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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
~subject:"Finanzmathematik"
~subject:"Theorie"
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Search: subject_exact:"Stochastisches Modell"
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Finanzmathematik
Theorie
Stochastic process
503
Stochastischer Prozess
503
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247
Option pricing theory
183
Optionspreistheorie
183
Volatility
136
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136
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125
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125
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Belomestny, Denis
6
Reiß, Markus
6
Hainaut, Donatien
5
Härdle, Wolfgang
5
Liang, Zongxia
5
Escobar, Marcos
4
Guan, Guohui
4
Li, Xiaohu
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Meyer-Gohde, Alexander
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Wong, Hoi Ying
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Avanzi, Benjamin
3
Bayraktar, Erhan
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Bibinger, Markus
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Chiu, Mei Choi
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Delong, Łukasz
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Eisenberg, Julia
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Hautsch, Nikolaus
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Horst, Ulrich
3
Landriault, David
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Li, Zhongfei
3
Pichler, Alois
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Siu, Tak Kuen
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Söhl, Jakob
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Trufin, Julien
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Wang, Rongming
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Wei, Jiaqin
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Wei, Wei
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Young, Virginia R.
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Zhuo, Jin
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2
Balakrishnan, Narayanaswamy
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Barmalzan, Ghobad
2
Cai, Jun
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Chen, Jing
2
Cheng, Yuyang
2
Chi, Yichun
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Cossette, Hélène
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Di Bernardino, Elena
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Gapeev, Pavel V.
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International Conference on Stochastic Programming <15., 2019, Trondheim>
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SFB 649 discussion paper
Insurance / Mathematics & economics
Quantitative finance
European journal of operational research : EJOR
459
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
132
International journal of production research
127
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120
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118
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105
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102
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85
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82
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77
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72
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65
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63
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Transportation research / E : an international journal
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Discussion papers of interdisciplinary research project 373
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Management science : journal of the Institute for Operations Research and the Management Sciences
42
Omega : the international journal of management science
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SpringerLink / Bücher
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Scandinavian actuarial journal
38
IMA journal of management mathematics
37
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37
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ECONIS (ZBW)
268
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1
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1
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
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2
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
3
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
4
On parametric optimal execution and machine learning surrogates
Chen, Tao
;
Ludkovski, Mike
;
Voß, Moritz
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 15-34
Persistent link: https://www.econbiz.de/10014551893
Saved in:
5
Optimal stop-loss rules in markets with long-range dependence
Xiang, Yun
;
Deng, Shijie
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10014551974
Saved in:
6
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Yu, Jun
;
Zhang, Chen
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 337-346
Persistent link: https://www.econbiz.de/10014552006
Saved in:
7
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
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8
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
9
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
10
Dependence modeling of frequency-severity of insurance claims using waiting time
Gao, Guangyuan
;
Li, Jiahong
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 29-51
Persistent link: https://www.econbiz.de/10014282468
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