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isPartOf:"Finance and stochastics"
~isPartOf:"Asia-Pacific financial markets"
~subject:"CAPM"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Markovscher Prozess"
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CAPM
Optionspreistheorie
Markov chain
46
Markov-Kette
46
Theorie
32
Theory
32
Stochastic process
18
Stochastischer Prozess
18
Option pricing theory
14
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Frey, Rüdiger
2
Asiimwe, Pious
1
Beek, Misha van
1
Borovkov, Konstantin
1
Chourdakis, Kyriakos
1
Cuchiero, Christa
1
Dassios, Angelos
1
Davis, Mark
1
Elliott, Robert J.
1
Elliott, Robert J. R.
1
Filipović, Damir
1
Kariya, Takeaki
1
Klebaner, Fima C.
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Li, Jing
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Menoukeu-Pamen, Oliver
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Mitsui, Hidetoshi
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Norberg, Ragnar
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Osakwe, Carlton-James U.
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Parbhoo, Priyanka A.
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Runggaldier, Wolfgang J.
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Satoyoshi, Kiyotaka
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Schmidt, Thorsten
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Siu, Tak Kuen
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Spreij, Peter
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Svaluto-Ferro, Sara
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Thoednithi, Kirati
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Finance and stochastics
Asia-Pacific financial markets
International journal of theoretical and applied finance
27
European journal of operational research : EJOR
12
Finance research letters
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Quantitative finance
12
Insurance / Mathematics & economics
10
Annals of finance
8
Journal of economic dynamics & control
8
Computational economics
7
Energy economics
7
International review of financial analysis
7
Applied mathematical finance
6
Journal of econometrics
6
Journal of empirical finance
6
Review of derivatives research
6
Review of quantitative finance and accounting
6
The European journal of finance
6
The journal of computational finance
6
International journal of financial engineering
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of futures markets
5
Economic modelling
4
International journal of theoretical and applied finance : IJTAF
4
Stevens Institute of Technology School of Business Research Paper
4
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of mathematical finance
3
Journal of risk and financial management : JRFM
3
Operations research
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working paper / Department of Economics, Queen Mary
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Applied economics
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Applied economics letters
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Central European journal of economic modelling and econometrics
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ECONIS (ZBW)
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1
Infinite-dimensional polynomial processes
Cuchiero, Christa
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 383-426
Persistent link: https://www.econbiz.de/10012499741
Saved in:
2
Regime switching affine processes with applications to finance
Beek, Misha van
;
Mandjes, Michel
;
Spreij, Peter
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 309-333
Persistent link: https://www.econbiz.de/10012253354
Saved in:
3
Information-based model with noisy anticipation and its application in finance
Thoednithi, Kirati
- In:
Asia-Pacific financial markets
25
(
2018
)
3
,
pp. 159-177
Persistent link: https://www.econbiz.de/10012033004
Saved in:
4
Additive subordination and its applications in finance
Li, Jing
;
Li, Lingfei
;
Mendoza-Arriaga, Rafael
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 589-634
Persistent link: https://www.econbiz.de/10011531020
Saved in:
5
On the price of risk under a regime switching CGMY process
Asiimwe, Pious
;
Mahera, Charles Wilson
;
Menoukeu-Pamen, …
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 305-335
Persistent link: https://www.econbiz.de/10011619970
Saved in:
6
Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
Saved in:
7
Randomised mixture models for pricing kernels
Macrina, Andrea
;
Parbhoo, Priyanka A.
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 281-315
Persistent link: https://www.econbiz.de/10010511573
Saved in:
8
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
Saved in:
9
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
10
Perturbed Brownian motion and its application to Parisian option pricing
Dassios, Angelos
;
Wu, Shanle
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 473-494
Persistent link: https://www.econbiz.de/10009533860
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