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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of economic theory"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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SFB 649 discussion paper
Finance and stochastics
Journal of economic theory
European journal of operational research : EJOR
434
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
145
International journal of production research
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Journal of econometrics
103
Operations research letters
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81
Mathematics of operations research
79
International journal of production economics
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Journal of economic dynamics & control
72
INFORMS journal on computing : JOC
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Risks : open access journal
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Econometric reviews
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Transportation research / E : an international journal
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Computational Management Science : CMS
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Quantitative finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Economics letters
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Mathematical methods of operations research
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Computational economics
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Econometric theory
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Economic modelling
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Annals of operations research
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Omega : the international journal of management science
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IMA journal of management mathematics
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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Scandinavian actuarial journal
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Applied mathematical finance
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OR spectrum : quantitative approaches in management
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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
30
Journal of mathematical economics
28
Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
185
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1
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
2
Optimal execution with stochastic delay
Cartea, Álvaro
;
Sánchez-Betancourt, Leandro
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10013489491
Saved in:
3
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
Saved in:
4
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
5
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
6
Reinforcement learning and stochastic optimisation
Jaimungal, Sebastian
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012796477
Saved in:
7
Bayesian social aggregation with accumulating evidence
Pivato, Marcus
- In:
Journal of economic theory
200
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013192721
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8
New formulations of ambiguous volatility with an application to optimal dynamic contracting
Hansen, Peter G.
- In:
Journal of economic theory
199
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013193348
Saved in:
9
Stochastic choice and rational inattention
Lin, Yi-Hsuan
- In:
Journal of economic theory
202
(
2022
),
pp. 1-43
Persistent link: https://www.econbiz.de/10013373398
Saved in:
10
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
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