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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Stochastic process"
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Search: subject_exact:"Martingal"
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Stochastic process
Martingal
19
Martingale
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Theorie
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Theory
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Stochastischer Prozess
7
Portfolio selection
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Portfolio-Management
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Chiarella, Carl
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Finance and stochastics
21
International journal of theoretical and applied finance
11
Applied mathematical finance
8
Journal of econometrics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
CREATES research paper
5
Insurance / Mathematics & economics
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical methods of operations research
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Operations research letters
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Research paper series / Swiss Finance Institute
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Annals of finance
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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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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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Discussion papers of interdisciplinary research project 373
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
2
Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
;
Chiarella, Carl
-
2011
Persistent link: https://www.econbiz.de/10009563108
Saved in:
3
Quadratic hedging of basis risk
Hulley, Hardy
;
McWalter, Thomas A.
-
2008
Persistent link: https://www.econbiz.de/10003857124
Saved in:
4
Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857129
Saved in:
5
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003857157
Saved in:
6
Martingales and first passage times of AR(1) sequences
Novikov, Alexander
;
Kordzakhia, Nino
-
2007
Persistent link: https://www.econbiz.de/10003856732
Saved in:
7
First passage time of Filtered Poisson Process with exponential shape function
Novikov, Alexander
;
Melchers, R. E.
;
Shinjikashvili, E.
; …
-
2003
Persistent link: https://www.econbiz.de/10002250933
Saved in:
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