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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Anleihe"
~subject:"Share price"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Portfolio selection
71
Portfolio-Management
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Platen, Eckhard
10
Chiarella, Carl
4
Bruti-Liberati, Nicola
2
He, Xue-zhong
2
Nikitopoulos, Christina Sklibosios
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Breymann, Wolfgang
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Cheung, Gerald H. L.
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Chu, Liya
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Clewlow, Les
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Du, Ke
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Li, Kai
1
McCulloch, James
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Tappe, Stefan
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Insurance / Mathematics & economics
92
Journal of banking & finance
81
European journal of operational research : EJOR
64
Finance research letters
63
International journal of theoretical and applied finance
62
International review of financial analysis
53
Finance and stochastics
43
NBER working paper series
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Quantitative finance
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Journal of financial economics
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Working paper / National Bureau of Economic Research, Inc.
39
The North American journal of economics and finance : a journal of financial economics studies
37
NBER Working Paper
36
Management science : journal of the Institute for Operations Research and the Management Sciences
33
Journal of empirical finance
32
Risks : open access journal
32
Pacific-Basin finance journal
31
The journal of asset management
31
Research paper series / Swiss Finance Institute
30
The journal of finance : the journal of the American Finance Association
30
Journal of economic dynamics & control
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Journal of financial markets
27
Journal of risk and financial management : JRFM
27
Research in international business and finance
27
International review of economics & finance : IREF
26
The review of financial studies
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Applied mathematical finance
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Applied economics
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Applied economics letters
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Investment management and financial innovations
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Journal of mathematical finance
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Mathematical methods of operations research
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Journal of international financial markets, institutions & money
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Annals of finance
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Review of quantitative finance and accounting
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Computational economics
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Financial markets and portfolio management
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Swiss Finance Institute Research Paper
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Applied financial economics
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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
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
5
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:
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
The small and large time implied volatilities in the minimal market model
Guo, Zhi
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564614
Saved in:
8
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
9
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:
10
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
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