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subject:"Risk"
~isPartOf:"Finance and stochastics"
~subject:"Stochastischer Prozess"
~subject:"Zinsstruktur"
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Risk
Stochastischer Prozess
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Theorie
496
Theory
496
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152
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152
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130
Option pricing theory
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Björk, Tomas
4
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Finance and stochastics
European journal of operational research : EJOR
639
Insurance / Mathematics & economics
386
NBER working paper series
330
Working paper / National Bureau of Economic Research, Inc.
303
NBER Working Paper
288
Economics letters
244
Journal of economic dynamics & control
211
Journal of economic theory
194
International journal of theoretical and applied finance
193
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193
CESifo working papers
174
Computers & operations research : and their applications to problems of world concern ; an international journal
174
Mathematical finance : an international journal of mathematics, statistics and financial theory
171
Discussion paper / Centre for Economic Policy Research
170
International journal of production research
160
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149
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148
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147
Journal of econometrics
146
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144
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140
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131
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128
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118
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112
Journal of financial economics
112
International journal of production economics
108
The review of financial studies
100
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98
Journal of monetary economics
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
90
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86
Journal of economic behavior & organization : JEBO
86
Journal of empirical finance
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American journal of agricultural economics
83
Quantitative finance
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ECONIS (ZBW)
199
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1
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
2
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
3
Optimal execution with stochastic delay
Cartea, Álvaro
;
Sánchez-Betancourt, Leandro
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10013489491
Saved in:
4
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
Saved in:
5
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
6
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
7
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
8
Reinforcement learning and stochastic optimisation
Jaimungal, Sebastian
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012796477
Saved in:
9
Set-valued dynamic risk measures for processes and for vectors
Chen, Yanhong
;
Feinstein, Zachary
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10013440234
Saved in:
10
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
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