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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
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Martingal
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CREATES research paper
Decisions in economics and finance : DEF ; a journal of applied mathematics
Quantitative finance
Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
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38
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Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Cowles Foundation discussion paper
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Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Insurance / Mathematics & economics
8
Journal of economic dynamics & control
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Risks : open access journal
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The journal of futures markets
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Discussion papers of interdisciplinary research project 373
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Econometric reviews
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International journal of financial engineering
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ECONIS (ZBW)
28
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1
A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
2
A generalized Esscher transform for option valuation with regime switching risk
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10013367853
Saved in:
3
Martingale transport with homogeneous stock movements
Eckstein, Stephan
;
Kupper, Michael
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 271-280
Persistent link: https://www.econbiz.de/10012424589
Saved in:
4
Inversion of convex ordering in the VIX market
Guyon, Julien
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1597-1623
Persistent link: https://www.econbiz.de/10012295626
Saved in:
5
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524093
Saved in:
6
On u- and v-statistics for discontinuous Itô semimartingales
Podolskij, Mark
;
Schmidt, Christian
;
Vetter, Mathias
-
2015
Persistent link: https://www.econbiz.de/10011398532
Saved in:
7
Limit theorems for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas
;
Lachièze-Rey, Raphaël
; …
-
2015
Persistent link: https://www.econbiz.de/10011398661
Saved in:
8
A martingale decomposition of discrete Markov chains
Hansen, Peter Reinhard
-
2015
Persistent link: https://www.econbiz.de/10010514601
Saved in:
9
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529445
Saved in:
10
Functional Itô calculus
Dupire, Bruno
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 721-729
Persistent link: https://www.econbiz.de/10012194711
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