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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Anleihe"
~subject:"Arbitrage Pricing"
~subject:"Stochastischer Prozess"
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Arbitrage Pricing
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Portfolio selection
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Platen, Eckhard
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Bruti-Liberati, Nicola
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Chiarella, Carl
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Fergusson, Kevin
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Nikitopoulos, Christina Sklibosios
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Cheung, Gerald H. L.
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Clewlow, Les
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Du, Ke
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Insurance / Mathematics & economics
90
European journal of operational research : EJOR
63
International journal of theoretical and applied finance
61
Finance and stochastics
48
Quantitative finance
37
Journal of banking & finance
36
Mathematical finance : an international journal of mathematics, statistics and financial theory
31
Finance research letters
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Risks : open access journal
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Journal of economic dynamics & control
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Mathematical methods of operations research
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International journal of financial engineering
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Research paper series / Swiss Finance Institute
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Scandinavian actuarial journal
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Computational economics
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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SpringerLink / Bücher
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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The journal of fixed income : JFI
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Working paper / National Bureau of Economic Research, Inc.
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Advanced bond portfolio management : best practices in modeling and strategies
11
IMA journal of management mathematics
11
NBER Working Paper
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The review of financial studies
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Computational Management Science : CMS
10
Economic modelling
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
2
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
3
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
Saved in:
4
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
5
Real world pricing of long term cash-linked annuities and equity-linked annuities with cash-linked guarantees
Fergusson, Kevin
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10010213176
Saved in:
6
Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
;
Chiarella, Carl
-
2011
Persistent link: https://www.econbiz.de/10009563108
Saved in:
7
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
8
Affine realizations for Lévy driven interest rate models with real-world forward rate dynamics
Platen, Eckhard
;
Tappe, Stefan
-
2011
Persistent link: https://www.econbiz.de/10009564622
Saved in:
9
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
-
2011
Persistent link: https://www.econbiz.de/10009564623
Saved in:
10
Alternative defaultable term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2009
Persistent link: https://www.econbiz.de/10003857269
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