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isPartOf:"Lecture notes in economics and mathematical systems : LNEMS"
~isPartOf:"Annals of finance"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~subject:"Mathematical analysis"
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Search: subject_exact:"Difference equation"
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International Symposium on Generalized Convexity, Monotonicity <8, 2005, Varese>
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Lecture notes in economics and mathematical systems : LNEMS
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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ECONIS (ZBW)
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1
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo
- In:
Annals of finance
18
(
2022
)
4
,
pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
Saved in:
2
A stock market model based on CAPM and market size
Flores, Brandon
;
Ofori-Atta, Blessing
;
Sarantsev, Andrey
- In:
Annals of finance
17
(
2021
)
3
,
pp. 405-424
Persistent link: https://www.econbiz.de/10012622329
Saved in:
3
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
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4
Generalized volatility-stabilized processes
Picková, Radka
- In:
Annals of finance
10
(
2014
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10010244577
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5
Inference for systems of stochastic differential equations from discretely sampled data : a numerical maximum likelihood approach
Lux, Thomas
- In:
Annals of finance
9
(
2013
)
2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10009741196
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6
Neyman-Pearson hedging and dynamic measures of risk
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10001475180
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7
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
Saved in:
8
Pricing interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus
-
2008
Persistent link: https://www.econbiz.de/10003571605
Saved in:
9
Generalized convexity and related topics
Konnov, Igor V.
(
ed.
)
-
2006
Persistent link: https://www.econbiz.de/10003358464
Saved in:
10
Analysis, controllability and optimization of time-discrete systems and dynamical games
Krabs, Werner
;
Pickl, Stefan
-
2003
Persistent link: https://www.econbiz.de/10001787717
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