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~isPartOf:"Annals of finance"
~subject:"Eigeninteresse"
~subject:"Stochastic process"
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Eigeninteresse
Stochastic process
Martingal
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6
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Annals of finance
Finance and stochastics
26
International journal of theoretical and applied finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
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8
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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4
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research letters
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Asia-Pacific financial markets
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International journal of financial engineering
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International review of financial analysis
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mathematical finance
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Quantitative finance
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Advanced series on statistical science & applied probability
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Chapman & Hall/CRC financial mathematics series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of operational research : EJOR
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of risk and financial management : JRFM
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Probability and its applications
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Quantitative economics : QE ; journal of the Econometric Society
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Scandinavian actuarial journal
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The journal of computational finance
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ECONIS (ZBW)
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1
Vanishing central bank intervention in stochastic impulse control
Gagnon, Gregory
- In:
Annals of finance
15
(
2019
)
1
,
pp. 125-153
Persistent link: https://www.econbiz.de/10012058193
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2
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
- In:
Annals of finance
8
(
2012
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10009510584
Saved in:
3
Risk-averse asymptotics for reservation prices
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Annals of finance
7
(
2011
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10009248120
Saved in:
4
On the semimartingale property via bounded logarithmic utility
Larsen, Kasper
;
Žitković, Gordan
- In:
Annals of finance
4
(
2008
)
2
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
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