: December, 2017
Persistent link: https://www.econbiz.de/10011805855
Saved in:
6
Bounded
arbitrage
and nearly rational behavior
Nascimento, Leandro Gonçalves do
- In:
Economic theory
77
(
2024
)
4
,
pp. 941-974
Persistent link: https://www.econbiz.de/10014553054
Saved in:
7
Statistical
arbitrage
: factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
8
The extended SSVI volatility surface
Hendriks, Sebas
;
Martini, Claude
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 25-39
Persistent link: https://www.econbiz.de/10012042223
Saved in:
9
Asymptotic
arbitrage
and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
10
Entwurf eines Optionspreismodells mit stochastischer Volatilität und tendenziell stabiler IVF-Struktur
Hausmann, Wilfried
-
2007
Persistent link: https://www.econbiz.de/10003635776
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