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isPartOf:"Finance and stochastics"
~subject:"ARCH model"
~subject:"Bond"
~subject:"Mathematical programming"
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ARCH model
Bond
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Markov chain
32
Markov-Kette
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Theorie
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Theory
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Stochastic process
12
Stochastischer Prozess
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Option pricing theory
8
Optionspreistheorie
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Borovkov, Konstantin
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Landén, Camilla
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Larsen, Kasper
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Rieder, Ulrich
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Finance and stochastics
European journal of operational research : EJOR
41
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21
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18
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
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International journal of forecasting
12
Computers & operations research : and their applications to problems of world concern ; an international journal
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Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
8
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INFORMS journal on computing : JOC
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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Research in international business and finance
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Applied economics letters
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CORE discussion papers : DP
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Discussion paper / Tinbergen Institute
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International Journal of Financial Studies : open access journal
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International journal of production research
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The European journal of finance
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CESifo working papers
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Econometric theory
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Emerging markets review
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical methods of operations research : ZOR
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Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
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2
MDP algorithms for portfolio optimization problems in pure jump markets
Bäuerle, Nicole
;
Rieder, Ulrich
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 591-611
Persistent link: https://www.econbiz.de/10003899534
Saved in:
3
A link between complete models with stochastic volatility and ARCH models
Jeantheau, Thierry
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 111-131
Persistent link: https://www.econbiz.de/10001910769
Saved in:
4
Random step functions model for interest rates
Borovkov, Konstantin
;
Klebaner, Fima C.
;
Virag, Eleanor
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 123-143
Persistent link: https://www.econbiz.de/10001724648
Saved in:
5
Bond pricing in a hidden Markov model of the short rate
Landén, Camilla
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 371-389
Persistent link: https://www.econbiz.de/10001538315
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